Ewch i’r prif gynnwys

Yr Athro Michael Wickens

Professor of Economics

Ysgol Busnes Caerdydd

Email
WickensM1@caerdydd.ac.uk
Telephone
+44 29208 75722
Campuses
Adeilad Aberconwy, Ystafell S36, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU

Cyhoeddiad

2022

2019

2017

2016

2015

2014

2013

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2011

2010

2009

2008

2007

2005

Erthyglau

Monograffau

Ymchwil

Research interests

My general research interests are in macroeconomics and finance, the connections between the two, and in developing new analytical and empirical tools.

I have published papers in the following areas:

  • Macroeconomics: intertemporal macro models, real business cycle theory, the sustainability of fiscal policy, monetary policy, exchange rate models, the consumption function.
  • Finance: Bond, equity and FOREX asset pricing; strategic asset allocation, the term structure of interest rates, the behaviour of the stock market, foreign exchange markets, international CAPM, mortgage-backed securities, commodity models.
  • Econometrics : cointegration, VAR analysis, economic convergence, rational expectations, learning, estimation theory and inference. I have advised the House of Lords Economic Affairs Committee in all of their investigations since their inception: on monetary policy and globalisation.

PhD supervision research interests

Macroeconomics and finance, the connections between the two, and developing new analytical and empirical tools

Bywgraffiad

Qualifications

  • MSc(London)
  • BSc(Econ)

Additional activities

  • Former Managing Editor, The Economic Journal
  • Specialist Advisor, House of Lords Economic Affairs Committee Fellow of the CEPR Fellow of CESifo
  • Consultant to the International Monetary Fund and the UN Food and Agriculture Organisation Education