Professor Mike Wickens
Professor of Economics
- +44 (0)29 208 75722
- S36, Aberconway Building, Colum Drive, Cardiff, CF10 3EU
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
- 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