David Meenagh

Cardiff University Business School

Aberconway Building

Colum Drive

Cardiff, CF10 3EU

United Kingdom

SCHOLARLY PAPERS

24

DOWNLOADS

273

SSRN CITATIONS
Rank 18,483

SSRN RANKINGS

Top 18,483

in Total Papers Citations

11

CROSSREF CITATIONS

40

Scholarly Papers (24)

1.

The Role of Global Shocks in Explaining US Output and Real Exchange Rate: Evidence From Unfiltered Data

USAEE Working Paper No. 16-228
Number of pages: 37 Posted: 22 Jan 2016 Last Revised: 16 Feb 2020
David Meenagh, Patrick Minford and Olayinka Oyekola
Cardiff University Business School, Cardiff University Business School and University of Exeter INTO
Downloads 64 (375,462)

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2.

Are the Facts of UK Inflation Persistence to Be Explained by Nominal Rigidity or Changes in Monetary Regime?

WEF Working Paper No. 0028
Number of pages: 37 Posted: 02 Nov 2007
Cardiff University Business School, Cardiff University Business School, University of Liverpool Management School (ULMS) - Economics Division, Cardiff University Business School and Cardiff University Business School
Downloads 44 (444,706)

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inlfation persistence, New Keynesian, New Classical, nominal rigidity, monetary regime shifts

3.

Energy Business Cycles

Number of pages: 34 Posted: 22 Jan 2016 Last Revised: 18 Mar 2020
David Meenagh, Patrick Minford and Olayinka Oyekola
Cardiff University Business School, Cardiff University Business School and University of Exeter INTO
Downloads 32 (497,799)
Citation 2

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Two sector, US DSGE model, Oil price volatility, Open economy, Indirect inference

4.

Britain and Emu: Assessing the Costs in Macroeconomic Variability

Number of pages: 58 Posted: 22 Mar 2004
Patrick Minford, David Meenagh and Bruce Webb
Cardiff University Business School, Cardiff University Business School and Cardiff University Business School
Downloads 27 (524,139)
Citation 1
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5.

Joining the Euro - the Macro Effects on the UK Economy

Number of pages: 59 Posted: 22 Nov 2002
David Meenagh, Patrick Minford and Bruce Webb
Cardiff University Business School, Cardiff University Business School and Cardiff University Business School
Downloads 25 (535,951)
Citation 3
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Euro, floating, single currency, exchange rate instability, business cycle, transmission mechanisms

6.

Simulating Stock Returns Under Switching Regimes - a New Test of Market Efficiency

CEPR Discussion Paper No. 5614
Number of pages: 17 Posted: 05 Jul 2006
David Meenagh, Patrick Minford and David A. Peel
Cardiff University Business School, Cardiff University Business School and Lancaster University - Management School
Downloads 19 (573,550)
Citation 1
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Regime switching, stock returns, efficient markets, rational expectations

7.

Real Exchange Rate Overshooting RBC Style

CEPR Discussion Paper No. 5029
Number of pages: 55 Posted: 12 Sep 2005
Cardiff University Business School, Cardiff University Business School, University of Liverpool Management School (ULMS) - Economics Division and Cardiff University Business School
Downloads 16 (592,787)
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Real exchange rate, productivity, real business cycle

8.

Monetary Regimes: Is There a Trade-Off between Consumption and Employment Variability?

CEPR Discussion Paper No. 5609
Number of pages: 42 Posted: 29 Jun 2006
Cardiff University Business School, Cardiff University Business School, Cardiff University Business School and Cardiff University Business School
Downloads 11 (627,054)
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Robustness, heterogenous welfare, money supply rules, interest rate setting, price level targeting

9.

Testing a Model of the UK by the Method of Indirect Inference

CEPR Discussion Paper No. DP6849
Number of pages: 33 Posted: 17 Jun 2008
Cardiff University Business School, Cardiff University Business School and Cardiff University
Downloads 5 (669,930)
Citation 1
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Bootstrap, Indirect inference, Model evaluation, Non-linear Time Series Models, Open economy models, UK models

10.

Postwar Business Cycles: What Are the Prime Drivers?

Number of pages: 37 Posted: 27 Mar 2020
David Meenagh, Patrick Minford and Olayinka Oyekola
Cardiff University Business School, Cardiff University Business School and University of Exeter INTO
Downloads 4 (677,452)

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Business Cycles, DSGE, Shocks, Indirect Inference, Unfiltered Data

11.

What Causes Banking Crises? An Empirical Investigation

CEPR Discussion Paper No. DP9057
Number of pages: 28 Posted: 28 Sep 2012
Vo Phuong Mai Le, David Meenagh and Patrick Minford
Cardiff University - Cardiff Business School, Cardiff University Business School and Cardiff University Business School
Downloads 4 (677,452)
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Banking, Bootstrap, Crisis, DSGE

12.

Banking and the Macroeconomy in China: A Banking Crisis Deferred?

CEPR Discussion Paper No. DP9422
Number of pages: 36 Posted: 16 Apr 2013
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School, Cardiff University Business School and Fudan University - School of Management
Downloads 3 (685,700)
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China, Crises, DSGE model, Financial Frictions, Indirect Inference

13.

What Causes Banking Crises? An Empirical Investigation for the World Economy

CEPR Discussion Paper No. DP9392
Number of pages: 31 Posted: 19 Mar 2013
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School and Cardiff University - Cardiff Business School
Downloads 3 (685,700)
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Banking, DSGE, Indirect Inference

14.

Why Crises Happen - Nonstationary Macroeconomics

CEPR Discussion Paper No. DP8157
Number of pages: 30 Posted: 27 Dec 2010
Cardiff Business School, Cardiff University Business School, Cardiff University Business School and University of York
Downloads 3 (685,700)
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banking crisis, banking regulation, Bootstrap, Indirect Inference, Nonstationarity, Productivity, Real Business Cycle

15.

Two Orthogonal Continents? Testing a Two-Country DSGE Model of the US and EU Using Indirect Inference

CEPR Discussion Paper No. DP7385
Number of pages: 26 Posted: 26 Aug 2009
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School and University of York
Downloads 3 (685,700)
Citation 1
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Bootstrap, DSGE, indirect inference, New Classical, New Keynesian, Open economy model, VAR, Wald statistic

16.

Can the Facts of UK Inflation Persistence Be Explained by Nominal Rigidity?

CEPR Discussion Paper No. DP6834
Number of pages: 39 Posted: 12 Jun 2008
Cardiff University Business School, Cardiff University Business School, University of Liverpool Management School (ULMS) - Economics Division, Cardiff University Business School and Cardiff University Business School
Downloads 3 (685,700)
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Inflation Persistence, Monetary Regime Shifts, New Classical, New Keynesian, Nominal Rigidity

17.

Growth and Relative Living Standards - Testing Barriers to Riches on Post-War Panel Data

CEPR Discussion Paper No. DP6288
Number of pages: 42 Posted: 22 May 2008
David Meenagh, Patrick Minford and Jiang Wang
Cardiff University Business School, Cardiff University Business School and Cardiff University - Cardiff Business School
Downloads 3 (685,700)
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bootstrap testing, business regulation, business taxation, government R&D, growth, living standards, public education, structural model

18.

Monetarism Rides Again? US Monetary Policy in a World of Quantitative Easing

CEPR Discussion Paper No. DP10250
Number of pages: 49 Posted: 17 Nov 2014
Vo Phuong Mai Le, David Meenagh and Patrick Minford
Cardiff University - Cardiff Business School, Cardiff University Business School and Cardiff University Business School
Downloads 2 (695,836)
Citation 2
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crises, DSGE model, financial frictions, fiscal multiplier, indirect inference, monetary policy, money supply, QE, zero bound

19.

Testing Macroeconomic Models by Indirect Inference on Unfiltered Data

CEPR Discussion Paper No. DP9058
Number of pages: 23 Posted: 28 Sep 2012
David Meenagh, Patrick Minford and Michael Wickens
Cardiff University Business School, Cardiff University Business School and University of York
Downloads 1 (708,099)
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Bootstrap, DSGE, indirect inference, Monte Carlo, VECM

20.

Testing DSGE Models by Indirect Inference and Other Methods: Some Monte Carlo Experiments

CEPR Discussion Paper No. DP9056
Number of pages: 26 Posted: 28 Sep 2012
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School and University of York
Downloads 1 (708,099)
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Bootstrap, DSGE, DSGE-VAR weight, indirect inference, likelihood ratio, New Classical, New Keynesian, Wald statistic

21.

Comparing Indirect Inference and Likelihood Testing: Asymptotic and Small Sample Results

CEPR Discussion Paper No. DP10765
Number of pages: 20 Posted: 18 Aug 2015
Cardiff University Business School, Cardiff University Business School, University of York and Cardiff University - Cardiff Business School - Economics Section
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DSGE model, error processes, indirect inference, likelihood ratio, structural parameters

22.

Testing Macro Models by Indirect Inference: A Survey for Users

CEPR Discussion Paper No. DP10766
Number of pages: 31 Posted: 18 Aug 2015
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School, University of York and Cardiff University - Cardiff Business School - Economics Section
Downloads 0 (726,220)
Citation 1
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bootstrap, DSGE, indirect inference, likelihood ratio, New Classical, New Keynesian, Wald Statistic

23.

Small Sample Performance of Indirect Inference on DSGE Models

CEPR Discussion Paper No. DP10382
Number of pages: 42 Posted: 02 Feb 2015
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School and University of York
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bootstrap, DSGE, indirect inference, likelihood ratio, new classical, new Keynesian, Wald statistic

24.

Nonstationary Shocks, Crises and Policy

Rivista Italiana degli Economisti, Vol. 2, August 2012
Posted: 04 Aug 2012
David Meenagh and Patrick Minford
Cardiff University Business School and Cardiff University Business School

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Banking Crisis, Banking Regulation, Bootstrap, Indirect Inference, Nonstationarity, Productivity, Real Business Cycle