Access Statistics for Allan W. Gregory

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for Forward Rates in Markets for Foreign Currency 0 0 1 3 8 30 139 1,102
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 3 6 35 348
An Application of the Box-Cox Transformation to Money Demand in Canada 0 0 0 1 8 22 73 111
Calibration as Estimation 0 0 0 0 1 3 83 170
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 0 4 27 47
Calibration in Macroeconomics 0 0 0 0 11 24 105 421
Common and Country-Specific Fluctuations in Productivity, Investment, and the Current Account 0 0 0 0 4 11 39 589
Conflicts Among Tests for Cointegration 0 0 0 0 1 2 19 223
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 1 5 35 76
Empirical Likelihood Block Bootstrapping 3 22 22 22 3 19 19 19
Empirical Likelihood Block Bootstrapping 3 8 35 35 16 31 79 79
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 4 59 3 10 41 599
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 1 2 11 33
Measuring Business Cycles with Business-Cycle Models 0 0 0 0 3 21 73 113
Measuring World Business Cycles 0 0 0 0 8 17 52 114
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 1 5 17 231 7 30 113 1,139
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 0 0 3 13 62 598
Realistic Cross-Country Consumption Correlation in a Two-Country, Equilibrium, Business Cycle Model 0 0 1 1 8 11 59 289
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 4 4 5 23 102 623
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 1 20 90 265 834
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 2 13 31
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 1 7 27 77
Sources of Variation in International Real Interest Rates 0 0 0 0 2 5 25 263
Standardized Mortality Ratios in Capitation Funding Models: Empirical Issues from Canadian Data 0 0 0 1 1 9 26 65
Testing for Cointegration in Linear Quadratic Models 0 0 0 1 2 9 42 202
Testing for Structural Breaks in Cointegrated Relationaships 0 0 0 0 1 13 31 233
Testing for Structural Breaks in Cointegrated Relationship 0 0 1 3 8 37 135 522
The Term Structure of Interest Rates: Departures from Time Separable Expected Utility 0 0 0 0 0 1 10 192
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 3 16 43
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 2 5 23 203
Two Papers on Linear Models 0 0 0 0 0 0 11 27
Total Working Papers 7 35 85 366 132 465 1,790 9,385


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model 0 0 0 0 1 5 37 139
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 2 6 19 74
Accounting for Forward Rates in Markets for Foreign Currency 2 6 30 81 21 36 107 262
An Econometric Model of Canadian Monetary Policy over the 1970s 0 4 6 10 0 6 15 45
An invariance property of generalized classical linear estimators 1 1 4 6 1 1 18 22
Business Cycle Theory and Econometrics 1 1 6 27 1 2 22 104
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 5 13 65 277
Calibration as estimation 6 11 51 51 9 22 97 97
Common and country-specific fluctuations in productivity, investment, and the current account 0 3 16 46 1 7 35 104
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 0 3 9 32 1,189
Formulating Wald Tests of Nonlinear Restrictions 1 1 20 110 2 9 65 378
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 1 10 0 0 12 92
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 1 1 5 30 1 1 18 93
Interpreting Value at Risk (VaR) forecasts 6 15 15 15 14 31 31 31
Measuring World Business Cycles 0 0 1 1 4 15 52 373
Measuring business cycles with business-cycle models 0 3 14 25 0 4 33 82
Mixed signals among tests for cointegration 2 2 7 70 4 11 31 277
Needs-based health care funding: implications for resource distribution in Ontario 1 2 8 74 2 15 55 505
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 3 8 14 52 9 18 50 123
Residual-based tests for cointegration in models with regime shifts 5 28 110 409 9 49 176 664
Risk premiums in asset prices and returns 0 1 4 4 0 2 13 13
Risk premiums in the term structure: Evidence from artificial economies 2 10 52 79 5 25 113 183
Sampling variability in Hansen-Jagannathan bounds 0 0 3 19 0 0 18 69
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 0 0 2 10 48
Standardized Mortality Ratios and Canadian Health-Care Funding 0 0 3 34 0 5 49 231
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 4 5 8 19 83 412
Testing Long-Run Properties of Stationary Time Series 0 0 0 0 5 11 43 186
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 0 0 1 7 36
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 1 5 30 251
Testing for Forecast Consensus 0 0 0 0 1 1 31 230
Testing for structural breaks in cointegrated relationships 2 8 35 144 5 22 96 330
Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison 0 0 2 7 0 0 13 21
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis 2 3 13 15 2 7 25 32
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 8 8 12 35 136 466
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 0 0 3 15 112
The effect of sampling error on the time series behavior of consumption data 0 0 6 12 1 5 27 62
The evolution of consensus in macroeconomic forecasting 1 1 3 10 2 3 11 61
The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany 0 0 2 7 0 2 11 21
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 0 5 32 198
Wald tests of common factor restrictions 1 3 16 35 4 8 45 91
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 2 2 2 6 25 219
Total Journal Articles 37 112 461 1,398 137 427 1,803 8,203


Statistics updated 2008-09-04