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 0 2 0 2 9 502
Accounting for Forward Rates in Markets for Foreign Currency 0 0 2 25 1 2 13 1,490
An Application of the Box-Cox Transformation to Money Demand in Canada 0 0 0 1 0 0 2 300
Bootstrapping the Probability Distribution of Peak Electricity Demand 0 0 0 0 1 1 4 6
Business Cycle Theory And Econometrics 0 2 2 28 0 4 5 106
Calibration as Estimation 0 0 4 6 0 0 8 13
Calibration as Estimation 0 0 0 0 0 2 8 533
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 0 2 4 151
Calibration in Macroeconomics 1 4 34 376 7 18 97 1,975
Canadian City Housing Prices and Urban Market Segmentation 0 0 0 135 2 7 14 837
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 2 2 2 12 2 2 7 803
Conflicts Among Tests For Cointegration 0 0 0 0 0 0 4 318
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 0 2 8 215
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 2 8 227
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 1 4 195
Empirical Likelihood Block Bootstrapping 0 0 1 146 0 2 12 567
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 3 0 0 2 13
Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation 0 0 0 0 0 0 2 2
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 0 0 2 105
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 1 1 13 0 1 3 71
Inventories and Price Inflexibility 0 0 0 0 0 1 2 3
Measuring Business Cycles With Business-cycle Models 0 0 2 64 0 2 15 555
Measuring World Business Cycles 0 0 1 47 0 1 6 393
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 0 265 0 1 9 1,541
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 1 27 0 4 10 541
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 5 8 27 1,189
Residual-based Tests For Cointegration In Models With Regime Shifts 0 2 10 162 6 15 52 2,323
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 0 2 90
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 1 1 5 257
Sources Of Variation In International Real Interest Rates 0 0 0 9 0 2 5 411
Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data 0 0 0 6 0 1 2 225
Testing For Structural Breaks 0 0 2 45 0 2 9 979
Testing for Cointegration in Linear Quadratic Models 0 0 1 10 0 1 8 392
The Effects of Religion and Denomination on Earnings and the Returns to Human Capital 0 0 0 2 0 0 3 8
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 0 0 5 266
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 3 5 95
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 0 1 12 396
Two Papers on Linear Models 0 0 0 0 0 1 7 106
Two Papers on Linear Models 0 0 0 0 0 2 5 14
Total Working Papers 3 11 63 1,508 26 94 405 18,213
14 registered items for which data could not be found


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 14 0 0 3 212
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 0 0 1 116
Accounting for Forward Rates in Markets for Foreign Currency 0 0 1 236 1 2 11 794
An Econometric Model of Canadian Monetary Policy over the 1970s 0 0 0 27 0 0 0 94
An invariance property of generalized classical linear estimators 0 0 0 24 0 0 1 175
Business Cycle Theory and Econometrics 0 0 0 60 0 0 1 221
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 1 1 9 473
Canadian city housing prices and urban market segmentation 0 0 0 58 0 0 6 223
Common and country-specific fluctuations in productivity, investment, and the current account 0 0 1 162 2 2 16 391
Empirical likelihood block bootstrapping 0 0 0 39 0 1 4 222
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 11 0 0 5 1,331
Estimation and Inference in ARCH Models in the Presence of Outliers 0 0 0 12 0 0 3 51
Formulating Wald Tests of Nonlinear Restrictions 0 0 1 188 1 2 11 587
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 0 20 0 0 0 140
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 1 1 60 0 2 5 195
Interpreting Value at Risk (VaR) forecasts 0 0 0 104 0 1 1 322
Measuring World Business Cycles 0 0 0 1 1 2 14 697
Measuring business cycles with business-cycle models 0 0 0 70 0 1 6 210
Mixed signals among tests for cointegration 0 0 0 115 0 0 5 421
Needs-based health care funding: implications for resource distribution in Ontario 0 0 0 90 0 1 6 625
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 3 171 1 5 18 401
Residual-based tests for cointegration in models with regime shifts 6 16 101 2,079 33 80 385 4,550
Risk premiums in the term structure: Evidence from artificial economies 0 0 2 323 1 3 12 691
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 0 0 2 101
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 1 5 0 0 3 122
Sources of Variation in International Real Interest Rates 0 0 0 0 0 0 0 6
Standardized Mortality Ratios and Canadian Health-Care Funding 0 0 0 48 0 0 1 370
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 0 51 0 0 5 589
Testing Long-Run Properties of Stationary Time Series 0 0 0 0 0 0 0 277
Testing Non-Nested Specifications of Money Demand for Canada 0 1 1 3 0 1 4 68
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 0 1 7 350
Testing for Forecast Consensus 0 0 0 0 0 0 6 338
Testing for structural breaks in cointegrated relationships 1 3 5 450 3 5 17 954
Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison 0 0 0 18 0 0 1 62
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis 0 0 1 52 0 0 3 147
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 1 1 1 5 2 3 4 39
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 3 8 53 1,464
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 7 0 0 4 152
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 0 0 3 149
The evolution of consensus in macroeconomic forecasting 0 0 0 53 0 0 2 258
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 0 13 0 0 2 61
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 0 0 10 433
Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Viruses from introduction and emergent sources 0 0 1 1 1 1 6 8
Wald tests of common factor restrictions 0 0 0 125 0 0 3 386
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 1 2 295
Total Journal Articles 8 22 120 4,767 50 123 661 19,771


Statistics updated 2020-11-03