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
A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model 0 0 0 0 0 5 6 10
A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach 0 0 0 0 0 1 1 6
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 27 3 25 28 1,540
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 0 2 13 13 13
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 1 7 9 526
An Application of the Box-Cox Transformation to Money Demand in Canada 0 0 0 1 0 2 2 307
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 5 5 5
Bootstrapping the Probability Distribution of Peak Electricity Demand 0 0 0 0 0 5 7 15
Business Cycle Theory And Econometrics 0 0 0 34 0 4 6 124
Business Cycle Theory and Econometrics 0 0 0 0 0 2 2 2
Calibration as Estimation 0 0 0 0 2 10 10 571
Calibration as Estimation 0 0 1 13 1 8 12 57
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 0 1 1 167
Calibration in Macroeconomics 0 0 0 0 0 3 3 3
Calibration in Macroeconomics 1 1 2 400 1 8 11 2,060
Canadian City Housing Prices and Urban Market Segmentation 0 0 1 140 3 10 19 884
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 0 0 0 16 10 28 31 849
Common and Country-specific Fluctuations in Productivity, Investment, and the Current Account 0 0 0 0 0 10 10 10
Conflicts Among Tests For Cointegration 0 0 0 0 0 3 6 333
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 0 2 2 221
Empirical Likelihood Block Bootstrapping 0 0 0 148 2 11 14 592
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 6 12 248
Empirical Likelihood Block Bootstrapping 0 0 0 0 0 8 8 9
Empirical Likelihood Block Bootstrapping 0 0 0 51 1 3 5 210
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 5 1 2 6 29
Estimating Equations with Combined Moving Average Error Processes under Rational Expectations 0 0 0 0 0 3 5 6
Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation 0 0 0 0 2 3 4 7
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 0 7 9 117
Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence 0 0 0 0 1 4 4 5
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 5 9 82
Inventories and Price Inflexibility 0 0 0 0 0 6 8 11
Measuring Business Cycles With Business-cycle Models 0 0 1 73 0 6 12 590
Measuring Business Cycles with Business-Cycle Models 0 0 0 0 0 2 2 3
Measuring World Business Cycles 0 0 0 0 1 23 23 24
Measuring World Business Cycles 0 0 0 56 3 9 14 428
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 1 266 0 4 10 1,564
On Formulating Wald Tests of Nonlinear Restrictions 0 0 0 1 3 8 10 25
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 29 2 10 11 559
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 0 0 5 5 5
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 2 13 1,237
Residual-based Tests For Cointegration In Models With Regime Shifts 2 2 4 190 4 17 29 2,433
Risk Premiums in Asset Prices and Returns 0 0 0 0 1 3 4 98
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 0 3 6 280
Sources Of Variation In International Real Interest Rates 0 0 0 9 0 4 6 421
Sources of Variation in International Real Interest Rates 0 0 0 0 1 4 4 4
Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data 0 0 0 7 0 5 5 238
Standardized Mortality Ratios in Capitation Funding Models: Emiprical Issues from Canadian Data 0 0 0 0 1 2 2 2
Testing For Structural Breaks 0 0 0 46 5 13 14 1,006
Testing for Cointegration in Linear Quadratic Models 0 0 0 10 0 3 4 403
Testing for Structural Breaks 0 0 0 0 0 4 4 4
The Effects of Religion and Denomination on Earnings and the Returns to Human Capital 0 0 1 4 1 2 4 15
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 0 4 6 275
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 0 1 6 6 6
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 3 3 109
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 2 8 9 413
Two Papers on Linear Models 0 0 0 0 0 1 1 117
Two Papers on Linear Models 0 0 0 0 0 3 6 31
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 0 1 5 87 8 25 39 231
Total Working Papers 3 4 16 1,701 66 389 520 19,540

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 2 3 217
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 0 6 11 131
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 251 1 10 18 864
An Econometric Model of Canadian Monetary Policy over the 1970s 0 0 0 27 1 4 5 100
An invariance property of generalized classical linear estimators 0 0 0 24 0 9 11 186
Business Cycle Theory and Econometrics 0 0 0 60 0 6 10 240
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 1 2 3 490
Canadian city housing prices and urban market segmentation 0 0 0 67 3 7 14 274
Canadian city housing prices and urban market segmentation 0 0 1 7 1 5 17 46
Common and country-specific fluctuations in productivity, investment, and the current account 0 0 1 177 1 5 9 448
Empirical likelihood block bootstrapping 0 0 0 42 2 8 10 253
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 12 1 3 5 1,339
Estimation and Inference in ARCH Models in the Presence of Outliers 0 0 0 13 0 6 7 63
Formulating Wald Tests of Nonlinear Restrictions 0 0 0 190 9 12 20 618
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 0 20 0 4 6 146
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 0 2 6 206
Interpreting Value at Risk (VaR) forecasts 0 0 0 106 0 3 5 336
Measuring World Business Cycles 0 0 0 1 2 5 7 730
Measuring business cycles with business-cycle models 0 1 1 72 0 5 10 232
Mixed signals among tests for cointegration 0 0 0 116 1 4 5 439
Needs-based health care funding: implications for resource distribution in Ontario 0 0 1 92 0 7 10 640
Needs‐based health care funding: implications for resource distribution in Ontario 0 0 0 0 0 8 9 9
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 1 175 0 7 11 426
Residual-based tests for cointegration in models with regime shifts 0 3 11 2,292 4 25 73 5,338
Risk premiums in the term structure: Evidence from artificial economies 0 0 0 349 2 5 8 752
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 3 8 8 115
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 2 2 5 130
Sources of Variation in International Real Interest Rates 0 0 0 0 1 3 4 11
Standardized Mortality Ratios and Canadian Health-Care Funding 0 0 0 48 0 5 8 382
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 1 52 0 3 7 605
Testing Long-Run Properties of Stationary Time Series 0 0 0 0 0 1 1 280
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 1 4 7 77
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 1 2 5 361
Testing for Forecast Consensus 0 0 0 0 1 5 9 359
Testing for structural breaks in cointegrated relationships 0 0 3 476 0 4 11 1,020
Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison 0 0 0 20 0 2 2 67
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis 0 0 0 52 1 6 9 160
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 0 0 2 10 0 3 7 53
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 7 25 43 1,641
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 7 1 3 3 158
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 0 3 6 158
The evolution of consensus in macroeconomic forecasting 0 0 0 55 1 5 9 281
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 7 13 79
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 3 8 13 456
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 0 1 1 5 6 19
Wald tests of common factor restrictions 0 0 0 126 0 1 2 396
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 8 9 312
Total Journal Articles 0 4 22 5,107 52 273 480 21,643

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Statistics updated 2026-03-04