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 0 9 14
A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach 0 0 0 0 0 2 3 8
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 27 1 2 30 1,544
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 0 1 14 532
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 0 0 2 16 16
An Application of the Box-Cox Transformation to Money Demand in Canada 0 0 0 1 1 1 6 311
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 1 11 11
Bootstrapping the Probability Distribution of Peak Electricity Demand 0 0 0 0 0 1 10 18
Business Cycle Theory And Econometrics 0 0 0 34 0 0 8 127
Business Cycle Theory and Econometrics 0 0 0 0 0 0 4 4
Calibration as Estimation 0 1 1 14 0 2 18 65
Calibration as Estimation 0 0 0 0 0 2 19 580
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 1 1 5 171
Calibration in Macroeconomics 0 1 2 401 0 2 15 2,067
Calibration in Macroeconomics 0 0 0 0 0 0 4 4
Canadian City Housing Prices and Urban Market Segmentation 0 0 0 140 2 4 20 891
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 0 0 0 16 0 1 47 866
Common and Country-specific Fluctuations in Productivity, Investment, and the Current Account 0 0 0 0 0 1 16 16
Conflicts Among Tests For Cointegration 0 0 0 0 0 0 8 336
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 1 1 5 224
Empirical Likelihood Block Bootstrapping 0 0 0 148 1 1 17 596
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 1 8 214
Empirical Likelihood Block Bootstrapping 0 0 0 0 0 1 12 13
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 2 12 252
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 5 0 0 7 31
Estimating Equations with Combined Moving Average Error Processes under Rational Expectations 0 0 0 0 0 0 4 7
Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation 0 0 0 0 0 0 4 8
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 1 1 12 120
Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence 0 0 0 0 0 2 6 7
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 0 9 83
Inventories and Price Inflexibility 0 0 0 0 0 0 10 13
Measuring Business Cycles With Business-cycle Models 0 0 0 73 0 0 11 594
Measuring Business Cycles with Business-Cycle Models 0 0 0 0 0 1 4 5
Measuring World Business Cycles 0 0 0 0 0 1 26 27
Measuring World Business Cycles 0 0 0 56 1 4 18 434
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 1 2 267 0 1 11 1,566
On Formulating Wald Tests of Nonlinear Restrictions 0 0 0 1 0 1 15 32
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 0 0 1 10 10
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 29 0 3 15 564
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 1 19 1,249
Residual-based Tests For Cointegration In Models With Regime Shifts 1 2 6 194 2 6 53 2,464
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 0 6 100
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 1 1 17 293
Sources Of Variation In International Real Interest Rates 0 0 0 9 0 1 7 422
Sources of Variation in International Real Interest Rates 0 0 0 0 0 1 6 6
Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data 0 0 0 7 0 0 7 240
Standardized Mortality Ratios in Capitation Funding Models: Emiprical Issues from Canadian Data 0 0 0 0 0 0 4 4
Testing For Structural Breaks 0 0 1 47 0 0 19 1,011
Testing for Cointegration in Linear Quadratic Models 0 0 0 10 0 1 8 407
Testing for Structural Breaks 0 0 0 0 1 1 9 9
The Effects of Religion and Denomination on Earnings and the Returns to Human Capital 0 0 0 4 0 1 6 18
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 0 0 1 10 10
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 0 0 11 280
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 1 5 111
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 0 1 10 415
Two Papers on Linear Models 0 0 0 0 1 1 6 122
Two Papers on Linear Models 0 0 0 0 0 0 7 33
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 0 1 4 89 3 8 49 251
Total Working Papers 1 6 16 1,711 19 69 738 19,826

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 3 218
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 0 1 8 133
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 251 0 0 18 867
An Econometric Model of Canadian Monetary Policy over the 1970s 0 0 0 27 0 1 6 102
An invariance property of generalized classical linear estimators 0 0 0 24 0 0 12 188
Business Cycle Theory and Econometrics 0 0 0 60 0 0 10 243
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 2 5 11 499
Canadian city housing prices and urban market segmentation 0 0 0 67 0 1 16 280
Canadian city housing prices and urban market segmentation 0 0 0 7 0 1 16 51
Common and country-specific fluctuations in productivity, investment, and the current account 0 0 1 177 0 0 13 454
Empirical likelihood block bootstrapping 0 0 0 42 0 0 12 255
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 12 0 0 4 1,340
Estimation and Inference in ARCH Models in the Presence of Outliers 1 1 2 15 4 4 18 74
Formulating Wald Tests of Nonlinear Restrictions 0 0 0 190 0 3 22 623
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 0 20 0 1 10 150
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 1 2 8 210
Interpreting Value at Risk (VaR) forecasts 0 1 1 107 0 1 11 342
Measuring World Business Cycles 0 0 0 1 1 3 13 737
Measuring business cycles with business-cycle models 0 0 1 72 0 1 16 242
Mixed signals among tests for cointegration 0 0 0 116 0 2 12 446
Needs-based health care funding: implications for resource distribution in Ontario 0 0 1 92 0 1 9 641
Needs‐based health care funding: implications for resource distribution in Ontario 0 0 0 0 0 1 12 12
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 0 175 0 1 19 435
Residual-based tests for cointegration in models with regime shifts 1 3 11 2,298 6 12 78 5,377
Risk premiums in the term structure: Evidence from artificial economies 0 0 1 350 0 0 15 761
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 0 0 12 119
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 0 0 8 133
Sources of Variation in International Real Interest Rates 0 0 0 0 0 0 6 14
Standardized Mortality Ratios and Canadian Health-Care Funding 0 0 0 48 0 0 12 386
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 0 52 0 0 7 609
Testing Long-Run Properties of Stationary Time Series 0 0 0 0 0 0 2 281
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 0 1 8 80
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 0 1 6 363
Testing for Forecast Consensus 0 0 0 0 0 1 9 362
Testing for structural breaks in cointegrated relationships 0 0 0 476 0 1 11 1,027
Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison 0 0 0 20 0 0 4 69
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis 0 0 0 52 1 1 9 163
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 0 0 0 10 1 4 13 61
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 5 48 1,654
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 7 0 0 4 159
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 0 0 7 161
The evolution of consensus in macroeconomic forecasting 0 0 0 55 0 0 8 283
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 2 2 14 83
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 0 0 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 0 3 9 23
Wald tests of common factor restrictions 0 0 0 126 0 0 3 398
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 1 12 316
Total Journal Articles 2 5 18 5,117 20 61 597 21,880

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Statistics updated 2026-10-11