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 0 0
A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach 0 0 0 0 0 0 0 0
Accounting for Forward Rates in Markets for Foreign Currency 0 1 4 23 3 5 17 1,476
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 3 4 7 493
An Application of the Box-Cox Transformation to Money Demand in Canada 0 0 0 1 0 0 0 298
Business Cycle Theory And Econometrics 0 0 2 26 1 4 12 100
Calibration as Estimation 0 0 0 0 2 2 8 524
Calibration as Estimation 1 1 2 2 2 2 4 4
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 1 1 2 146
Calibration in Macroeconomics 0 5 51 331 5 15 141 1,852
Canadian City Housing Prices and Urban Market Segmentation 0 0 1 135 1 3 12 823
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 0 0 0 10 1 1 5 791
Conflicts Among Tests For Cointegration 0 0 0 0 0 0 4 313
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 0 0 2 205
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 2 6 218
Empirical Likelihood Block Bootstrapping 0 0 1 145 1 2 8 555
Empirical Likelihood Block Bootstrapping 0 0 0 51 2 8 11 191
Endogenous Work Hours and Practice Patterns of Canadian Physicians 1 1 3 3 2 2 8 8
Estimating Equations with Combined Moving Average Error Processes under Rational Expectations 0 0 0 0 0 1 1 1
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 0 0 4 103
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 1 11 0 0 4 66
Measuring Business Cycles With Business-cycle Models 1 1 7 61 1 2 19 533
Measuring World Business Cycles 0 0 2 46 0 1 6 387
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 0 265 0 0 4 1,531
On Formulating Wald Tests of Nonlinear Restrictions 0 0 1 1 0 0 1 1
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 2 26 0 0 11 528
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 0 2 9 1,158
Residual-based Tests For Cointegration In Models With Regime Shifts 1 2 8 149 3 6 38 2,263
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 0 5 87
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 1 2 7 251
Sources Of Variation In International Real Interest Rates 0 0 0 9 0 0 2 406
Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data 0 0 0 6 2 2 4 221
Testing For Structural Breaks 0 0 5 43 0 0 5 968
Testing for Cointegration in Linear Quadratic Models 0 1 1 9 0 2 7 383
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 0 0 1 261
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 1 4 87
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 1 2 9 383
Two Papers on Linear Models 0 0 0 0 0 1 5 98
Two Papers on Linear Models 0 0 0 0 0 2 9 9
Total Working Papers 4 12 91 1,428 34 75 402 17,722
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 2 3 3 205
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 0 2 3 115
Accounting for Forward Rates in Markets for Foreign Currency 1 4 6 234 2 6 12 779
An Econometric Model of Canadian Monetary Policy over the 1970s 0 0 0 26 0 0 1 90
An invariance property of generalized classical linear estimators 0 0 0 24 3 3 3 174
Business Cycle Theory and Econometrics 0 0 1 60 0 0 2 219
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 0 2 7 464
Canadian city housing prices and urban market segmentation 0 0 0 58 0 3 8 217
Common and country-specific fluctuations in productivity, investment, and the current account 1 1 3 160 2 3 16 373
Empirical likelihood block bootstrapping 0 0 1 39 1 1 6 217
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 2 11 1 1 7 1,325
Estimation and Inference in ARCH Models in the Presence of Outliers 0 0 0 12 0 0 1 47
Formulating Wald Tests of Nonlinear Restrictions 0 0 0 187 0 0 3 575
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 1 20 0 0 4 139
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 1 59 0 0 3 187
Interpreting Value at Risk (VaR) forecasts 0 0 0 104 0 1 3 320
Measuring World Business Cycles 0 0 0 1 1 1 4 679
Measuring business cycles with business-cycle models 0 0 1 70 1 1 10 203
Mixed signals among tests for cointegration 0 0 1 115 0 2 4 416
Needs-based health care funding: implications for resource distribution in Ontario 0 0 0 90 0 0 3 616
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 1 168 2 2 11 381
Residual-based tests for cointegration in models with regime shifts 7 26 110 1,963 28 92 379 4,102
Risk premiums in the term structure: Evidence from artificial economies 1 2 9 321 1 4 21 675
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 0 0 3 99
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 4 2 2 8 114
Sources of Variation in International Real Interest Rates 0 0 0 0 0 0 1 6
Standardized Mortality Ratios and Canadian Health-Care Funding 0 0 0 48 0 0 2 369
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 0 51 0 0 2 582
Testing Long-Run Properties of Stationary Time Series 0 0 0 0 0 0 1 277
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 2 1 1 5 63
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 0 0 3 343
Testing for Forecast Consensus 0 0 0 0 0 0 3 331
Testing for structural breaks in cointegrated relationships 0 2 8 445 1 6 19 929
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 0 61
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis 0 0 0 51 2 2 2 141
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 0 0 0 4 0 0 4 33
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 3 14 69 1,392
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 7 0 0 0 148
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 1 1 3 146
The evolution of consensus in macroeconomic forecasting 0 0 0 53 0 0 1 253
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 1 2 58
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 1 4 11 421
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 0 1 1 2 2
Wald tests of common factor restrictions 0 0 0 125 0 0 1 382
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 1 8 1 1 5 292
Total Journal Articles 10 35 146 4,629 57 160 661 18,960


Statistics updated 2019-09-09