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 3 3 9 13
A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach 0 0 0 0 0 0 1 6
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 27 2 5 30 1,542
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 3 4 12 529
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 0 0 2 13 13
An Application of the Box-Cox Transformation to Money Demand in Canada 0 0 0 1 2 3 5 310
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 0 0 0 1 4 8 8
Bootstrapping the Probability Distribution of Peak Electricity Demand 0 0 0 0 2 2 9 17
Business Cycle Theory And Econometrics 0 0 0 34 2 3 9 127
Business Cycle Theory and Econometrics 0 0 0 0 1 2 4 4
Calibration as Estimation 0 0 1 13 3 4 14 60
Calibration as Estimation 0 0 0 0 5 7 15 576
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 2 3 4 170
Calibration in Macroeconomics 0 1 2 400 4 6 16 2,065
Calibration in Macroeconomics 0 0 0 0 1 1 4 4
Canadian City Housing Prices and Urban Market Segmentation 0 0 1 140 1 5 20 886
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 0 0 0 16 1 20 41 859
Common and Country-specific Fluctuations in Productivity, Investment, and the Current Account 0 0 0 0 3 4 14 14
Conflicts Among Tests For Cointegration 0 0 0 0 2 2 8 335
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 2 2 4 223
Empirical Likelihood Block Bootstrapping 0 0 0 0 2 3 11 12
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 3 13 250
Empirical Likelihood Block Bootstrapping 0 0 0 51 3 4 8 213
Empirical Likelihood Block Bootstrapping 0 0 0 148 1 5 17 595
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 5 1 3 8 31
Estimating Equations with Combined Moving Average Error Processes under Rational Expectations 0 0 0 0 1 1 6 7
Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation 0 0 0 0 1 3 5 8
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 2 2 11 119
Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence 0 0 0 0 0 1 4 5
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 0 9 82
Inventories and Price Inflexibility 0 0 0 0 2 2 10 13
Measuring Business Cycles With Business-cycle Models 0 0 1 73 2 3 15 593
Measuring Business Cycles with Business-Cycle Models 0 0 0 0 1 1 3 4
Measuring World Business Cycles 0 0 0 0 1 2 24 25
Measuring World Business Cycles 0 0 0 56 0 4 14 429
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 1 266 1 1 11 1,565
On Formulating Wald Tests of Nonlinear Restrictions 0 0 0 1 5 8 14 30
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 29 2 4 13 561
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 0 2 3 8 8
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 9 10 21 1,247
Residual-based Tests For Cointegration In Models With Regime Shifts 0 3 5 191 15 23 46 2,452
Risk Premiums in Asset Prices and Returns 0 0 0 0 2 3 6 100
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 9 10 16 290
Sources Of Variation In International Real Interest Rates 0 0 0 9 0 0 6 421
Sources of Variation in International Real Interest Rates 0 0 0 0 0 1 4 4
Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data 0 0 0 7 2 2 7 240
Standardized Mortality Ratios in Capitation Funding Models: Emiprical Issues from Canadian Data 0 0 0 0 2 3 4 4
Testing For Structural Breaks 1 1 1 47 5 10 19 1,011
Testing for Cointegration in Linear Quadratic Models 0 0 0 10 0 1 5 404
Testing for Structural Breaks 0 0 0 0 3 4 8 8
The Effects of Religion and Denomination on Earnings and the Returns to Human Capital 0 0 1 4 1 3 6 17
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 2 4 10 279
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 0 2 3 8 8
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 2 4 110
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 1 3 10 414
Two Papers on Linear Models 0 0 0 0 4 4 5 121
Two Papers on Linear Models 0 0 0 0 2 2 8 33
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 0 1 5 88 5 16 44 239
Total Working Papers 1 6 18 1,704 132 239 681 19,713

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 3 217
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 1 1 10 132
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 251 2 3 20 866
An Econometric Model of Canadian Monetary Policy over the 1970s 0 0 0 27 1 2 6 101
An invariance property of generalized classical linear estimators 0 0 0 24 1 2 13 188
Business Cycle Theory and Econometrics 0 0 0 60 2 2 11 242
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 3 4 6 493
Canadian city housing prices and urban market segmentation 0 0 0 67 5 8 18 279
Canadian city housing prices and urban market segmentation 0 0 1 7 3 5 20 50
Common and country-specific fluctuations in productivity, investment, and the current account 0 0 1 177 3 5 13 452
Empirical likelihood block bootstrapping 0 0 0 42 2 4 12 255
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 12 0 2 5 1,340
Estimation and Inference in ARCH Models in the Presence of Outliers 0 1 1 14 2 6 13 69
Formulating Wald Tests of Nonlinear Restrictions 0 0 0 190 1 11 22 620
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 0 20 2 3 9 149
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 1 1 6 207
Interpreting Value at Risk (VaR) forecasts 0 0 0 106 4 4 9 340
Measuring World Business Cycles 0 0 0 1 0 4 9 732
Measuring business cycles with business-cycle models 0 0 1 72 4 7 17 239
Mixed signals among tests for cointegration 0 0 0 116 3 6 10 444
Needs-based health care funding: implications for resource distribution in Ontario 0 0 1 92 0 0 10 640
Needs‐based health care funding: implications for resource distribution in Ontario 0 0 0 0 2 2 11 11
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 1 175 0 7 18 433
Residual-based tests for cointegration in models with regime shifts 0 1 11 2,293 13 23 85 5,357
Risk premiums in the term structure: Evidence from artificial economies 0 1 1 350 6 10 16 760
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 1 6 11 118
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 2 4 7 132
Sources of Variation in International Real Interest Rates 0 0 0 0 2 4 7 14
Standardized Mortality Ratios and Canadian Health-Care Funding 0 0 0 48 4 4 12 386
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 1 52 2 3 9 608
Testing Long-Run Properties of Stationary Time Series 0 0 0 0 1 1 2 281
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 1 3 9 79
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 1 2 6 362
Testing for Forecast Consensus 0 0 0 0 0 3 11 361
Testing for structural breaks in cointegrated relationships 0 0 1 476 1 3 12 1,023
Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison 0 0 0 20 1 2 4 69
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis 0 0 0 52 1 3 11 162
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 0 0 2 10 3 3 10 56
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 2 12 44 1,646
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 7 1 2 4 159
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 3 3 9 161
The evolution of consensus in macroeconomic forecasting 0 0 0 55 1 3 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 0 2 15 81
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 0 3 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 2 7 20
Wald tests of common factor restrictions 0 0 0 126 2 2 4 398
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 1 3 11 315
Total Journal Articles 0 3 22 5,110 91 195 598 21,786

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Statistics updated 2026-05-06