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 3 24 0 0 14 1,483
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 0 1 8 497
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 0 1 4 4
Business Cycle Theory And Econometrics 0 0 0 26 0 1 7 102
Calibration as Estimation 1 2 5 6 1 2 10 12
Calibration as Estimation 0 0 0 0 1 3 8 530
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 0 1 3 148
Calibration in Macroeconomics 1 5 43 363 3 14 106 1,933
Canadian City Housing Prices and Urban Market Segmentation 0 0 0 135 2 2 9 829
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 0 0 0 10 1 1 10 800
Conflicts Among Tests For Cointegration 0 0 0 0 0 0 7 316
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 1 3 7 211
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 0 11 194
Empirical Likelihood Block Bootstrapping 0 0 1 146 0 1 11 564
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 1 6 222
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 1 3 0 0 6 12
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 3 105
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 1 12 0 0 4 70
Inventories and Price Inflexibility 0 0 0 0 0 0 2 2
Measuring Business Cycles With Business-cycle Models 0 0 4 64 2 3 22 551
Measuring World Business Cycles 0 0 1 47 1 1 3 389
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 0 265 2 3 9 1,539
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 2 27 2 2 9 535
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 4 10 20 1,175
Residual-based Tests For Cointegration In Models With Regime Shifts 0 2 11 156 4 13 37 2,290
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 0 4 90
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 1 2 8 256
Sources Of Variation In International Real Interest Rates 0 0 0 9 0 0 3 409
Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data 0 0 0 6 0 0 6 224
Testing For Structural Breaks 0 0 0 43 0 1 6 974
Testing for Cointegration in Linear Quadratic Models 0 1 2 10 1 2 8 389
The Effects of Religion and Denomination on Earnings and the Returns to Human Capital 0 0 2 2 0 1 8 8
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 0 3 4 265
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 1 1 6 92
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 2 5 13 393
Two Papers on Linear Models 0 0 0 0 0 1 7 104
Two Papers on Linear Models 0 0 0 0 0 0 5 12
Total Working Papers 2 10 76 1,481 30 79 418 18,031
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 10 212
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 0 0 3 116
Accounting for Forward Rates in Markets for Foreign Currency 0 0 6 236 0 0 17 788
An Econometric Model of Canadian Monetary Policy over the 1970s 0 0 1 27 0 0 4 94
An invariance property of generalized classical linear estimators 0 0 0 24 0 0 4 175
Business Cycle Theory and Econometrics 0 0 0 60 0 0 2 221
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 0 1 8 470
Canadian city housing prices and urban market segmentation 0 0 0 58 1 2 8 221
Common and country-specific fluctuations in productivity, investment, and the current account 0 0 4 162 2 2 17 385
Empirical likelihood block bootstrapping 0 0 0 39 0 0 5 221
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 0 11 1 2 7 1,331
Estimation and Inference in ARCH Models in the Presence of Outliers 0 0 0 12 0 1 3 50
Formulating Wald Tests of Nonlinear Restrictions 0 0 1 188 1 1 5 580
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 1 20 0 0 2 140
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 59 0 1 6 193
Interpreting Value at Risk (VaR) forecasts 0 0 0 104 0 0 2 321
Measuring World Business Cycles 0 0 0 1 2 4 11 689
Measuring business cycles with business-cycle models 0 0 0 70 2 2 7 208
Mixed signals among tests for cointegration 0 0 0 115 1 1 5 419
Needs-based health care funding: implications for resource distribution in Ontario 0 0 0 90 2 2 8 623
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 1 1 3 171 3 3 13 390
Residual-based tests for cointegration in models with regime shifts 18 31 116 2,035 52 116 403 4,365
Risk premiums in the term structure: Evidence from artificial economies 1 1 5 323 3 4 20 688
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 0 0 1 100
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 1 1 5 0 1 10 122
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 1 1 1 370
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 0 51 0 1 6 588
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 0 0 2 0 0 5 67
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 1 1 3 346
Testing for Forecast Consensus 0 0 0 0 0 1 5 336
Testing for structural breaks in cointegrated relationships 0 1 4 446 0 4 23 945
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 1 1 1 52 1 1 7 146
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 0 0 0 4 0 0 3 36
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 6 10 72 1,442
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 7 0 1 1 149
The effect of sampling error on the time series behavior of consumption data 0 0 0 29 0 0 4 149
The evolution of consensus in macroeconomic forecasting 0 0 0 53 0 0 4 257
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 3 60
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 1 5 13 430
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 0 0 5 6
Wald tests of common factor restrictions 0 0 0 125 0 1 4 385
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 0 2 293
Total Journal Articles 21 36 144 4,716 80 169 743 19,472


Statistics updated 2020-05-04