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 1 1 1 1
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 0 3 23 1 4 15 1,477
Accounting for Forward Rates in Markets for Foreign Currency 0 0 0 2 0 3 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 2 12 101
Calibration as Estimation 0 1 1 2 0 3 4 5
Calibration as Estimation 0 0 0 0 0 3 8 525
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 1 2 3 147
Calibration in Macroeconomics 6 11 47 342 15 31 131 1,878
Canadian City Housing Prices and Urban Market Segmentation 0 0 1 135 0 1 12 823
Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account 0 0 0 10 4 6 8 796
Conflicts Among Tests For Cointegration 0 0 0 0 1 1 5 314
Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data 0 0 0 0 1 2 4 207
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 2 11 191
Empirical Likelihood Block Bootstrapping 0 0 1 145 0 1 8 555
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 2 6 219
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 1 2 3 2 5 10 11
Estimating Equations with Combined Moving Average Error Processes under Rational Expectations 0 0 0 0 0 1 2 2
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 1 1 2 12 2 2 4 68
Measuring Business Cycles With Business-cycle Models 1 2 8 62 4 8 24 540
Measuring World Business Cycles 0 0 2 46 0 0 5 387
Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario 0 0 0 265 0 1 5 1,532
On Formulating Wald Tests of Nonlinear Restrictions 0 1 2 2 2 4 5 5
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 2 26 0 3 12 531
Residual-Based Tests for Cointegration in Models with Regime Shifts 0 0 0 4 4 4 13 1,162
Residual-based Tests For Cointegration In Models With Regime Shifts 1 4 10 152 5 11 42 2,271
Risk Premiums in Asset Prices and Returns 0 0 0 0 0 1 6 88
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 1 2 8 252
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 0 4 6 223
Testing For Structural Breaks 0 0 5 43 1 2 7 970
Testing for Cointegration in Linear Quadratic Models 0 0 1 9 0 1 7 384
The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility 0 0 0 2 0 0 0 261
The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis 0 0 0 1 3 4 5 90
Theoretical Relations Between Risk Premiums and Conditional Variances 0 0 0 0 0 2 9 384
Two Papers on Linear Models 0 0 0 0 1 1 6 99
Two Papers on Linear Models 0 0 0 0 0 0 8 9
Total Working Papers 9 21 89 1,445 51 120 425 17,808
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 1 6 7 209
A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach 0 0 0 0 0 0 2 115
Accounting for Forward Rates in Markets for Foreign Currency 1 2 7 235 3 6 16 783
An Econometric Model of Canadian Monetary Policy over the 1970s 1 1 1 27 1 4 5 94
An invariance property of generalized classical linear estimators 0 0 0 24 0 3 3 174
Business Cycle Theory and Econometrics 0 0 1 60 1 1 3 220
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 0 0 6 464
Canadian city housing prices and urban market segmentation 0 0 0 58 0 0 8 217
Common and country-specific fluctuations in productivity, investment, and the current account 1 2 4 161 2 4 15 375
Empirical likelihood block bootstrapping 0 0 1 39 0 2 7 218
Endogenous Work Hours and Practice Patterns of Canadian Physicians 0 0 1 11 0 2 6 1,326
Estimation and Inference in ARCH Models in the Presence of Outliers 0 0 0 12 1 1 2 48
Formulating Wald Tests of Nonlinear Restrictions 0 0 0 187 1 1 2 576
Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis 0 0 1 20 1 1 4 140
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 1 59 3 3 6 190
Interpreting Value at Risk (VaR) forecasts 0 0 0 104 1 1 3 321
Measuring World Business Cycles 0 0 0 1 3 5 7 683
Measuring business cycles with business-cycle models 0 0 1 70 1 2 11 204
Mixed signals among tests for cointegration 0 0 1 115 0 0 4 416
Needs-based health care funding: implications for resource distribution in Ontario 0 0 0 90 1 3 6 619
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 0 168 1 4 12 383
Residual-based tests for cointegration in models with regime shifts 11 22 113 1,978 42 91 397 4,165
Risk premiums in the term structure: Evidence from artificial economies 0 1 7 321 2 5 21 679
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 0 0 2 99
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 4 4 7 13 119
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 0 0 2 369
Testing Interest Rate Parity and Rational Expectations for Canada and the United States 0 0 0 51 1 2 2 584
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 2 6 64
Testing for Cointegration in Linear Quadratic Models 0 0 0 0 0 0 2 343
Testing for Forecast Consensus 0 0 0 0 0 1 4 332
Testing for structural breaks in cointegrated relationships 0 0 8 445 4 9 25 937
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 3 5 5 144
Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics 0 0 0 4 1 2 6 35
Tests for Cointegration in Models with Regime and Trend Shifts 0 0 0 8 13 22 83 1,411
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 0 1 3 146
The evolution of consensus in macroeconomic forecasting 0 0 0 53 3 3 4 256
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 1 1 3 59
Theoretical Relations between Risk Premiums and Conditional Variances 0 0 0 0 1 3 12 423
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 0 1 1 2
Wald tests of common factor restrictions 0 0 0 125 0 1 2 383
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 1 2 4 293
Total Journal Articles 14 28 147 4,647 98 207 733 19,110


Statistics updated 2019-11-03