Access Statistics for Gary Smith

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 Critical Analysis of Ridge Regression 0 0 1 122 0 0 2 268
A Model of U.S. Financial and Nonfinancial Economic Behavior 0 0 3 288 0 1 8 728
A Short-Run Two-Commodity Macroeconomic Model 0 0 0 31 1 1 1 96
A Shortrun Macroeconomic Model of an Open Economy 0 0 0 72 0 0 0 588
Be Wary of Black-Box Trading Algorithms 0 0 1 44 0 1 9 99
College Football: Doing Less With More and More With Less 1 1 1 10 1 1 1 23
Disequilibrium Models of Financial Institutions 0 0 0 39 0 0 0 171
Equilibrium and Disequilibrium Interpretations of the IS-LM Model 0 0 0 252 0 0 0 1,297
Further Notes on the Misuse of R^2 0 0 0 17 0 0 0 62
It is Time to Kill the Economic Theory of Suicide 0 0 1 35 0 1 7 71
Multicollinearity and Forecasting 0 0 0 196 0 0 0 503
Okun's Law Revisited 1 1 1 154 1 1 1 485
The Chinese Real Estate Bubble 0 0 5 85 1 2 19 172
The Long Run Consequences of Monetary and Fiscal Policies When the Governments Budget Is Not Balanced 0 0 0 35 0 0 0 104
The Long Run Implications of a Two Sector Model with Immobile Capital 0 0 0 14 0 0 0 88
The Long Run Implications of an IS-LM Simulation Model 0 0 1 185 0 0 2 802
The Name Game: The Importance of Resourcefulness, Ruses, and Recall in Stock Ticker Symbols 0 0 0 8 0 0 1 33
The Paradox of Big Data 0 0 1 90 1 1 7 85
The Spending Behavior of Wealth- and Liquidity-Constrained Consumers 0 0 0 42 0 0 1 188
The Value of a priori Information in Estimating a Financial Model 0 0 1 9 0 0 1 66
Total Working Papers 2 2 16 1,728 5 9 60 5,929


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Short-Run Two-Sector Model with Immobile Capital 0 0 0 15 0 1 1 59
Bowlers Hot Hands 0 0 2 31 0 0 2 80
Bubble, Bubble, Where's the Housing Bubble? 0 0 1 380 1 3 12 1,295
Dynamic Models of Portfolio Behavior: Comment on Purvis 0 0 0 6 0 1 2 63
Flexible policies and IS-LM dynamics 0 0 0 17 0 0 0 63
Further Evidence on the Value of A Priori Information 0 0 0 3 0 0 0 26
HOMEOWNERSHIP IN AN UNCERTAIN WORLD WITH SUBSTANTIAL TRANSACTION COSTS* 0 0 0 12 0 0 2 59
Macroeconomic Modeling of Money, Credit, and Banking 0 0 0 54 0 1 2 167
Mixed estimation as generated data 0 0 0 1 0 0 0 12
Monetarism, Bondism, and Inflation 0 0 1 23 0 1 2 179
Overreaction of Dow stocks 0 0 0 3 0 0 0 18
Pitfalls in Financial Model Building: A Clarification 0 0 0 38 0 2 6 169
Poker Player Behavior After Big Wins and Big Losses 0 1 1 50 2 4 7 167
Shrunken earnings predictions are better predictions 0 0 0 28 1 1 1 203
Shrunken interest rate forecasts are better forecasts 0 0 0 12 0 0 0 45
Sunny Upside? The Relationship Between Sunshine and Stock Market Returns 0 0 0 13 0 5 11 108
The Systematic Specification of a Full Prior Covariance Matrix for Asset Demand Equations 0 0 0 34 0 1 2 119
The effect of population growth on wealth and saving in the Modigliani-Brumberg life cycle model 0 0 0 44 0 0 1 199
The long run consequences of monetary and fiscal policies when the government's budget is not balanced 0 0 0 9 0 0 0 41
The name game: The importance of resourcefulness, ruses, and recall in stock ticker symbols 0 0 0 8 0 1 4 52
Understanding capital markets, volume I: A flow of funds financial model: Patric H. Hendershott, (Lexington Books, Lexington, MA, 1977) pp. xxii + 367, $27.50 0 0 1 50 1 1 5 199
Understanding capital markets, volume II: The financial environment and the flow of funds in the next decade: Arnold W. Sametz and Paul Wachtel, eds., (Lexington Books, Lexington, MA, 1977) pp. vii + 337, $20.00 0 0 1 30 0 0 1 164
Why Are Some Home Values Resistant and Others Resilient? 0 0 0 11 0 0 3 40
Would a stock by any other ticker smell as sweet? 0 1 1 19 1 2 5 133
Total Journal Articles 0 2 8 891 6 24 69 3,660


Statistics updated 2025-10-06