Access Statistics for Gregor W. 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
Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards 0 0 1 86 0 0 1 122
Apparent Bubbles and Misspecified Fundamentals 0 0 0 0 0 0 0 155
Business Cycle Theory And Econometrics 0 0 0 34 0 0 0 118
Calibration as Estimation 0 0 1 12 1 1 7 45
Calibration as Estimation 0 0 0 0 0 0 1 561
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 0 0 1 166
Calibration in Macroeconomics 0 0 2 398 0 1 5 2,049
Commodity Currencies And Monetary Policy 0 0 0 89 2 3 4 184
Commodity Currencies and Monetary Policy 0 0 0 53 2 4 6 71
Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods 0 0 4 260 2 5 14 605
Consumption And Real Exchange Rates In Professional Forecasts 0 0 0 179 0 0 1 459
Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods 0 0 0 1 0 0 0 815
Consumption and Real Exchange Rates in Professional Forecasts 0 0 0 66 0 0 5 280
Consumption and real exchange rates in professional forecasts 0 1 1 54 0 1 2 220
Distance And Time Effects In Swedish Commodity Prices, 1732-1914 0 0 0 59 0 1 3 110
Distance and Time Effects in Swedish Commodity Prices, 1732–1914 0 0 0 39 1 2 3 60
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 0 323
Estimates of Canadian GDP, Monthly, 1962 to 1985 0 0 0 0 0 0 0 298
Exchange-rate Discounting 0 0 0 28 0 0 0 82
Forward-Looking, Stochastic Cash Management and the Demand for Money 0 0 0 0 0 0 0 196
Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732 - 1860 0 0 0 29 0 0 0 38
Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732-1860 0 0 0 74 1 1 1 136
Geographic barriers to commodity price integration: evidence from US cities and Swedish towns, 1732-1860 0 0 0 24 0 1 1 43
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 0 1 1,716
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 0 0 223
Greenback-gold Returns And Expectations Of Resumption, 1862-1879 0 0 0 17 1 1 1 175
How Informative are Preliminary Announcements of the Money Stock in Canada? 0 0 0 0 0 0 0 92
Identifying Fiscal Policy (in)effectiveness From The Differential Counter-cyclicality Of Government Spending In The Interwar Period 0 1 1 145 1 2 3 453
Identifying The New Keynesian Phillips Curve 0 1 1 549 0 1 3 1,828
Identifying the New Keynesian Phillips curve 0 0 1 238 0 0 2 617
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 0 0 73
International Risk Sharing and Economic Growth 0 0 0 73 2 2 4 749
Interwar Inflation, Unexpected Inflation, And Output Growth 0 0 0 165 0 0 2 408
Japan's Phillips Curve Looks Like Japan 0 2 23 1,556 3 15 110 6,843
Measuring Business Cycles With Business-cycle Models 0 0 0 72 0 0 3 578
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 143 2 2 5 415
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 75 0 0 0 104
Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity 0 0 0 0 0 0 1 676
Pooling Forecasts In Linear Rational Expectations Models 0 0 0 202 0 0 2 399
Precautionary Saving And Portfolio Allocation: Dp By Gmm 0 0 0 18 0 1 2 119
Reading A Target Zone In Keynes 0 0 0 23 1 1 2 77
Real Business Cycle Realizations 0 0 0 30 0 0 0 112
Real Exchange Rates, Preferences, And Incomplete Markets: Evidence, 1961-2001 0 0 0 15 0 0 0 59
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 29 0 1 2 548
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 1 1 4 160
Stochastic Process Switching and the Return to Gold, 1925 0 0 0 0 1 1 1 136
Suez And Sterling, 1956 0 0 0 41 0 0 2 226
Testing a Government's Present-Value Borrowing Constraint 0 0 0 0 0 0 1 245
The All-Gap Phillips Curve 0 1 3 35 2 5 9 67
The Ccapm Meets Euro-interest Rate Persistence, 1960-2000 0 0 0 15 0 1 1 74
The Curse Of Irving Fisher (professional Forecasters' Version) 0 0 0 262 0 0 1 735
The Spectre Of Deflation: A Review Of Empirical Evidence 0 0 1 305 0 0 1 762
Transfer Problem Dynamics: Macroeconomics Of The Franco-prussian War Indemnity 0 1 1 172 0 2 2 1,141
Transfer Problem Dynamics: Macroeonomics of the Franco-Prussian War Indemnity 0 0 0 26 0 0 0 219
UK Inflation Forecasts since the Thirteenth Century 0 0 1 38 0 1 3 49
UK inflation forecasts since the thirteenth century 0 0 1 25 1 1 2 20
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 0 4 21 82 0 7 55 192
Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations 0 0 0 513 1 1 2 1,524
Total Working Papers 0 11 64 6,790 25 66 282 28,950
27 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 Dynamic Baumol-Tobin Model of Money Demand 0 0 4 707 0 0 15 2,732
Business Cycle Theory and Econometrics 0 0 0 60 0 1 1 230
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 0 1 4 487
Commentary on Parsing shocks: real-time revisions to gap and growth projections for Canada 0 0 0 43 0 0 0 90
Consumption and real exchange rates in dynamic economies with non-traded goods 1 4 13 1,247 4 13 42 2,032
Consumption and real exchange rates in professional forecasts 0 0 0 44 0 0 3 282
ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS 0 0 0 34 1 1 3 90
Early Globalization and the Law of One Price: Evidence from Sweden, 1732-1914 0 0 1 37 2 5 7 117
Economic research in Canada: Evolution and convergence 0 0 0 0 1 1 2 9
Economic research in Canada: Evolution and convergence 0 0 0 5 0 0 3 52
Estimation du PIB mensuel canadien: 1962 à 1985 0 0 0 10 0 0 0 72
Exchange-rate discounting 0 0 0 39 0 0 1 157
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 2 3 20 1,606
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 1 47 0 0 3 185
Greenback-Gold Returns and Expectations of Resumption, 1862–1879 0 0 0 16 0 0 0 95
How Informative Are Preliminary Announcements of the Money Stock in Canada? 0 0 0 13 1 1 1 129
Identifying fiscal policy (in)effectiveness from the differential counter-cyclicality of government spending in the interwar period 0 0 0 4 0 0 2 40
Identifying fiscal policy (in)effectiveness from the differential counter‐cyclicality of government spending in the interwar period 0 0 0 2 1 1 4 12
Identifying the new Keynesian Phillips curve 0 0 1 284 0 0 5 706
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 0 0 2 200
International Risk Sharing and Economic Growth 1 1 6 521 1 2 18 1,583
Interwar Inflation, Unexpected Inflation, and Output Growth 0 0 1 15 0 0 3 75
Japan's Phillips Curve Looks Like Japan 0 0 0 746 12 27 86 2,143
Japan's Phillips Curve Looks Like Japan 1 3 10 45 1 7 30 141
Measuring business cycles with business-cycle models 0 0 0 71 0 0 1 222
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 2 19 0 0 3 59
Method-of-Moments Measurement of UK Business Cycles 0 0 0 42 0 0 0 210
Persistent Deficits and the Market Value of Government Debt 0 1 2 91 1 2 7 403
Pooling forecasts in linear rational expectations models 0 0 0 56 0 1 1 226
Precautionary saving and portfolio allocation: DP by GMM 0 0 1 80 2 2 4 271
Reading a Target Zone in Keynes's 'Indian Currency and Finance.' 0 0 0 97 0 0 1 463
Real business-cycle realizations 0 0 0 29 0 0 0 151
Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001 0 0 0 106 1 1 1 318
Real exchange rates, preferences, and incomplete markets: evidence, 1961–2001 0 0 0 1 0 0 0 3
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 0 174 0 0 0 415
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 1 1 1 107
Solution to a Problem of Stochastic Process Switching 0 0 0 70 1 1 2 345
Speculative attacks with unpredictable or unknown foreign exchange reserves 0 0 1 112 0 0 1 425
Speculative attacks with unpredictable or unknown foreign exchange reserves 0 0 0 1 0 0 1 6
Stochastic Process Switching and the Return to Gold, 1925 0 0 0 40 1 1 1 196
Suez and Sterling, 1956 0 0 0 75 0 0 0 271
Testing for Forecast Consensus 0 0 0 0 0 0 3 350
Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies 3 4 7 18 3 5 9 60
The All‐Gap Phillips Curve 0 0 1 4 0 0 3 12
The CCAPM meets Euro-interest rate persistence, 1960-2000 0 0 1 54 0 0 1 312
The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada 0 0 0 223 0 1 1 576
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 1 2 154 0 1 8 400
The spectre of deflation: a review of empirical evidence 0 0 2 11 0 0 7 31
The spectre of deflation: a review of empirical evidence 0 0 0 98 0 0 3 412
Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate 0 0 0 43 0 0 0 213
Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity 0 0 2 88 0 3 9 415
Two Types of (Slight) Flexibility in Bank of Canada Projections, 2003–2019 0 0 0 0 0 0 3 5
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 1 2 4 7 2 4 12 18
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM 0 0 4 4 2 6 13 13
Total Journal Articles 7 16 66 5,783 40 92 351 20,173


Statistics updated 2025-03-03