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 0 86 0 1 1 123
Apparent Bubbles and Misspecified Fundamentals 0 0 0 0 0 0 0 155
Business Cycle Theory And Econometrics 0 0 0 34 0 1 1 119
Calibration as Estimation 0 0 0 0 0 0 0 561
Calibration as Estimation 0 1 2 13 0 1 8 47
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 0 0 0 166
Calibration in Macroeconomics 0 1 3 399 1 2 6 2,052
Commodity Currencies And Monetary Policy 0 0 0 89 1 2 6 187
Commodity Currencies and Monetary Policy 0 0 1 54 0 1 7 73
Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods 0 0 2 262 0 2 10 610
Consumption And Real Exchange Rates In Professional Forecasts 0 0 0 179 0 0 1 460
Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods 0 0 0 1 0 0 1 816
Consumption and Real Exchange Rates in Professional Forecasts 0 0 0 66 0 0 0 280
Consumption and real exchange rates in professional forecasts 0 0 1 54 0 0 1 220
Distance And Time Effects In Swedish Commodity Prices, 1732-1914 0 0 0 59 0 0 2 110
Distance and Time Effects in Swedish Commodity Prices, 1732–1914 0 0 0 39 0 1 4 62
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 2 3 5 328
Estimates of Canadian GDP, Monthly, 1962 to 1985 0 0 0 0 0 1 2 300
Exchange-rate Discounting 0 0 0 28 0 0 1 83
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 0 0 1 136
Geographic barriers to commodity price integration: evidence from US cities and Swedish towns, 1732-1860 0 0 0 24 0 2 3 45
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 1 2 1,718
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 0 1 224
Greenback-gold Returns And Expectations Of Resumption, 1862-1879 0 0 0 17 1 1 2 176
How Informative are Preliminary Announcements of the Money Stock in Canada? 0 0 0 0 0 2 2 94
Identifying Fiscal Policy (in)effectiveness From The Differential Counter-cyclicality Of Government Spending In The Interwar Period 0 0 1 145 0 0 2 453
Identifying The New Keynesian Phillips Curve 0 0 1 549 0 2 3 1,830
Identifying the New Keynesian Phillips curve 0 0 1 238 0 1 4 620
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 1 1 74
International Risk Sharing and Economic Growth 0 0 0 73 0 0 4 751
Interwar Inflation, Unexpected Inflation, And Output Growth 0 0 0 165 0 0 0 408
Japan's Phillips Curve Looks Like Japan 0 1 6 1,557 0 1 35 6,846
Measuring Business Cycles With Business-cycle Models 1 1 1 73 1 3 5 583
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 0 143 0 1 4 416
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 1 1 1 76 1 1 3 107
Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity 0 0 0 0 0 0 1 677
Pooling Forecasts In Linear Rational Expectations Models 0 0 0 202 0 0 1 399
Precautionary Saving And Portfolio Allocation: Dp By Gmm 0 0 1 19 0 0 2 120
Reading A Target Zone In Keynes 0 0 0 23 0 0 1 77
Real Business Cycle Realizations 0 0 0 30 0 1 1 113
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 2 549
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 0 0 2 161
Stochastic Process Switching and the Return to Gold, 1925 0 0 0 0 0 1 2 137
Suez And Sterling, 1956 0 0 0 41 0 0 0 226
Testing a Government's Present-Value Borrowing Constraint 0 0 0 0 0 3 3 248
The All-Gap Phillips Curve 0 0 1 35 0 1 8 69
The Ccapm Meets Euro-interest Rate Persistence, 1960-2000 0 0 0 15 0 0 1 74
The Curse Of Irving Fisher (professional Forecasters' Version) 0 0 0 262 1 2 2 737
The Spectre Of Deflation: A Review Of Empirical Evidence 0 0 0 305 0 3 5 767
Transfer Problem Dynamics: Macroeconomics Of The Franco-prussian War Indemnity 0 0 1 172 0 1 3 1,142
Transfer Problem Dynamics: Macroeonomics of the Franco-Prussian War Indemnity 0 0 0 26 0 2 2 221
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 1 1 2 50
UK inflation forecasts since the thirteenth century 0 0 0 25 1 1 3 22
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 0 2 9 85 0 4 24 202
Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations 0 0 0 513 0 0 1 1,524
Total Working Papers 2 7 32 6,802 10 52 194 29,041
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 2 709 0 7 14 2,744
Business Cycle Theory and Econometrics 0 0 0 60 1 2 4 233
Calibration as Testing: Inference in Simulated Macroeconomic Models 0 0 0 0 0 0 2 488
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 0 0 9 1,250 4 10 41 2,054
Consumption and real exchange rates in professional forecasts 0 0 0 44 0 0 3 285
ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS 0 0 0 34 0 2 3 92
Early Globalization and the Law of One Price: Evidence from Sweden, 1732-1914 0 0 1 38 0 0 6 118
Economic research in Canada: Evolution and convergence 0 0 0 5 0 1 2 54
Economic research in Canada: Evolution and convergence 0 0 0 0 0 1 2 10
Estimation du PIB mensuel canadien: 1962 à 1985 0 0 0 10 0 3 3 75
Exchange-rate discounting 0 0 0 39 0 1 3 159
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 2 2 12 1,609
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 0 0 2 187
Greenback-Gold Returns and Expectations of Resumption, 1862–1879 0 0 0 16 0 1 1 96
How Informative Are Preliminary Announcements of the Money Stock in Canada? 0 0 0 13 0 1 2 130
Identifying fiscal policy (in)effectiveness from the differential counter-cyclicality of government spending in the interwar period 0 0 0 4 0 1 2 41
Identifying fiscal policy (in)effectiveness from the differential counter‐cyclicality of government spending in the interwar period 0 0 0 2 0 0 2 12
Identifying the new Keynesian Phillips curve 0 0 1 285 1 2 5 711
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 0 1 2 202
International Risk Sharing and Economic Growth 0 1 2 522 0 2 10 1,587
Interwar Inflation, Unexpected Inflation, and Output Growth 0 0 0 15 0 0 1 76
Japan's Phillips Curve Looks Like Japan 1 1 13 51 2 3 30 156
Japan's Phillips Curve Looks Like Japan 0 0 0 746 1 5 65 2,166
Measuring business cycles with business-cycle models 0 0 0 71 1 3 4 226
Measuring the slowly evolving trend in US inflation with professional forecasts 1 1 1 20 3 4 4 63
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 0 1 91 0 0 4 404
Pooling forecasts in linear rational expectations models 0 0 0 56 0 2 4 229
Precautionary saving and portfolio allocation: DP by GMM 0 0 2 81 1 3 7 275
Reading a Target Zone in Keynes's 'Indian Currency and Finance.' 0 0 0 97 0 1 1 464
Real business-cycle realizations 0 0 0 29 0 1 1 152
Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001 0 0 0 106 0 1 2 319
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 1 1 175 0 1 1 416
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 0 0 1 107
Solution to a Problem of Stochastic Process Switching 0 0 0 70 0 1 2 346
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 1 1 41 0 1 3 198
Suez and Sterling, 1956 0 0 1 76 0 1 2 273
Testing for Forecast Consensus 0 0 0 0 0 2 4 353
Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies 0 0 4 18 0 1 9 64
The All‐Gap Phillips Curve 0 0 0 4 0 1 1 13
The CCAPM meets Euro-interest rate persistence, 1960-2000 0 0 1 55 0 0 1 313
The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada 0 0 0 223 0 1 3 578
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 1 154 0 3 7 405
The spectre of deflation: a review of empirical evidence 0 0 0 11 1 1 4 33
The spectre of deflation: a review of empirical evidence 0 0 0 98 0 1 3 414
Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate 0 0 0 43 0 3 5 218
Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity 0 0 0 88 1 1 9 421
Two Types of (Slight) Flexibility in Bank of Canada Projections, 2003–2019 0 0 1 1 0 0 1 6
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 1 1 3 8 1 1 7 21
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM 0 1 4 5 0 1 15 17
Total Journal Articles 3 7 50 5,806 19 80 324 20,347


Statistics updated 2025-10-06