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 2 2 3 125
Apparent Bubbles and Misspecified Fundamentals 0 0 0 0 0 0 0 155
Business Cycle Theory And Econometrics 0 0 0 34 1 2 2 120
Calibration as Estimation 0 0 0 0 0 0 0 561
Calibration as Estimation 0 0 1 13 0 0 5 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 0 2 6 2,052
Commodity Currencies And Monetary Policy 0 0 0 89 0 1 6 187
Commodity Currencies and Monetary Policy 0 0 1 54 1 1 7 74
Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods 0 0 2 262 0 1 10 610
Consumption And Real Exchange Rates In Professional Forecasts 0 0 0 179 3 3 4 463
Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods 0 0 0 1 1 1 2 817
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 1 1 2 221
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 1 4 6 329
Estimates of Canadian GDP, Monthly, 1962 to 1985 0 0 0 0 0 0 2 300
Exchange-rate Discounting 0 0 0 28 1 1 2 84
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 2 2 2 40
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 1 2 3 1,719
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 0 1 2 176
How Informative are Preliminary Announcements of the Money Stock in Canada? 0 0 0 0 1 3 3 95
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 1 3 4 1,831
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 1 2 2 75
International Risk Sharing and Economic Growth 0 0 0 73 4 4 8 755
Interwar Inflation, Unexpected Inflation, And Output Growth 0 0 0 165 0 0 0 408
Japan's Phillips Curve Looks Like Japan 1 1 7 1,558 1 1 30 6,847
Measuring Business Cycles With Business-cycle Models 0 1 1 73 0 3 5 583
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 1 1 1 144 1 1 4 417
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 1 2 2 77 1 2 4 108
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 1 1 2 400
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 1 2 2 114
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 1 1 3 138
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 0 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 3 3 738
The Spectre Of Deflation: A Review Of Empirical Evidence 0 0 0 305 1 3 6 768
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 1 2 221
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 0 1 2 50
UK inflation forecasts since the thirteenth century 0 0 0 25 1 2 4 23
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 1 1 10 86 1 2 24 203
Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations 0 0 0 513 1 1 2 1,525
Total Working Papers 4 7 35 6,806 32 69 214 29,073
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 1 5 13 2,745
Business Cycle Theory and Econometrics 0 0 0 60 0 1 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 8 1,250 3 10 42 2,057
Consumption and real exchange rates in professional forecasts 0 0 0 44 0 0 3 285
ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS 2 2 2 36 2 3 5 94
Early Globalization and the Law of One Price: Evidence from Sweden, 1732-1914 0 0 1 38 2 2 8 120
Economic research in Canada: Evolution and convergence 0 0 0 5 0 0 2 54
Economic research in Canada: Evolution and convergence 0 0 0 0 5 6 7 15
Estimation du PIB mensuel canadien: 1962 à 1985 0 0 0 10 1 3 4 76
Exchange-rate discounting 0 0 0 39 0 0 3 159
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 4 6 12 1,613
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 0 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 1 1 2 42
Identifying fiscal policy (in)effectiveness from the differential counter‐cyclicality of government spending in the interwar period 0 0 0 2 0 0 1 12
Identifying the new Keynesian Phillips curve 0 0 1 285 1 2 6 712
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 1 2 3 203
International Risk Sharing and Economic Growth 1 2 3 523 4 6 12 1,591
Interwar Inflation, Unexpected Inflation, and Output Growth 0 0 0 15 1 1 2 77
Japan's Phillips Curve Looks Like Japan 1 2 11 52 1 3 25 157
Japan's Phillips Curve Looks Like Japan 0 0 0 746 3 6 58 2,169
Measuring business cycles with business-cycle models 0 0 0 71 1 2 5 227
Measuring the slowly evolving trend in US inflation with professional forecasts 0 1 1 20 2 5 6 65
Method-of-Moments Measurement of UK Business Cycles 0 0 0 42 1 1 1 211
Persistent Deficits and the Market Value of Government Debt 0 0 1 91 0 0 3 404
Pooling forecasts in linear rational expectations models 0 0 0 56 1 1 5 230
Precautionary saving and portfolio allocation: DP by GMM 0 0 2 81 0 2 7 275
Reading a Target Zone in Keynes's 'Indian Currency and Finance.' 0 0 0 97 0 0 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 0 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 0 2 346
Speculative attacks with unpredictable or unknown foreign exchange reserves 0 0 0 112 0 0 0 425
Speculative attacks with unpredictable or unknown foreign exchange reserves 0 0 0 1 0 0 0 6
Stochastic Process Switching and the Return to Gold, 1925 0 0 1 41 1 1 4 199
Suez and Sterling, 1956 0 0 1 76 1 1 3 274
Testing for Forecast Consensus 0 0 0 0 1 2 4 354
Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies 0 0 4 18 1 2 10 65
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 1 6 405
The spectre of deflation: a review of empirical evidence 0 0 0 98 1 2 3 415
The spectre of deflation: a review of empirical evidence 0 0 0 11 0 1 3 33
Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate 0 0 0 43 0 1 5 218
Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity 0 0 0 88 1 2 10 422
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 0 1 3 8 0 1 7 21
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM 0 1 2 5 0 1 12 17
Total Journal Articles 4 10 47 5,810 41 88 327 20,388


Statistics updated 2025-11-08