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 4 10 11 133
Apparent Bubbles and Misspecified Fundamentals 0 0 0 0 0 0 0 155
Business Cycle Theory And Econometrics 0 0 0 34 2 3 4 122
Business Cycle Theory and Econometrics 0 0 0 0 0 0 0 0
Calibration as Estimation 0 0 1 13 1 3 6 50
Calibration as Estimation 0 0 0 0 0 0 0 561
Calibration as Testing, Type I Error in the Equity Premium Puzzle 0 0 0 0 1 1 1 167
Calibration in Macroeconomics 0 0 0 0 0 0 0 0
Calibration in Macroeconomics 0 0 1 399 6 6 10 2,058
Commodity Currencies And Monetary Policy 0 0 0 89 1 1 7 188
Commodity Currencies and Monetary Policy 0 0 1 54 3 5 10 78
Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods 0 0 2 262 7 15 23 625
Consumption And Real Exchange Rates In Professional Forecasts 0 0 0 179 0 5 6 465
Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods 0 0 0 0 1 1 1 2
Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods 0 0 0 1 2 3 4 819
Consumption and Real Exchange Rates in Professional Forecasts 0 0 0 66 1 3 3 283
Consumption and Real Exchange Rates in Professional Forecasts 0 0 0 0 3 3 3 5
Consumption and real exchange rates in professional forecasts 0 0 1 54 4 7 8 227
Distance And Time Effects In Swedish Commodity Prices, 1732-1914 0 0 0 59 1 2 3 112
Distance and Time Effects in Swedish Commodity Prices, 1732-1914 0 0 0 1 0 0 0 2
Distance and Time Effects in Swedish Commodity Prices, 1732–1914 0 0 0 39 2 2 5 64
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 4 8 13 336
Estimates of Canadian GDP, Monthly, 1962 to 1985 0 0 0 0 2 2 4 302
Exchange-Rate Discounting 0 0 0 0 0 0 0 0
Exchange-rate Discounting 0 0 0 28 1 2 3 85
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 4 4 42
Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732-1860 0 0 0 74 6 6 7 142
Geographic barriers to commodity price integration: evidence from US cities and Swedish towns, 1732-1860 0 0 0 24 1 1 4 46
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 1 5 7 1,723
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 0 0 0 0
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 0 0 0 0 0
Greenback-gold Returns And Expectations Of Resumption, 1862-1879 0 0 0 17 9 9 11 185
How Informative are Preliminary Announcements of the Money Stock in Canada? 0 0 0 0 4 5 7 99
Identifying Fiscal Policy (In)effectiveness from the Differential Counter-Cyclicality of Government Spending in the Interwar Period 0 0 0 0 0 0 0 0
Identifying Fiscal Policy (in)effectiveness From The Differential Counter-cyclicality Of Government Spending In The Interwar Period 0 0 1 145 1 1 3 454
Identifying The New Keynesian Phillips Curve 0 0 1 549 3 4 7 1,834
Identifying the New Keynesian Phillips Curve 0 0 0 1 0 0 0 2
Identifying the New Keynesian Phillips curve 0 0 0 238 0 3 6 623
Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence 0 0 0 0 0 0 0 1
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 4 7 8 81
International Risk Sharing and Economic Growth 0 0 0 73 1 6 10 757
Interwar Inflation, Unexpected Inflation, And Output Growth 0 0 0 165 1 3 3 411
Interwar Inflation, Unexpected Inflation, and Output Growth 0 0 0 0 0 0 0 1
Japan's Phillips Curve Looks Like Japan 1 2 4 1,559 6 10 22 6,856
Japan’s Phillips Curve Looks Like Japan 1 1 1 3 1 1 1 3
Measuring Business Cycles With Business-cycle Models 0 0 1 73 4 5 10 588
Measuring Business Cycles with Business-Cycle Models 0 0 0 0 0 0 0 1
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 1 1 144 3 5 8 421
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 0 0 0 3
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 1 2 77 1 4 7 111
Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity 0 0 0 0 2 2 3 679
Pooling Forecasts In Linear Rational Expectations Models 0 0 0 202 0 1 1 400
Pooling Forecasts in Linear Rational Expectations Models 0 0 0 0 0 0 0 0
Precautionary Saving And Portfolio Allocation: Dp By Gmm 0 0 1 19 0 4 6 124
Precautionary saving and portfolio allocation: DP by GMM 0 0 0 0 3 3 3 4
Reading A Target Zone In Keynes 0 0 0 23 1 1 2 78
Reading a Target Zone in KeynesŠs Indian Currency and Finance 0 0 0 0 0 0 0 0
Real Business Cycle Realizations 0 0 0 0 1 1 1 2
Real Business Cycle Realizations 0 0 0 30 2 3 4 116
Real Exchange Rates, Preferences, And Incomplete Markets: Evidence, 1961-2001 0 0 0 15 2 2 2 61
Real Exchange Rates, Preferences, and Incomplete Markets: Evidence, 1961-2001 0 0 0 0 0 0 0 0
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 29 2 2 4 551
Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model 0 0 0 0 0 0 0 0
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 6 9 11 170
Stochastic Process Switching and the Return to Gold, 1925 0 0 0 0 1 3 5 140
Suez And Sterling, 1956 0 0 0 41 0 0 0 226
Suez and Sterling, 1956 0 0 0 0 0 0 0 0
Testing a Government's Present-Value Borrowing Constraint 0 0 0 0 1 1 4 249
The All-Gap Phillips Curve 0 0 1 35 2 2 8 71
The CCAPM Meets Euro-Interest Rate Persistence, 1960-2000 0 0 0 0 0 0 0 2
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 5 740
The Curse of Irving Fisher (Professional Forecasters’ Version) 0 0 0 0 0 0 0 1
The Spectre Of Deflation: A Review Of Empirical Evidence 0 1 1 306 1 7 12 774
The Spectre of Deflation: A Review of Empirical Evidence 0 0 0 0 0 0 0 0
Transfer Problem Dynamics: Macroeconomics Of The Franco-prussian War Indemnity 0 0 0 172 5 7 9 1,149
Transfer Problem Dynamics: Macroeconomics of the Franco-Prussian War Indemnity 0 0 0 0 0 0 0 1
Transfer Problem Dynamics: Macroeonomics of the Franco-Prussian War Indemnity 0 0 0 26 6 7 9 228
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 1 3 5 53
UK inflation forecasts since the thirteenth century 0 0 0 25 1 2 5 24
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM 0 1 8 86 8 12 28 214
US Inflation Dynamics 1981-2007: 13,193 Quarterly Observations 0 0 0 0 0 0 0 1
Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations 0 0 0 513 4 8 9 1,532
Total Working Papers 2 7 28 6,814 142 244 388 29,307


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 11 12 24 2,756
Business Cycle Theory and Econometrics 0 0 0 60 2 3 7 236
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 2 9 1,252 8 19 52 2,073
Consumption and real exchange rates in professional forecasts 0 0 0 44 2 5 8 290
ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS 0 2 2 36 1 4 7 96
Early Globalization and the Law of One Price: Evidence from Sweden, 1732-1914 0 0 1 38 1 3 8 121
Economic research in Canada: Evolution and convergence 0 0 0 0 0 6 8 16
Economic research in Canada: Evolution and convergence 0 0 0 5 4 6 8 60
Estimation du PIB mensuel canadien: 1962 à 1985 0 0 0 10 1 2 5 77
Exchange-rate discounting 1 1 1 40 3 3 5 162
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 6 12 17 1,621
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 1 2 4 189
Greenback-Gold Returns and Expectations of Resumption, 1862–1879 0 0 0 16 1 1 2 97
How Informative Are Preliminary Announcements of the Money Stock in Canada? 0 0 0 13 1 1 3 131
Identifying fiscal policy (in)effectiveness from the differential counter-cyclicality of government spending in the interwar period 0 0 0 4 1 2 3 43
Identifying fiscal policy (in)effectiveness from the differential counter‐cyclicality of government spending in the interwar period 0 0 0 2 1 2 3 14
Identifying the new Keynesian Phillips curve 0 0 1 285 1 4 9 715
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 0 2 4 204
International Risk Sharing and Economic Growth 0 1 3 523 1 7 13 1,594
Interwar Inflation, Unexpected Inflation, and Output Growth 0 0 0 15 1 2 3 78
Japan's Phillips Curve Looks Like Japan 0 2 9 53 7 10 26 166
Japan's Phillips Curve Looks Like Japan 0 0 0 746 4 12 51 2,178
Measuring business cycles with business-cycle models 1 1 1 72 2 3 7 229
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 3 6 10 69
Method-of-Moments Measurement of UK Business Cycles 0 0 0 42 0 1 1 211
Persistent Deficits and the Market Value of Government Debt 0 0 0 91 0 0 2 404
Pooling forecasts in linear rational expectations models 0 0 0 56 1 2 6 231
Precautionary saving and portfolio allocation: DP by GMM 0 0 1 81 4 6 12 281
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 2 2 3 154
Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001 0 0 0 106 1 1 3 320
Real exchange rates, preferences, and incomplete markets: evidence, 1961–2001 0 0 0 1 1 1 1 4
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model 0 0 1 175 0 3 4 419
Sampling variability in Hansen-Jagannathan bounds 0 0 0 27 1 1 2 108
Solution to a Problem of Stochastic Process Switching 0 0 0 70 1 1 3 347
Speculative attacks with unpredictable or unknown foreign exchange reserves 0 0 0 1 1 1 1 7
Speculative attacks with unpredictable or unknown foreign exchange reserves 0 0 0 112 3 3 3 428
Stochastic Process Switching and the Return to Gold, 1925 1 1 2 42 2 4 7 202
Suez and Sterling, 1956 0 0 1 76 2 5 7 278
Testing for Forecast Consensus 0 0 0 0 3 4 7 357
Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies 0 0 4 18 0 1 10 65
The All‐Gap Phillips Curve 0 0 0 4 0 1 2 14
The CCAPM meets Euro-interest rate persistence, 1960-2000 0 0 1 55 2 2 3 315
The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada 0 1 1 224 1 3 6 581
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 1 154 0 3 9 408
The spectre of deflation: a review of empirical evidence 0 0 0 98 1 2 4 416
The spectre of deflation: a review of empirical evidence 0 0 0 11 3 3 5 36
Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate 0 0 0 43 1 1 6 219
Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity 1 2 2 90 3 5 13 426
Two Types of (Slight) Flexibility in Bank of Canada Projections, 2003–2019 0 0 1 1 1 2 3 8
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 0 2 8 1 4 9 25
US fiscal policy shocks: Proxy‐SVAR overidentification via GMM 2 2 3 7 2 3 12 20
Total Journal Articles 6 15 50 5,821 100 194 434 20,541


Statistics updated 2026-01-09