Allan W. Gregory : Citation Profile

Are you Allan W. Gregory?

Queen's University

18

H index

26

i10 index

3756

Citations

RESEARCH PRODUCTION:

45

Articles

39

Papers

RESEARCH ACTIVITY:

   34 years (1980 - 2014). See details.
   Cites by year: 110
   Journals where Allan W. Gregory has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 13 (0.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr130
   Updated: 2023-05-27    RAS profile: 2019-07-28    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Allan W. Gregory.

Is cited by:

Minford, A. Patrick (81)

Shahbaz, Muhammad (61)

Meenagh, David (46)

Le, Vo Phuong Mai (31)

Camarero, Mariam (29)

Tamarit, Cecilio (28)

Wickens, Michael (27)

Gabriel, Vasco (24)

Bagnai, Alberto (23)

Otrok, Christopher (20)

Carrion-i-Silvestre, Josep (19)

Cites to:

Phillips, Peter (12)

Engle, Robert (12)

Perron, Pierre (11)

Andrews, Donald (11)

Hansen, Lars (10)

Hansen, Bruce (9)

Stock, James (8)

Watson, Mark (8)

pagan, adrian (7)

MacKinnon, James (6)

West, Kenneth (6)

Main data

Where Allan W. Gregory has published?

Journals with more than one article published# docs
Canadian Journal of Economics10
Journal of Business & Economic Statistics6
Journal of Econometrics5
Economics Letters3
Journal of Applied Econometrics2
International Journal of Forecasting2
Journal of International Money and Finance2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University25
Queen's Institute for Economic Research Discussion Papers / Queen's University - Department of Economics3
Staff Working Papers / Bank of Canada2

Recent works citing Allan W. Gregory (2022 and 2021)

YearTitle of citing document
2021.

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2021.

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2021Relationship between the Service Sector and Economic Growth: Evidence from China. (2021). Murselzade, Vusal ; Cavusoglu, Behiye. In: Asian Journal of Social Sciences and Management Studies. RePEc:aoj:ajssms:2021:p:15-22.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022Wealth and income inequality in the long run. (2022). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Papers. RePEc:aut:wpaper:202202.

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2021Rising US LNG Exports and Global Natural Gas Price Convergence. (2021). Ialenti, Robert. In: Discussion Papers. RePEc:bca:bocadp:21-14.

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2021The causal relationship between corruption and irresponsible behavior in the time of COVID?19: Evidence from Tunisia. (2021). Gani, Walid . In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:s1:p:s165-s176.

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2022Cooperatives and economic growth in a developing country: The case of Nepal. (2022). Acharya, Chakra Pani ; Paudel, Ramesh C. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:797-815.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2021On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub?Saharan Africa. (2021). Bikai, Jacques Landry ; Owoundi, Ferdinand. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:327-345.

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2021The Impacts of Trade Policy Uncertainties on Bilateral Trade Balances of the United States and Japan. (2021). Gocer, Ismet ; Ongan, Serdar. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:3:p:236-247.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2022Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy. (2022). Lovaglio, Pietro Giorgio. In: LABOUR. RePEc:bla:labour:v:36:y:2022:i:1:p:71-93.

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2021China’s market economy, shadow banking and the frequency of growth slowdown. (2021). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Xiao, Zhiguo ; Mai, Vo Phuong. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:420-444.

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2022Economic performance in Africa: The role of fragile financial system. (2022). Inekwe, John Nkwoma. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1910-1936.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2022Cyclicality of Tax Expenditures: The Case of Israel. (2022). Strawczynski, Michel. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.04.

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2022Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis. (2022). Shaaba, Saba Charles. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:28:y:2022:i:1:p:51-100:n:1.

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2021The Nonlinear Effects of Oil Rent Dependence on Malaysian Manufacturing: Implications from Structural Change using a Markov-Regime Switching Model. (2021). Badeeb, Ramez ; Philip, Abey P ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:21/11.

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2021The eurozone: what is to be done?. (2021). Wickens, Michael ; Ou, Zhirong ; Minford, A. Patrick ; Zhu, Zheyi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/11.

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2022Modern Monetary Theory: the post-Crisis economy misunderstood?. (2022). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping ; ChunpingLiu, . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/13.

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2022Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework. (2022). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/2.

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2023On the determination of the real exchange rate in free markets: do consumer risk-pooling and uncovered interest parity differ and fit?. (2023). Minford, A. Patrick ; Zhu, Zheyi ; Ou, Zhirong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/2.

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2022The Short and the Long of It: Stock-Flow Matching in the US Housing Market. (2022). Fang, Lei ; Xie, Zoe ; Smith, Eric. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10035.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2021Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027.

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2021Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122.

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2021Is there consumer risk-pooling in the open economy? The evidence reconsidered. (2021). Ou, Zhirong ; Minford, A. Patrick ; Zhu, Zheyi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15550.

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2021How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15817.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2021Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración. (2021). Camarero, Mariam ; Tamarit, Cecilio ; Carrion, Josep Lluis. In: Working Papers. RePEc:eec:wpaper:2112.

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2021Monitoring exchange rate instability in 12 selected Islamic economies. (2021). Bhatti, Ishaq M ; Zarei, Alireza ; Ariff, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000617.

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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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2022Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099.

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2022China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes. (2022). Chen, Pei-Fen ; Lee, Chingnun ; Hung, Ying-Shu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:643-666.

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2021Which nesting structure for the CES? A new selection approach based on input separability. (2021). LAGOMARSINO, ELENA. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001516.

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2022Empirical likelihood inference for Oaxaca–Blinder decomposition. (2022). Tanaka, Shiori ; Otsu, Taisuke. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002981.

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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2022The non-linear trade-off between return and risk and its determinants. (2022). Salvador, Enrique ; Cotter, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:100-132.

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2021Reserve currency and the volatility of clean energy stocks: The role of uncertainty. (2021). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100503x.

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2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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2022Estimating the long-run crude oil demand function of China: Some new evidence and policy options. (2022). Zhang, Lin ; Salim, Ruhul ; Huo, Jiaying ; Chen, George S ; Yao, Yao ; Khan, Sufyan Ullah. In: Energy Policy. RePEc:eee:enepol:v:170:y:2022:i:c:s0301421522004633.

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2021Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy. (2021). Arifli, Arif ; Yildirim, Zekeriya. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326347.

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2021Asymmetric between oil prices and renewable energy consumption in the G7 countries. (2021). Cheng, Hui ; Zhang, Hongwei ; Xiyu, Chen ; Guo, Yaoqi. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005685.

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2021Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries. (2021). Balcilar, Mehmet ; Balli, Esra ; Atik, Abdurrahman Nazif ; Abu, Mohammed I. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009580.

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2022The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Yick, Ho Yin ; Ho Yin Yick, ; Qiu, Shushu ; Wang, Jianli. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748.

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2022Causality between energy consumption and economic growth in the presence of GDP threshold effect: Evidence from OECD countries. (2022). Tseng, Wei-Chun ; Chen, Chi-Chung ; Tran, Bao-Linh. In: Energy. RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008052.

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2022The eurozone: What is to be done to maintain macro and financial stability?. (2022). Minford, A. Patrick ; Zhu, Zheyi ; Wickens, Michael ; Ou, Zhirong. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000869.

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2022Does something change in the oil market with the COVID-19 crisis?. (2022). Lantz, Frederic ; Farnoosh, Arash ; Zhang, Dan. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:252-268.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2022Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach. (2022). Olson, Dennis ; Nusair, Salah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000312.

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2021Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236.

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2021Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

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2022Comparison of the productivity of public capital by project type: Central-government, subsidized-local, and unsubsidized-local projects in Japan. (2022). Fukui, Masaki ; Lu, Zhenkun ; Kameda, Keigo. In: Japan and the World Economy. RePEc:eee:japwor:v:61:y:2022:i:c:s0922142522000056.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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2022Forecast disagreement about long-run macroeconomic relationships. (2022). Zhang, Tongbin ; Tang, LI ; Kuang, Pei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:371-387.

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2021Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

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2023Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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2021Effects of variable EU import levies on corn price volatility. (2021). Brummer, Bernhard ; Dalheimer, Bernhard ; Berger, Jurij. In: Food Policy. RePEc:eee:jfpoli:v:102:y:2021:i:c:s0306919221000403.

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2021Resolving the milk addiction paradox. (2021). Raggi, Davide ; Dragone, Davide. In: Journal of Health Economics. RePEc:eee:jhecon:v:77:y:2021:i:c:s0167629621000370.

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2021Shadow banks, banking policies and China’s macroeconomic fluctuations. (2021). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Xiao, Zhiguo ; Mai, Vo Phuong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000668.

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2022The effects of financial integration during crises. (2022). Yao, Wen ; Tang, Aidi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s026156062200016x.

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2021The dynamic linkages between food prices and oil prices. Does asymmetry matter?. (2021). Kroupis, Nikolaos ; Katrakilidis, Constantinos ; Karakotsios, Achillefs. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000086.

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2021Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Elian, Mohammad I ; Kisswani, Khalid M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000098.

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2021Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach. (2021). Ramana, R V ; Behera, Smruti Ranjan ; Mallick, Lingaraj. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000244.

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2021More than the resource curse: Exploring the nexus of natural resource abundance and environmental quality in northwestern China. (2021). Su, Lijuan ; Yang, Su-Chang ; Chang, Wei-Yew ; Draz, Muhammad Umar ; Ahmad, Fayyaz. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309338.

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2021(A)symmetric time-varying effects of uncertainty fluctuations on oil price volatility: A nonlinear ARDL investigation. (2021). Kisswani, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002233.

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2022Modeling twin deficit hypothesis with oil price volatility in African oil-producing countries. (2022). Eregha, Perekunah ; Vo, Xuan Vinh ; Aworinde, Olalekan B. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005195.

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2021The effect of warnings published in a financial stability report on loan-to-value ratios. (2021). Cordova, Felipe ; Alfaro, Rodrigo ; Alegria, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:4:s2666143821000211.

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2023Does the change of agricultural zoning policy achieve farmland protection in Taiwan?. (2023). Cheng, Chia-Yi ; Lu, Chen-Fu. In: Land Use Policy. RePEc:eee:lauspo:v:126:y:2023:i:c:s0264837722005452.

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2021Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264.

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2022Economic theories and macroeconomic reality. (2022). Wang, Mu-Chun ; Matthes, Christian ; Loria, Francesca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:105-117.

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2022Is gold a safe haven for exchange rate risks? An empirical study of major currency countries. (2022). Lee, Yuan-Ming ; Wang, Kuan-Min. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000293.

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2021Does crude oil price stimulate economic policy uncertainty in BRICS?. (2021). Umar, Muhammad ; Qin, Meng ; Huang, Shi-Wen ; Su, Chi-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000263.

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2022Okuns law: Copula-based evidence from G7 countries. (2022). Stavrakoudis, Athanassios ; Benos, Nikos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:478-491.

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2021The effect of agriculture, renewable energy production, and globalization on CO2 emissions in Turkey: A bootstrap ARDL approach. (2021). Yurtkuran, Suleyman. In: Renewable Energy. RePEc:eee:renene:v:171:y:2021:i:c:p:1236-1245.

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2022Renewable, non-renewable energy consumption and income in top ten renewable energy-consuming countries: Advanced Fourier based panel data approaches. (2022). Pata, Ugur Korkut ; Fareed, Zeeshan. In: Renewable Energy. RePEc:eee:renene:v:194:y:2022:i:c:p:805-821.

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2022Does financial development promote renewable energy consumption in the USA? Evidence from the Fourier-wavelet quantile causality test. (2022). Raza, Syed Ale ; Zhang, Qianxiao ; Yilanci, Veli ; Pata, Ugur Korkut. In: Renewable Energy. RePEc:eee:renene:v:196:y:2022:i:c:p:432-443.

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2022How financial development and digital trade affect ecological sustainability: The role of renewable energy using an advanced panel in G-7 Countries. (2022). Lu, Jianguang ; Song, Xueqian ; Zhang, Xudong ; Liu, Fei. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:1005-1015.

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2023Environmental feasibility of a gradual shift from fossil fuels to renewable energy in India: Evidence from multiple structural breaks cointegration. (2023). Asif, Mohammad ; Dar, Javaid. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:589-601.

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2021The relationship among railway networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis. (2021). Magazzino, Cosimo ; Giolli, Lorenzo. In: Research in Transportation Economics. RePEc:eee:retrec:v:90:y:2021:i:c:s0739885921000986.

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2021The impact of export dynamics on trade balance in emerging and developed countries: An evaluation with middle income trap perspective. (2021). Sancar, Canan ; Akbas, Yusuf Ekrem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:357-375.

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2022Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Topal, Mehmet Hanefi ; Camgoz, Mevlut. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022.

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2021Have jobs and wages stopped rising? Productivity and structural change in advanced countries. (2021). Valentini, Enzo ; Gentili, Andrea ; Compagnucci, Fabiano ; Gallegati, Mauro. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:412-430.

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001128.

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2022Decarbonized energies and the wealth of three European nations: a comparative nexus study using Granger and Toda-Yamamoto approaches. (2022). Gavurova, Beata ; Schneider, Nicolas ; Simionescu, Mihaela. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113688.

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2022Testing for cointegration with structural changes in very small sample. (2022). Trinh, Jerome. In: THEMA Working Papers. RePEc:ema:worpap:2022-01.

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2022Disaggregation of very small time series with multiple endogenous partial structural breaks. (2022). Trinh, Jerome. In: THEMA Working Papers. RePEc:ema:worpap:2022-10.

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2022The Short and the Long of It: Stock-Flow Matching in the US Housing Market. (2022). Fang, Lei ; Smith, Eric ; Xie, Zoe. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:95080.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2022Do Nuclear Energy, Renewable Energy, and Environmental-Related Technologies Asymmetrically Reduce Ecological Footprint? Evidence from Pakistan. (2022). Radulescu, Magdalena ; Jahanger, Atif ; Usman, Muhammad ; Balsalobre-Lorente, Daniel. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3448-:d:811464.

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2022A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets. (2022). Muzindutsi, Paul-Francois ; Muguto, Lorraine. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:85-:d:752418.

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2021Sustainability of Energy-Induced Growth Nexus in Brazil: Do Carbon Emissions and Urbanization Matter?. (2021). Wong, Wing-Keung ; Rjoub, Husam ; Odugbesan, Jamiu ; Akinsola, Gbenga Daniel ; Awosusi, Abraham Ayobamiji ; Adebayo, Tomiwa Sunday. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4371-:d:536019.

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2022Financing Sustainable Development, Which Factors Can Interfere?: Empirical Evidence from Developing Countries. (2022). Yagoub, Manal ; Benali, Nihel ; Daly, Saida. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9463-:d:878282.

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2022A Study on the Fiscal Sustainability of China’s Provinces. (2022). Luo, Chan ; Cui, Bang ; Liu, Qiongzhi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:15678-:d:983702.

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More than 100 citations found, this list is not complete...

Works by Allan W. Gregory:

YearTitleTypeCited
1997Endogenous Work Hours and Practice Patterns of Canadian Physicians In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper27
1998Endogenous Work Hours and Practice Patterns of Canadian Physicians.(1998) In: Canadian Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
1980Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper0
1980Two Papers on Linear Models.(1980) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1987Calibration as Estimation In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper20
1987Calibration as Estimation.(1987) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
2006Canadian City Housing Prices and Urban Market Segmentation In: Staff Working Papers.
[Full Text][Citation analysis]		paper30
2009Canadian city housing prices and urban market segmentation.(2009) In: Canadian Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2008Empirical Likelihood Block Bootstrapping In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
2011Empirical likelihood block bootstrapping.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2010Empirical Likelihood Block Bootstrapping.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2008Empirical Likelihood Block Bootstrapping.(2008) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
[Citation analysis]		article100
1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 100		paper
1994Testing for Cointegration in Linear Quadratic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article52
1991Testing for Cointegration in Linear Quadratic Models.(1991) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2001Testing for Forecast Consensus. In: Journal of Business & Economic Statistics.
[Citation analysis]		article15
1989A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]		article11
1991Testing Long-Run Properties of Stationary Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
1991Calibration as Testing: Inference in Simulated Macroeconomic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article119
1993 Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance.
[Full Text][Citation analysis]		article114
1990Accounting for Forward Rates in Markets for Foreign Currency.(1990) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114		paper
1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 114		paper
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1005
1980Wheres My Cheque? A Note on Postal Strikes and the Demand for Money in Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article3
1981Simultaneity and the Demand for Money in Canada: Comments and Extensions. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article2
1983Testing Non-Nested Specifications of Money Demand for Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article5
1985A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article5
1987Testing Interest Rate Parity and Rational Expectations for Canada and the United States. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article6
1991The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article4
1990The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility.(1990) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1995Sources of Variation in International Real Interest Rates In: Canadian Journal of Economics.
[Citation analysis]		article6
1995Sources Of Variation In International Real Interest Rates.(1995) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2000Needs-based health care funding: implications for resource distribution in Ontario In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article3
1999Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1999Standardized Mortality Ratios and Canadian Health-Care Funding In: Canadian Public Policy.
[Full Text][Citation analysis]		article0
1995Business Cycle Theory and Econometrics. In: Economic Journal.
[Full Text][Citation analysis]		article10
1995Business Cycle Theory And Econometrics.(1995) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1985Formulating Wald Tests of Nonlinear Restrictions. In: Econometrica.
[Full Text][Citation analysis]		article97
1996Measuring business cycles with business-cycle models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
1994Measuring Business Cycles with Business-Cycle Models.(1994) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
1986Wald tests of common factor restrictions In: Economics Letters.
[Full Text][Citation analysis]		article13
1992Sampling variability in Hansen-Jagannathan bounds In: Economics Letters.
[Full Text][Citation analysis]		article8
1981An invariance property of generalized classical linear estimators In: Economics Letters.
[Full Text][Citation analysis]		article1
2012Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Vi In: Ecological Modelling.
[Full Text][Citation analysis]		article0
2002Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2001Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence.(2001) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1993The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1996Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics.
[Full Text][Citation analysis]		article1279
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 1279		paper
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1279		paper
1996Testing for structural breaks in cointegrated relationships In: Journal of Econometrics.
[Full Text][Citation analysis]		article127
2008Interpreting Value at Risk (VaR) forecasts In: Economic Systems.
[Full Text][Citation analysis]		article2
1986The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany In: European Economic Review.
[Full Text][Citation analysis]		article4
2004The evolution of consensus in macroeconomic forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
1987Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
1992Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article118
1990Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model.(1990) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118		paper
1984Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article164
1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 164		paper
1999Common and country-specific fluctuations in productivity, investment, and the current account In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article77
1996Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account.(1996) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
1997Measuring World Business Cycles. In: International Economic Review.
[Citation analysis]		article151
1994Measuring World Business Cycles.(1994) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 151		paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article35
1987Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6
1985An Econometric Model of Canadian Monetary Policy over the 1970s. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article2
2010Estimation and Inference in ARCH Models in the Presence of Outliers In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article11
1980An Application of the Box-Cox Transformation to Money Demand in Canada In: Working Paper.
[Citation analysis]		paper0
1980Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Paper.
[Citation analysis]		paper0
1982Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data In: Working Paper.
[Citation analysis]		paper0
1984The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis In: Working Paper.
[Citation analysis]		paper0
1988Calibration as Testing, Type I Error in the Equity Premium Puzzle In: Working Paper.
[Citation analysis]		paper2
1988Risk Premiums in Asset Prices and Returns In: Working Paper.
[Citation analysis]		paper0
1991Calibration in Macroeconomics In: Working Paper.
[Full Text][Citation analysis]		paper17
1991Testing For Structural Breaks In: Working Paper.
[Full Text][Citation analysis]		paper19
1997Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data In: Working Paper.
[Full Text][Citation analysis]		paper0
1998Conflicts Among Tests For Cointegration In: Working Paper.
[Citation analysis]		paper1
2014Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
1982Inventories and Price Inflexibility In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper7
1984The Effects of Religion and Denomination on Earnings and the Returns to Human Capital In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper0
1985Bootstrapping the Probability Distribution of Peak Electricity Demand In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper6
1987Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper0

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