Allan W. Gregory : Citation Profile


Are you Allan W. Gregory?

Queen's University

17

H index

24

i10 index

3018

Citations

RESEARCH PRODUCTION:

43

Articles

32

Papers

RESEARCH ACTIVITY:

   31 years (1980 - 2011). See details.
   Cites by year: 97
   Journals where Allan W. Gregory has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 9 (0.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr130
   Updated: 2018-10-13    RAS profile: 2012-09-03    
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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 (85)

Meenagh, David (55)

Shahbaz, Muhammad (44)

Wickens, Michael (30)

Gabriel, Vasco (25)

Bagnai, Alberto (20)

Le, Vo Phuong Mai (20)

Baharumshah, Ahmad Zubaidi (20)

Otrok, Christopher (20)

Camarero, Mariam (19)

Narayan, Paresh (19)

Cites to:

Perron, Pierre (7)

Andrews, Donald (6)

Phillips, Peter (6)

Hansen, Lars (5)

Stock, James (5)

West, Kenneth (4)

MacKinnon, James (4)

King, Robert (4)

Dolado, Juan (4)

Watson, Mark (4)

Mankiw, N. Gregory (3)

Main data


Where Allan W. Gregory has published?


Journals with more than one article published# docs
Canadian Journal of Economics9
Journal of Econometrics6
Journal of Business & Economic Statistics6
Economics Letters3
International Journal of Forecasting2
Journal of International Money and Finance2
Journal of Monetary Economics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Queen's University, Department of Economics25

Recent works citing Allan W. Gregory (2018 and 2017)


YearTitle of citing document
2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2017The Swiss market for construction wood : estimating elasticities with time series simultaneous equations. (2017). Borzykowski, Nicolas. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258659.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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2017Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India. (2017). Aviral, Subhendu Dutta ; Dash, Aruna Kumar. In: Asian Journal of Agriculture and Development. RePEc:ags:phajad:265766.

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2017Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017.

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2018BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2018Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Empirical Analysis and Forecast of Electricity Demand in West African Economic and Monetary Zone: Evidence from Panel ADRL Modelling. (2018). Guy, Drama Bedi. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:257-273.

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2017The impact of warnings published in a financial stability report on loan-to value ratios. (2017). Alfaro, Rodrigo ; Cordova, Felipe ; Alegria, Andres . In: BIS Working Papers. RePEc:bis:biswps:633.

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2017Investigating the Nexus between Institutional Quality and Stock Market Development in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach. (2017). Manasseh, Charles O ; Ogbuabor, Jonathan E ; Mathew, Timothy E. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:272-292.

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2017Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?. (2017). Baharumshah, Ahmad Zubaidi ; Nor, Norashidah Mohamed ; Sirag, Abdalla. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:446-457.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2017Impacts of Institutional Intervention on Price Transmissions: The Case of the Ethiopian Commodity Exchange. (2017). Gelaw, Fekadu ; Huylenbroeck, Guido ; Speelman, Stijn. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:e88-e106.

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2017External Asymmetries in the Euro Area and the Role of Foreign Direct Investment. (2017). Sarantides, Vassilis ; Christodoulakis, Nicos. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:393-423.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2017The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio. (2017). Alfaro, Rodrigo ; Cordova, Felipe ; Alegria, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:798.

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2017Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina. (2017). Bedoya, Juan. In: REVISTA DESARROLLO Y SOCIEDAD. RePEc:col:000090:015463.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11911.

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2017Generalised Wald type Test of nonlinear restrictions. (2017). Ratsimalahelo, Zaka . In: Working Papers. RePEc:crb:wpaper:2017-13.

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2017BIAS correction for dynamic factor models. (2017). Alonso, Andres Modesto ; Bastos, Guadalupe ; Garcia-Martos, Carolina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24029.

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2017‘Net Errors and Omissions of Balance of Payments and Its Sustainability: A Survey of Literature. (2017). Tang, Tuck Cheong ; Ding, Liung Shi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00803.

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2018Nonlinear Exchange Rate Transmission in the Euro Area: A Multivariate Smooth Transition Regression Approach. (2018). Ben Cheikh, Nidhaleddine ; Younes, Ben Zaied ; Nguyen, Pascal ; ben Zaied, Younes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00270.

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2018Long-run co-movements between oil prices and rig count in the presence of structural breaks. (2018). Iliescu, Nicoleta. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00297.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248464.

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2017Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience. (2017). TANG, Chor Foon ; Ozturk, Ilhan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-59.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017Elastic attention, risk sharing, and international comovements. (2017). Luo, Yulei ; Nie, Jun ; Li, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:1-20.

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2017What keeps long-term U.S. interest rates so low?. (2017). LI, Huiqing ; Akram, Tanweer. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:380-390.

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2017Does foreign direct investment crowd in or crowd out private domestic investment in China? The effect of entry mode. (2017). Malizard, Julien ; Chen, George ; Yao, Yao . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:409-419.

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2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

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2017Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market. (2017). Arčabić, Vladimir ; Lee, Hyejin ; Arabi, Vladimir ; Banerjee, Piyali. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:114-124.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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2018Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau. (2018). Yin, Hua ; Zhang, Lin ; Du, Zaichao. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:147-158.

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2017Testing the Marshall-Lerner condition between the U.S. and other G7 member countries. (2017). Dong, Fang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:30-40.

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2018Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes. (2018). CHONG, Terence Tai Leung ; Wang, Qiyu. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:167-171.

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2017Sensitivity of Korean fir (Abies koreana Wils.), a threatened climate relict species, to increasing temperature at an island subalpine area. (2017). Ah, Kyung ; Jung, Huicheul ; Kim, Jaeuk ; Ho, Joon ; Uk, Seon ; Kong, Woo-Seok . In: Ecological Modelling. RePEc:eee:ecomod:v:353:y:2017:i:c:p:5-16.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

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2017Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. (2017). Ventosa-Santaulària, Daniel ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ventosa-Santaularia, Daniel ; Rodriguez-Caballero, Carlos Vladimir . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:121-134.

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2017Do petrol prices increase faster than they fall in market disequilibria?. (2017). Suardi, Sandy ; Chua, Chew ; de Silva, Chamaka . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:135-146.

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2017Electricity consumption and metropolitan economic performance in Guangzhou: 1950–2013. (2017). Fullerton, Thomas ; Walke, Adam G ; He, Yiming. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:154-160.

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2017The long-run oil–natural gas price relationship and the shale gas revolution. (2017). Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:511-519.

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2017The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model. (2017). Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:355-374.

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2017Can foreign direct investment harness energy consumption in China? A time series investigation. (2017). Zhang, Lin ; Salim, Ruhul ; Chen, George ; Yao, Yao . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:43-53.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Asymmetries, outliers and structural stability in the US gasoline market. (2018). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:250-260.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018WTI and Brent futures pricing structure. (2018). Scheitrum, Daniel ; Revoredo-Giha, Cesar ; Carter, Colin A. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:462-469.

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2017Revisiting the role of financial development for energy-growth-trade nexus in BRICS economies. (2017). Ahmed, Khalid. In: Energy. RePEc:eee:energy:v:128:y:2017:i:c:p:487-495.

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2017Financial development and energy demand in the United States: New evidence from combined cointegration and asymmetric causality tests. (2017). solarin, sakiru ; FARHANI, Sahbi. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:1029-1037.

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2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Keung, Marco Chi ; Yarovaya, Larisa ; Wang, Shixuan ; Vigne, Samuel A. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2017Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:34-44.

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2017Fiscal cost to exit quantitative easing: the case of Japan. (2017). Tomura, Hajime ; Fujiki, Hiroshi. In: Japan and the World Economy. RePEc:eee:japwor:v:42:y:2017:i:c:p:1-11.

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2017House prices, consumption and the role of non-Mortgage debt. (2017). Tomlin, Ben ; Kartashova, Katya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:121-134.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis. (2017). Hajko, Vladimir ; Cerdeira Bento, João ; Moutinho, Victor. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:76-83.

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2018Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis. (2018). Loganathan, Nanthakumar ; Jammazi, Rania ; Sharif, Arshian ; Afshan, Sahar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:225-244.

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2017The long-run relationship between precious metal prices and the business cycle. (2017). Kucher, Oleg ; McCoskey, Suzanne . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:263-275.

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2017Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries. (2017). BEN AISSA, Mohamed ; kahia, montassar ; Charfeddine, Lanouar ; Lanouar, Charfeddine . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:71:y:2017:i:c:p:127-140.

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2017The relationship amongst energy consumption (renewable and non-renewable), and GDP in Algeria. (2017). Amri, Fethi . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:76:y:2017:i:c:p:62-71.

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2018The effects of electricity consumption, economic growth, financial development and foreign direct investment on CO2 emissions in Kuwait. (2018). Ozturk, Ilhan ; Sohag, Kazi ; Alam, Khorshed ; Salahuddin, Mohammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:2002-2010.

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2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2018Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87384.

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2017Uncertainty Quantification and Global Sensitivity Analysis for Economic Models. (2017). Harenberg, Daniel ; Winschel, Viktor ; Sudret, Bruno ; Marelli, Stefano . In: CER-ETH Economics working paper series. RePEc:eth:wpswif:17-265.

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2018The relationship among renewable energy, economic growth, labor and capital formation in Italy. (2018). Magazzino, Cosimo ; Brady, Gordon L. In: RIVISTA DI STUDI SULLA SOSTENIBILITA'. RePEc:fan:rissri:v:html10.3280/riss2018-001005.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:307.

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2017Equity Regulation and U.S. Venture Capital Investment. (2017). Duca, John ; Atkinson, Tyler. In: Working Papers. RePEc:fip:feddwp:1707.

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2018The Impact of Financial Development on Energy Consumption: Evidence from an Oil-Rich Economy. (2018). Mukhtarov, Shahriyar ; Mammadov, Elvin ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1536-:d:152205.

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2017Causality between Stock Prices and Exchange Rates in Turkey: Empirical Evidence from the ARDL Bounds Test and a Combined Cointegration Approach. (2017). Türsoy, Turgut ; Tursoy, Turgut . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:8-:d:91783.

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2017Comparison of Forecasting Energy Consumption in Shandong, China Using the ARIMA Model, GM Model, and ARIMA-GM Model. (2017). Li, Shuyu. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:7:p:1181-:d:103804.

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2017(Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-015.

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2017Non-Linear Analysis of the Fisher Effect: In the Case of Japan. (2017). Sugita, Katsuhiro. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:11:p:1-9.

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2017The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:86-98.

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2017What Affects the Relationships between Oil and Industrial Sector? Case of Eurozone. (2017). Kamışlı, Melik ; Esen, Ethem ; Temizel, Fatih. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:9:p:52-59.

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2017Structural Reforms and External Rebalancing. (2017). Culiuc, Alexander ; Kyobe, Annette. In: IMF Working Papers. RePEc:imf:imfwpa:17/182.

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2017An Inquiry Concerning Long-term US Interest Rates Using Monthly Data. (2017). LI, Huiqing ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_894.

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2018The Dynamics of Japanese Government Bonds Nominal Yields. (2018). LI, Huiqing ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_906.

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2018The Relationship Between Greek Exports and Foreign Income. (2018). Panagiotidis, Theodore ; Chisiridis, Konstantinos . In: Discussion Paper Series. RePEc:mcd:mcddps:2018_03.

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2018Puzzling out the Feldstein-Horioka Paradox for Turkey by a Time-Varying Parameter Approach. (2018). Koska, Onur ; Yildirim, Dilem. In: ERC Working Papers. RePEc:met:wpaper:1808.

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2017The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1701.

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2018Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1816.

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2018Saving, Investment and Growth in India: Evidence from Cointegration and Causality Tests. (2018). Yadav, Inder Sekhar ; Mishra, R K ; Goyari, Phanindra. In: Economic Alternatives. RePEc:nwe:eajour:y:2018:i:1:p:55-68.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Economics Series Working Papers. RePEc:oxf:wpaper:846.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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2018 Capacidad productiva, cambio técnico y productividad: Estimaciones alternativas del producto de largo plazo. (2018). Jiménez, Félix ; Jimenez, Felix. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00454.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:77558.

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2017The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:79096.

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2017Current Issues in Time-Series Analysis for the Energy-Growth Nexus; Asymmetries and Nonlinearities Case Study: Pakistan. (2017). Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:82221.

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2017Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). Abdullahi, Shafiu Ibrahim. In: MPRA Paper. RePEc:pra:mprapa:83455.

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

Works by Allan W. Gregory:


YearTitleTypeCited
2008Empirical Likelihood Block Bootstrapping In: Staff Working Papers.
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paper11
2011Empirical likelihood block bootstrapping.(2011) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 11
article
2010Empirical Likelihood Block Bootstrapping.(2010) In: Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2008Empirical Likelihood Block Bootstrapping.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
[Citation analysis]
article75
1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 75
paper
1994Testing for Cointegration in Linear Quadratic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article47
1991Testing for Cointegration in Linear Quadratic Models..(1991) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 47
paper
2001Testing for Forecast Consensus. In: Journal of Business & Economic Statistics.
[Citation analysis]
article13
1989A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
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]
article105
1993 Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance.
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article101
1990Accounting for Forward Rates in Markets for Foreign Currency..(1990) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 101
paper
1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 101
paper
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article900
1996Residual-based tests for cointegration in models with regime shifts.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 900
article
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]
article2
1987Testing Interest Rate Parity and Rational Expectations for Canada and the United States. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article2
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 Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1998Endogenous Work Hours and Practice Patterns of Canadian Physicians In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article23
2000Needs-based health care funding: implications for resource distribution in Ontario In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article2
1999Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario.(1999) In: Claremont Colleges Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1999Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario.(1999) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2009Canadian city housing prices and urban market segmentation In: Canadian Journal of Economics.
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article17
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 Papers.
[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]
article72
1996Measuring business cycles with business-cycle models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article10
1994Measuring Business Cycles with Business-Cycle Models.(1994) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
1986Wald tests of common factor restrictions In: Economics Letters.
[Full Text][Citation analysis]
article8
1992Sampling variability in Hansen-Jagannathan bounds In: Economics Letters.
[Full Text][Citation analysis]
article7
1981An invariance property of generalized classical linear estimators In: Economics Letters.
[Full Text][Citation analysis]
article1
2002Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2001Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1993The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
1996Testing for structural breaks in cointegrated relationships In: Journal of Econometrics.
[Full Text][Citation analysis]
article87
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]
article1
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]
article105
1990Realistic Cross-Country Consumption Correlation in a Two-Country, Equilibrium, Business Cycle Model..(1990) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 105
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]
article15
1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article132
1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 132
paper
1999Common and country-specific fluctuations in productivity, investment, and the current account In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article62
1996Common and Country-specific Fluctuations in Productivity, Investment, and the Current Account.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
1997Measuring World Business Cycles. In: International Economic Review.
[Citation analysis]
article137
1994Measuring World Business Cycles.(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137
paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article28
1987Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article3
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: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article7
1980An Application of the Box-Cox Transformation to Money Demand in Canada In: Working Papers.
[Citation analysis]
paper0
1980Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Papers.
[Citation analysis]
paper0
1980Two Papers on Linear Models In: Working Papers.
[Citation analysis]
paper0
1982Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data In: Working Papers.
[Citation analysis]
paper0
1984The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis In: Working Papers.
[Citation analysis]
paper0
1987Calibration as Estimation In: Working Papers.
[Citation analysis]
paper18
1988Calibration as Testing, Type I Error in the Equity Premium Puzzle In: Working Papers.
[Citation analysis]
paper2
1988Risk Premiums in Asset Prices and Returns In: Working Papers.
[Citation analysis]
paper0
1991Calibration in Macroeconomics In: Working Papers.
[Full Text][Citation analysis]
paper31
1991Testing for Structural Breaks In: Working Papers.
[Full Text][Citation analysis]
paper18
1992Residual-Based Tests for Cointegration in Models with Regime Shifts. In: Working Papers.
[Citation analysis]
paper909
1996Residual-based tests for cointegration in models with regime shifts.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 909
article
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 909
paper
1995Sources of Variation in International Real Interest Rates In: Working Papers.
[Full Text][Citation analysis]
paper7
1997Standardized Mortality Ratios in Capitation Funding Models: Emiprical Issues from Canadian Data In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Conflicts Among Tests for Cointegration In: Working Papers.
[Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team