Allan W. Gregory : Citation Profile


Are you Allan W. Gregory?

Queen's University

17

H index

25

i10 index

2642

Citations

RESEARCH PRODUCTION:

45

Articles

39

Papers

RESEARCH ACTIVITY:

   34 years (1980 - 2014). See details.
   Cites by year: 77
   Journals where Allan W. Gregory has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 13 (0.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr130
   Updated: 2020-10-17    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 (71)

Meenagh, David (44)

Shahbaz, Muhammad (29)

Le, Vo Phuong Mai (29)

Wickens, Michael (26)

Otrok, Christopher (20)

Gabriel, Vasco (18)

Canova, Fabio (17)

Kollmann, Robert (16)

Bagnai, Alberto (16)

Camarero, Mariam (16)

Cites to:

Phillips, Peter (11)

Engle, Robert (10)

Hansen, Lars (9)

Perron, Pierre (9)

Andrews, Donald (9)

Hansen, Bruce (9)

Stock, James (8)

pagan, adrian (7)

Watson, Mark (6)

White, Halbert (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 International Money and Finance2
Journal of Applied Econometrics2
Journal of Monetary Economics2
International Journal of Forecasting2

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 (2020 and 2019)


YearTitle of citing document
2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus V ; Agboola, Mary O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/040.

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2020The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/034.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/040.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

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2020The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Biekpe, Nicholas ; Asongu, Simplice ; Folarin, Oludele E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/034.

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2020Foreign trade policy and economic growth: Indian evidence. (2020). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:107-126.

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2019Co-integration with regime shift between government expenditure and poverty reduction in Algeria. (2019). Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:205-216.

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2020LIVESTOCK MARKET INTEGRATION AND PRICE DYNAMICS IN THE UNITED STATES. (2020). Palash, Salauddin M ; Monayem, M A ; Akter, Morsalina ; Rahman, Kazi Tamim. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:304092.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

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2020LONG SWINGS IN THE GROWTH OF GOVERNMENT EXPENDITURE: AN INTERNATIONAL HISTORICAL PERSPECTIVE. (2020). Tamberi, Massimo ; Gallegati, Marco. In: Working Papers. RePEc:anc:wpaper:447.

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2019Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey. (2019). Kilci, Esra N. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:319-332.

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2020The Relationship between Unemployment Rates and Renewable Energy Consumption: Evidence from Fourier ADL Cointegration Test. (2020). Author-Nameemel, Veli Yilanci. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:8:y:2020:i:1:p:17-28.

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2020Causes of Current Account Fluctuations in West African Monetary Union. (2020). Diallo, Amadou Woury. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:46-63.

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2019Oil Consumption and Economic Growth in Turkey: An ARDL Bounds Test Approach in the Presence of Structural Breaks. (2019). Gzel, Alper H ; Zaydan, Zgr. In: Business, Management and Economics Research. RePEc:arp:bmerar:2019:p:77-85.

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2019Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93.

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2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

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2019Trade Policy Incentives, Market Structure and Productivity. (2019). Olayiwola, Wumi ; Alayande, Folarin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1106-1122.

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2019Bilinear form test statistics for extremum estimation. (2019). Crudu, Federico ; Osorio, Felipe. In: Papers. RePEc:arx:papers:1912.01410.

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

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2019A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle. (2019). Guidolin, Massimo ; Pedio, Manuela ; Melloni, Francesco. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19121.

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2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

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2019Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa. (2019). Balcilar, Mehmet ; Agbede, Esther Abdul ; Usman, Ojonugwa. In: African Development Review. RePEc:bla:afrdev:v:31:y:2019:i:2:p:245-257.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2020Solving the Milk Addiction Paradox. (2020). dragone, davide ; Raggi, Davide. In: Working Papers. RePEc:bol:bodewp:wp1144.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2019How Large is the Demand for Money at the ZLB? Evidence from Japan. (2019). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf465.

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2020Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model. (2020). Lacroix, Guy ; BRESSON, Georges ; Etienne, Jean-Michel ; Beltempo, Marc. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-15.

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2020Decision-Making in Complex Households. (2020). Thomas, Duncan ; Rangel, Marcos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14278.

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2019Temporal disaggregation of short time series with structural breaks: Estimating quarterly data from yearly emerging economies data. (2019). Trinh, Jerome. In: Working Papers. RePEc:crs:wpaper:2019-11.

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2019LONG-RUN SUSTAINABILITY OF CURRENT ACCOUNT BALANCE: EVIDENCE FROM TWENTY NORTH AND LATIN AMERICAN ECONOMIES. (2019). Pier, Chuck ; HUSEIN, Jamal . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:19:y:2019:i:2_5.

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2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2020How Oil Price and Exchange Rate Affect Non-oil GDP of the Oil-rich Country – Azerbaijan?. (2020). Guliyev, Hasraddin ; Majidli, Famil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-16.

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2020Sustainability of the fiscal imbalance and public debt under fiscal policy asymmetries in Sri Lanka. (2020). Shanika, Anuruddhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819301319.

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2019The risk return relationship: Evidence from index returns and realised variances. (2019). Yang, Minxian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:5.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019Why Brazil fell behind in college education?. (2019). Menezes-Filho, Naercio ; Binelli, Chiara. In: Economics of Education Review. RePEc:eee:ecoedu:v:72:y:2019:i:c:p:80-106.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2019Perron–Frobenius theory recovers more than you might think: The example of limited participation. (2019). Legrand, Franois ; le Grand, Franois. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:186-188.

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2019Venture capital restrained after Sarbanes–Oxley. (2019). Duca, John ; Atkinson, Tyler. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:84-87.

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2020Bilinear form test statistics for extremum estimation. (2020). Crudu, Federico ; Osorio, Felipe. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s016517651930446x.

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2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301539.

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2019Limits to arbitrage and CDS–bond dynamics around the financial crisis. (2019). Chalamandaris, George ; Pagratis, Spyros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:213-235.

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2019Long run analysis of crude oil portfolios. (2019). Cerqueti, Roy ; Fanelli, Viviana ; Rotundo, Giulia. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:183-205.

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2019Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock. (2019). Fontini, Fulvio ; Caporin, Massimiliano ; Talebbeydokhti, Elham. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:21-31.

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2019On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Lu, Zudi ; Ren, Xiaohang ; Shen, Jian ; Shi, Yukun ; Cheng, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:234-252.

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2019Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices. (2019). Chiappini, Raphaël ; Raymond, Paul ; Jegourel, Yves. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:545-565.

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2019Role of renewable energy on industrial output in Canada. (2019). Wittberg, Emanuel ; Wadstrom, Christoffer ; Jayasekera, Ranadeva ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:626-638.

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2019The asymmetric linkage between energy use and economic growth in selected African countries: Evidence from a nonlinear panel autoregressive distributed lag model. (2019). Kouton, Jeffrey. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:475-490.

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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2019Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis. (2019). Li, Xiafei ; Qin, Songkun ; Wei, YU ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:23-29.

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2019A supply-demand modeling of the Swiss roundwood market: Actors responsiveness and CO2 implications. (2019). Borzykowski, Nicolas. In: Forest Policy and Economics. RePEc:eee:forpol:v:102:y:2019:i:c:p:100-113.

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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2019Notes on the yield curve. (2019). Martin, Ian ; Ross, Stephen A ; Ian, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:689-702.

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2019Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices. (2019). Galay, Gregory. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317302015.

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2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

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2019A road to enhancements in natural gas use in Iran: A multivariate modelling approach. (2019). Driha, Oana M ; Etokakpan, Mfonobong Udom ; Bekun, Festus Victor ; Balsalobre-Lorente, Daniel. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719300248.

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2019Modeling the nexus between resources abundance and economic growth: An overview from the PSTR model. (2019). Tiba, Sofien. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304210.

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2020Is there a role for Islamic finance and R&D in endogenous growth models in the case of Indonesia?. (2020). Juhro, Solikin ; Trisnanto, Budi ; Iyke, Bernard Njindan ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304287.

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2019The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Barkat, Karim ; Jarallah, Shaif ; Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

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2020Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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2019Regional and global integration of Asian stock markets. (2019). Ferreira, Paulo ; Vieira, Isabel ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:357-368.

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2019Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach. (2019). Sobreira, Nuno ; Goulart, Pedro ; Melo, Patricia C. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:126:y:2019:i:c:p:360-376.

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2019Do car restriction policies effectively promote the development of public transport?. (2019). Chen, Hong ; Long, Ruyin ; Zhang, Linling. In: World Development. RePEc:eee:wdevel:v:119:y:2019:i:c:p:100-110.

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2019Temporal disaggregation of short time series with structural breaks: Estimating quarterly data from yearly emerging economies data. (2019). Trinh, Jerome. In: THEMA Working Papers. RePEc:ema:worpap:2019-08.

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2019CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609.

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2019The Impacts of Oil Price Shocks on Tourism Receipts For Selected Mena Countries: Do Structural Breaks Matter?. (2019). Kisswani, Khalid ; Harraf, Arezou. In: Working Papers. RePEc:erg:wpaper:1305.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers. RePEc:exs:wpaper:19/040.

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2020The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Biekpe, Nicholas ; Asongu, Simplice ; Folarin, Oludele E. In: Working Papers. RePEc:exs:wpaper:20/034.

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2019Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:806.

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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

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2019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

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2020Tax Smoothing in Russia. (2020). Alekhin, Boris I. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:200201:p:9-24.

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2020The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach. (2020). Vo, Duc ; Nguyen, Thang Cong ; Ho, Chi Minh ; Vu, Tan Ngoc. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:4:p:120-:d:343821.

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2020Mahalanobis Distances on Factor Model Based Estimation. (2020). Dai, Deliang . In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:10-:d:328603.

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2019Macroeconomic Determinants of Islamic Banking Products in Indonesia. (2019). Setyowati, Nur. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:53-:d:236874.

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2019The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment. (2019). Tsai, Wei ; Lin, Jeng-Bau. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:15:p:2982-:d:254115.

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2019Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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2020Swing Suppliers and International Natural Gas Market Integration. (2020). Kim, Man-Keun ; Lim, Yeon-Yi. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4661-:d:410305.

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2020The Dynamic Impacts of Oil Price on China’s Natural Gas Consumption under the Change of Global Oil Market Patterns: An Analysis from the Perspective of Total Consumption and Structure. (2020). Chai, Jian ; Jin, Ying. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:867-:d:321403.

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2019On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. (2019). Hanck, Christoph ; Arnold, Martin C. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:117-:d:247852.

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2019Energy–Finance–Growth Nexus in ASEAN-5 Countries: An ARDL Bounds Test Approach. (2019). Isa, Che Ruhana ; Ismail, Izlin ; Phoong, Seuk Wai ; Mahi, Masnun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:5-:d:299101.

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2020Potential Distribution of Goldenrod ( Solidago altissima L.) during Climate Change in South Korea. (2020). Kim, Youngha ; Choi, Donghui ; Park, Jeong Soo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6710-:d:400976.

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2020Energy Security of Poland and Coal Supply: Price Analysis. (2020). Aruga, Kentaka ; Nyga-Ukaszewska, Honorata ; Stala-Szlugaj, Katarzyna. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2541-:d:336236.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: Working Papers. RePEc:hal:wpaper:halshs-02193700.

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2019Decision-Making in Complex Households. (2019). Thomas, Duncan ; Rangel, Marcos A. In: Working Papers. RePEc:hka:wpaper:2019-070.

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2020Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises. (2020). Ozturk, Hakki ; Yuksel, Asli ; Erol, Umit . In: Global Business and Economics Review. RePEc:ids:gbusec:v:23:y:2020:i:1:p:23-49.

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2020Transitory and Permanent Shocks in the Global Market for Crude Oil. (2020). Rebei, Nooman ; Sbia, Rashid. In: IMF Working Papers. RePEc:imf:imfwpa:20/47.

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2019Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles. (2019). Hasler, Michael ; Carlin, Bruce ; Andrei, Daniel. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:6:p:2900-2923.

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2019Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999. (2019). Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp01022019.

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2019The Monetary Policy Reaction Function in Turkey: Evidence from Fourier-Based Time Series Methods. (2019). Bulut, Umit. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:69:y:2019:i:2:p:159-173.

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2020Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model. (2020). Lacroix, Guy ; BRESSON, Georges ; Etienne, Jean-Michel ; Beltempo, Marc. In: IZA Discussion Papers. RePEc:iza:izadps:dp13046.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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2019Fast and Adaptive Cointegration Based Model for Forecasting High Frequency Financial Time Series. (2019). Salinas, Luis ; Kristjanpoller, Werner ; Antognini, Jonathan ; Arce, Paola. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9691-7.

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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.
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paper24
1998Endogenous Work Hours and Practice Patterns of Canadian Physicians.(1998) In: Canadian Journal of Economics.
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This paper has another version. Agregated cites: 24
article
1980Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers.
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paper0
1980Two Papers on Linear Models.(1980) In: Working Paper.
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This paper has another version. Agregated cites: 0
paper
1987Calibration as Estimation In: Queen's Institute for Economic Research Discussion Papers.
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paper20
1987Calibration as Estimation.(1987) In: Working Paper.
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This paper has another version. Agregated cites: 20
paper
2006Canadian City Housing Prices and Urban Market Segmentation In: Staff Working Papers.
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paper25
2009Canadian city housing prices and urban market segmentation.(2009) In: Canadian Journal of Economics.
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This paper has another version. Agregated cites: 25
article
2008Empirical Likelihood Block Bootstrapping In: Staff Working Papers.
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paper12
2011Empirical likelihood block bootstrapping.(2011) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 12
article
2010Empirical Likelihood Block Bootstrapping.(2010) In: Discussion Papers.
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This paper has another version. Agregated cites: 12
paper
2008Empirical Likelihood Block Bootstrapping.(2008) In: Working Paper.
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This paper has another version. Agregated cites: 12
paper
1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
[Citation analysis]
article83
1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
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This paper has another version. Agregated cites: 83
paper
1994Testing for Cointegration in Linear Quadratic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article48
1991Testing for Cointegration in Linear Quadratic Models.(1991) In: Working Paper.
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This paper has another version. Agregated cites: 48
paper
2001Testing for Forecast Consensus. In: Journal of Business & Economic Statistics.
[Citation analysis]
article14
1989A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]
article10
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]
article106
1993 Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance.
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article106
1990Accounting for Forward Rates in Markets for Foreign Currency.(1990) In: Working Paper.
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This paper has another version. Agregated cites: 106
paper
1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 106
paper
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article257
1980Wheres My Cheque? A Note on Postal Strikes and the Demand for Money in Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article2
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.
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article5
1985A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article4
1987Testing Interest Rate Parity and Rational Expectations for Canada and the United States. In: Canadian Journal of Economics.
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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 Paper.
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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.
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article2
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
1999Standardized Mortality Ratios and Canadian Health-Care Funding In: Canadian Public Policy.
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article0
1995Business Cycle Theory and Econometrics. In: Economic Journal.
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article10
1995Business Cycle Theory And Econometrics.(1995) In: Working Paper.
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This paper has another version. Agregated cites: 10
paper
1985Formulating Wald Tests of Nonlinear Restrictions. In: Econometrica.
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article85
1996Measuring business cycles with business-cycle models In: Journal of Economic Dynamics and Control.
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article8
1994Measuring Business Cycles with Business-Cycle Models.(1994) In: Working Paper.
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This paper has another version. Agregated cites: 8
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
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]
article5
1996Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics.
[Full Text][Citation analysis]
article1081
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 1081
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: 1081
paper
1996Testing for structural breaks in cointegrated relationships In: Journal of Econometrics.
[Full Text][Citation analysis]
article106
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]
article2
2004The evolution of consensus in macroeconomic forecasting In: International Journal of Forecasting.
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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]
article109
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: 109
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]
article19
1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article140
1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 140
paper
1999Common and country-specific fluctuations in productivity, investment, and the current account In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article67
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: 67
paper
1997Measuring World Business Cycles. In: International Economic Review.
[Citation analysis]
article142
1994Measuring World Business Cycles.(1994) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 142
paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
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article34
1987Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
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]
article10
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]
paper15
1991Testing For Structural Breaks In: Working Paper.
[Full Text][Citation analysis]
paper15
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]
article4
1982Inventories and Price Inflexibility In: UWO Department of Economics Working Papers.
[Full Text][Citation analysis]
paper5
1984The Effects of Religion and Denomination on Earnings and the Returns to Human Capital In: UWO Department of Economics Working Papers.
[Full Text][Citation analysis]
paper0
1985Bootstrapping the Probability Distribution of Peak Electricity Demand In: UWO Department of Economics Working Papers.
[Full Text][Citation analysis]
paper6
1987Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation In: UWO Department of Economics Working Papers.
[Full Text][Citation analysis]
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