18
H index
26
i10 index
3938
Citations
Allan W. Gregory : Citation Profile
Queen's University | RESEARCH PRODUCTION: 47 Articles 44 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1980 - 2022). 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:
| Cites to:
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Main data
Where Allan W. Gregory has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper / Economics Department, Queen's University | 26 |
| Queen's Institute for Economic Research Discussion Papers / Queen's University - Department of Economics | 3 |
| Staff Working Papers / Bank of Canada | 2 |
Recent works citing Allan W. Gregory (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Estimating the health production function for Pakistan: Do environmental factors matter?. (2024). Khan, Saleem ; Awan, Abdul Majid. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:1:p:216-241. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386. Full description at Econpapers || Download paper |
| 2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108. Full description at Econpapers || Download paper |
| 2024 | Relationship between labor force participation and unemployment in Pakistan. (2024). Amjad, Sadaf ; Said, Rusmawati ; Khan, Muhammad Zaheer. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00801. Full description at Econpapers || Download paper |
| 2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper |
| 2024 | Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price. (2024). Irfan, Mohammad ; Cruz, Sandra ; Galvao, Rosa ; Dias, Rui ; Almeida, Liliana ; Palma, Cristina ; Teixeira, Nuno ; Gonaalves, Sidalina ; Alexandre, Paulo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-29. Full description at Econpapers || Download paper |
| 2024 | Achieving net-zero emission target in Africa: Are sustainable energy innovations and financialization crucial for environmental sustainability of sub-Saharan African state?. (2024). Ankrah, Isaac ; Onifade, Stephen Taiwo ; Musah, Mohammed ; Amoako, George Kofi ; Gyamfi, Bright Akwasi. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005038. Full description at Econpapers || Download paper |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper |
| 2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
| 2024 | Comparative dynamics of housing finance: A cross-country analysis. (2024). Rim, Jongseok. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000763. Full description at Econpapers || Download paper |
| 2024 | Natural resources, renewable energy-environment nexus for Pakistan: A policy perspective. (2024). Lin, Boqiang ; Ullah, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001557. Full description at Econpapers || Download paper |
| 2024 | Does the Eurozone live in a Minskyan world?. (2024). charles, sebastien. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000486. Full description at Econpapers || Download paper |
| 2024 | How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459. Full description at Econpapers || Download paper |
| 2024 | Co-Movement Among Electricity Consumption, Economic Growth and Financial Development in Portugal, Italy, Greece, and Spain: A Wavelet Analysis. (2024). Magazzino, Cosimo ; Giolli, Lorenzo ; Hussain, Syed Kafait. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:24:p:6338-:d:1545114. Full description at Econpapers || Download paper |
| 2024 | Sustainable Development Through Energy Transition: The Role of Natural Resources and Gross Fixed Capital in China. (2024). Kang, YU. In: Sustainability. RePEc:gam:jsusta:v:17:y:2024:i:1:p:83-:d:1553850. Full description at Econpapers || Download paper |
| 2025 | A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation. (2025). GÜNDÜZ, HALİL ; Yucel, Eray M ; Gunduz, Halil Ibrahim ; Emirmahmutoglu, Furkan. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10569-6. Full description at Econpapers || Download paper |
| 2025 | Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3. Full description at Econpapers || Download paper |
| 2024 | The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Subramaniam, Yogeeswari ; Mursitama, Tirta Nugraha ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:810-828. Full description at Econpapers || Download paper |
| 2025 | Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?. (2025). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:123664. Full description at Econpapers || Download paper |
| 2024 | Fiscal Policy and Economic Growth a Cointegration Approach Based on Structural Breaks: Evidence from Algeria. (2024). Djaballah, Mustapha. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:11:y:2024:i:1:p:45-53. Full description at Econpapers || Download paper |
| 2024 | The asymmetric and long-run effect of energy productivity on environmental degradation in the United Kingdom. (2024). Kirikkaleli, Dervis ; Addai, Kwaku ; Sowah, James K. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:5:p:2566-2585. Full description at Econpapers || Download paper |
| 2025 | Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective. (2025). Kuang, Pei ; Zhang, Tongbin ; Tang, LI. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:2:d:10.1007_s00199-024-01597-2. Full description at Econpapers || Download paper |
| 2025 | Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2025-01. Full description at Econpapers || Download paper |
Works by Allan W. Gregory:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | Endogenous Work Hours and Practice Patterns of Canadian Physicians In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| 1998 | Endogenous Work Hours and Practice Patterns of Canadian Physicians.(1998) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 1980 | Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Linear Models.(1980) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1987 | Calibration as Estimation In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 1987 | Calibration as Estimation.(1987) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2006 | Canadian City Housing Prices and Urban Market Segmentation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2009 | Canadian city housing prices and urban market segmentation.(2009) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2009 | Canadian city housing prices and urban market segmentation.(2009) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2008 | Empirical Likelihood Block Bootstrapping In: Staff Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Empirical likelihood block bootstrapping.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2010 | Empirical Likelihood Block Bootstrapping.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2008 | Empirical Likelihood Block Bootstrapping.(2008) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1993 | Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 104 |
| 1992 | Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 1994 | Testing for Cointegration in Linear Quadratic Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 51 |
| 1991 | Testing for Cointegration in Linear Quadratic Models.(1991) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2001 | Testing for Forecast Consensus. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 14 |
| 1989 | A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 12 |
| 1991 | Testing Long-Run Properties of Stationary Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 1991 | Calibration as Testing: Inference in Simulated Macroeconomic Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 121 |
| 1993 | Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance. [Full Text][Citation analysis] | article | 119 |
| 1990 | Accounting for Forward Rates in Markets for Foreign Currency.(1990) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 1992 | Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 1996 | Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1038 |
| 1980 | Wheres My Cheque? A Note on Postal Strikes and the Demand for Money in Canada. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 1981 | Simultaneity and the Demand for Money in Canada: Comments and Extensions. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 1983 | Testing Non-Nested Specifications of Money Demand for Canada. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 1985 | A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
| 1982 | A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model.(1982) In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1987 | Testing Interest Rate Parity and Rational Expectations for Canada and the United States. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 6 |
| 1991 | The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 1990 | The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility.(1990) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1995 | Sources of Variation in International Real Interest Rates In: Canadian Journal of Economics. [Citation analysis] | article | 7 |
| 1995 | Sources Of Variation In International Real Interest Rates.(1995) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2000 | Needs-based health care funding: implications for resource distribution in Ontario In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2000 | Needs‐based health care funding: implications for resource distribution in Ontario.(2000) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 1999 | Standardized Mortality Ratios and Canadian Health-Care Funding In: Canadian Public Policy. [Full Text][Citation analysis] | article | 0 |
| 1995 | Business Cycle Theory and Econometrics. In: Economic Journal. [Full Text][Citation analysis] | article | 10 |
| 1995 | Business Cycle Theory And Econometrics.(1995) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1985 | Formulating Wald Tests of Nonlinear Restrictions. In: Econometrica. [Full Text][Citation analysis] | article | 100 |
| 1984 | On Formulating Wald Tests of Nonlinear Restrictions.(1984) In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
| 1996 | Measuring business cycles with business-cycle models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 1994 | Measuring Business Cycles with Business-Cycle Models.(1994) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1986 | Wald tests of common factor restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 1992 | Sampling variability in Hansen-Jagannathan bounds In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 1981 | An invariance property of generalized classical linear estimators In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Using 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 Viruses from introduction and emergent sources In: Ecological Modelling. [Full Text][Citation analysis] | article | 0 |
| 2002 | Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2001 | Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence.(2001) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1993 | The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1996 | Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1380 |
| 1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 1380 | paper | |
| 1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1380 | paper | |
| 1996 | Testing for structural breaks in cointegrated relationships In: Journal of Econometrics. [Full Text][Citation analysis] | article | 133 |
| 2008 | Interpreting Value at Risk (VaR) forecasts In: Economic Systems. [Full Text][Citation analysis] | article | 3 |
| 1986 | The 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] | article | 5 |
| 2004 | The evolution of consensus in macroeconomic forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 1987 | Testing 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] | article | 0 |
| 1992 | Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 118 |
| 1990 | Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model.(1990) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
| 1984 | Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
| 1989 | Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 172 |
| 1986 | Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
| 1999 | Common and country-specific fluctuations in productivity, investment, and the current account In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 82 |
| 1996 | Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account.(1996) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 1997 | Measuring World Business Cycles. In: International Economic Review. [Citation analysis] | article | 157 |
| 1994 | Measuring World Business Cycles.(1994) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
| 2004 | Mixed signals among tests for cointegration In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 35 |
| 1987 | Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1985 | An Econometric Model of Canadian Monetary Policy over the 1970s. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 2 |
| 2010 | Estimation and Inference in ARCH Models in the Presence of Outliers In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2022 | US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 1980 | An Application of the Box-Cox Transformation to Money Demand in Canada In: Working Paper. [Citation analysis] | paper | 0 |
| 1980 | Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Paper. [Citation analysis] | paper | 0 |
| 1982 | Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data In: Working Paper. [Citation analysis] | paper | 0 |
| 1984 | The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis In: Working Paper. [Citation analysis] | paper | 0 |
| 1988 | Calibration as Testing, Type I Error in the Equity Premium Puzzle In: Working Paper. [Citation analysis] | paper | 2 |
| 1988 | Risk Premiums in Asset Prices and Returns In: Working Paper. [Citation analysis] | paper | 0 |
| 1991 | Calibration in Macroeconomics In: Working Paper. [Full Text][Citation analysis] | paper | 17 |
| 1991 | Testing For Structural Breaks In: Working Paper. [Full Text][Citation analysis] | paper | 19 |
| 1997 | Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Conflicts Among Tests For Cointegration In: Working Paper. [Citation analysis] | paper | 1 |
| 2014 | Testing 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] | article | 6 |
| 1982 | Inventories and Price Inflexibility In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 7 |
| 1984 | The 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] | paper | 0 |
| 1985 | Estimating Equations with Combined Moving Average Error Processes under Rational Expectations In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Bootstrapping the Probability Distribution of Peak Electricity Demand In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 7 |
| 1987 | Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 0 |
| 1987 | A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 0 |
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