Allan W. Gregory : Citation Profile

Queen's University

18

H index

26

i10 index

4010

Citations

RESEARCH PRODUCTION:

47

Articles

58

Papers

RESEARCH ACTIVITY:

   42 years (1980 - 2022). See details.
   Cites by year: 95
   Journals where Allan W. Gregory has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 16 (0.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr130
   Updated: 2026-03-28    RAS profile: 2023-10-31    
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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 (83)

Shahbaz, Muhammad (62)

Meenagh, David (46)

Camarero, Mariam (32)

Tamarit, Cecilio (31)

Le, Vo Phuong Mai (31)

Wickens, Michael (27)

Gabriel, Vasco (24)

Bagnai, Alberto (23)

Carrion-i-Silvestre, Josep (20)

Ou, Zhirong (20)

Cites to:

Phillips, Peter (12)

Perron, Pierre (10)

Hansen, Bruce (10)

Hansen, Lars (9)

Andrews, Donald (9)

Engle, Robert (9)

Ramey, Valerie (8)

Stock, James (8)

pagan, adrian (8)

Angelini, Giovanni (7)

Watson, Mark (7)

Main data

Where Allan W. Gregory has published?

Journals with more than one article published# docs
Canadian Journal of Economics10
Journal of Business & Economic Statistics6
Journal of Econometrics5
Economics Letters3
Journal of Applied Econometrics2
Journal of International Money and Finance2
Canadian Journal of Economics/Revue canadienne d'�conomique2
International Journal of Forecasting2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University26
Queen's Economics Department Working Papers / Queen's University - Department of Economics14
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 (2025 and 2024)

YearTitle of citing document
2025The Impact of Agricultural Sector On Economic Growth: An Empirical Study for Niger. (2025). Abdou, Mahamane Moutari ; Ay, Ahmet. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:376213.

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2053Centralized Clearing for Over-the-Counter Derivatives. (2009). Rausser, Gordon ; Balson, William ; Stevens, Reid. In: CUDARE Working Papers. RePEc:ags:ucbecw:120533.

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2025The Relationship between the Sectoral Structure of Female Employment and Economic Growth and Income Distribution in Türkiye: Empirical Evidence from Fourier-Based Cointegration and Causality Analyses. (2025). Atabey, Asli Zen ; Karaku, Mustafa. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:677-708.

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2024Populist Constitutional Backsliding and Judicial Independence: Evidence from Turkiye. (2024). Spruk, Rok ; Garoupa, Nuno. In: Papers. RePEc:arx:papers:2410.02439.

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2026Time-Aware Synthetic Control. (2026). Abadie, Alberto ; Misra, Vishal ; Narasipura, Samhitha ; Rho, Saeyoung ; Hsu, Daniel ; Illick, Cyrus. In: Papers. RePEc:arx:papers:2601.03099.

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2024Financial Technologies (Fintech) and Financial Development in Nigeria. (2024). Obilikwu, James. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:3111-3123.

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2025AGGREGATE CONSUMPTION FUNCTION BASED ON KEYNES’ ABSOLUTE INCOME HYPOTHESIS: EVIDENCE FROM BANGLADESH. (2025). Ruhan, Sarwar Ahmed ; Hannan, Mohammad Abdul ; Gope, Anna Rani. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:247:p:95-116.

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2024Current account dynamics: A SVAR analysis when the country‐specific shocks are correlated at leads. (2024). Heath, Ellis ; Sobrino, Csar R. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:171-190.

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2024Estimating 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.

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2024Terms‐of‐trade effects of productivity shocks in developing economies. (2024). Tuan, Mustafa ; Zelik, Emre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:4:p:1587-1606.

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2024Nowcasting 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.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Bruns, Martin ; Ltkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2024Relationship 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.

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2025Time-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.

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2024Analysing Financial Market Integration between Stock and Precious Metals Indices. (2024). Manuel, Ureo ; Dias, Rui ; Galvo, Rosa ; Varela, Miguel. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-25.

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2024Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price. (2024). Teixeira, Nuno ; Gonaalves, Sidalina ; Alexandre, Paulo ; Irfan, Mohammad ; Cruz, Sandra ; Galvao, Rosa ; Dias, Rui ; Almeida, Liliana ; Palma, Cristina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-29.

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2024Current account determinants in a globalized world. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Carrin, Josep Llus. In: Working Papers. RePEc:eec:wpaper:2410.

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2024Achieving net-zero emission target in Africa: Are sustainable energy innovations and financialization crucial for environmental sustainability of sub-Saharan African state?. (2024). Onifade, Stephen Taiwo ; Musah, Mohammed ; Ankrah, Isaac ; Amoako, George Kofi ; Gyamfi, Bright Akwasi. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005038.

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2025Farm profits, prices and household behavior. (2025). LaFave, Daniel ; Peet, Evan ; Thomas, Duncan. In: Journal of Development Economics. RePEc:eee:deveco:v:174:y:2025:i:c:s030438782400172x.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2025A CUSUM test for breaks in fractional cointegration. (2025). Sibbertsen, Philipp ; Fitter, Krischan. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004537.

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2025The resilience dynamics of energy ETF accessibility and stock market sentiment in China during the post-pandemic era. (2025). Wen, Jun ; Yin, Hua-Tang ; Chang, Chun-Ping ; He, Yushuang ; Yang, Hongming. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007692.

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2025Who pays for the EU Emission Trading System? The risk of shifting tax burden from firm to final consumer. (2025). Magazzino, Cosimo ; Bergantino, Angela Stefania ; Amaddeo, Elsa. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000635.

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2026From fragmentation to integration: Gas market convergence in Central and Eastern Europe in the aftermath of the EU energy crisis. (2026). Balsalobre-Lorente, Daniel ; Kadebkov, Boena ; Hudk, Milan ; Ermkov, Klra ; Popescu, Irina Alina. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525004112.

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2024Bitcoin 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.

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2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

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2025Government-financed energy R&D and fossil energy consumption: a time-series analysis for the United States. (2025). Herzer, Dierk. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006622.

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2025The cointegration of Polish timber sales channels: Patterns and implications. (2025). Ślepaczuk, Robert ; Budziski, Wiktor ; Giergiczny, Marek ; Wysocki, Maciej. In: Forest Policy and Economics. RePEc:eee:forpol:v:178:y:2025:i:c:s1389934125001455.

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2025Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

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2025Do green finance and health expenditures lessen the ecological footprint to ensure sustainable development?. (2025). Ali, Adnan ; Faisal, Faisal ; Isiksal, Aliya Zhakanova ; Amur, Iman Sulaiman. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:2:s2949753125000207.

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2024Comparative 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.

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2025Populist constitutional backsliding and judicial independence: Evidence from Türkiye. (2025). Spruk, Rok ; Garoupa, Nuno. In: International Review of Law and Economics. RePEc:eee:irlaec:v:84:y:2025:i:c:s0144818825000572.

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2024State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; G. Coulombe, Raphaelle. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001780.

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2024Price linkages in major EU virgin olive oil markets. (2024). Tremma, Ourania ; Theofanous, Pamela. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000094.

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2024Natural 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.

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2025Is sex ratio a valid distribution factor in a collective model?. (2025). Nguyen, Toan ; Hwang, Yujung. In: Labour Economics. RePEc:eee:labeco:v:92:y:2025:i:c:s092753712400143x.

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2024Asymmetric nexus between shadow economy and financial instability: Does institutional quality matter?. (2024). Ramakrishnan, Suresh ; Faisal, Faisal ; Ghazi, Hamid ; Ali, Adnan ; Ur, Sami. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001388.

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2024Does the Eurozone live in a Minskyan world?. (2024). charles, sebastien. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000486.

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2024How 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.

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2024A study on the macroeconomic and financial determinants of telecommunication infrastructure: Evidence from Turkiye. (2024). yilanci, Veli ; Kilci, Esra N. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24001210.

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2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

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2024Food trade policy and food price volatility. (2024). Mamun, Abdullah ; Martin, Will ; Minot, Nicholas. In: IFPRI discussion papers. RePEc:fpr:ifprid:141800.

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2024Asymmetric and Nonlinear Foreign Debt–Inflation Nexus in Brazil: Evidence from NARDL and Markov Regime Switching Approaches. (2024). Sharaf, Mesbah ; Shahen, Abdelhalem ; Binzaid, Badr Abdulaziz. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:1:p:18-:d:1319679.

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2024Evaluating Renewable Energy’s Role in Mitigating CO 2 Emissions: A Case Study of Solar Power in Finland Using the ARDL Approach. (2024). Georgescu, Irina ; Kinnunen, Jani ; Nica, Ionu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4152-:d:1460500.

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2024Co-Movement Among Electricity Consumption, Economic Growth and Financial Development in Portugal, Italy, Greece, and Spain: A Wavelet Analysis. (2024). Magazzino, Cosimo ; Hussain, Syed Kafait ; Giolli, Lorenzo. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:24:p:6338-:d:1545114.

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2024Analysis of the Convergence of Environmental Sustainability and Its Main Determinants: The Case of the Americas (1990–2022). (2024). Gomez, Mario ; Rodriguez, Jose Carlos. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:6819-:d:1452849.

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2024Sustainable 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.

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2025Examining Characteristics and Causes of Juglar Cycles in China, 1981–2024. (2025). Gao, Jie ; Chen, BO. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8724-:d:1760276.

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2025NONLINEAR MONETARY POLICY REACTION FUNCTION AND MACROECONOMIC FUNDAMENTALS IN INDIA. (2025). Adil, Masudul Hasan ; Sharma, Vishal ; Fatima, Sana. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:1b:p:15-34.

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2024DETERMINANTS OF THE PORTUGUESE EXTERNAL IMBALANCES: THE LENS OF POST-KEYNESIAN ECONOMICS. (2024). Barradas, Ricardo ; Alcobia, Joo. In: Working Papers REM. RePEc:ise:remwps:wp03342024.

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2024The Purchasing Power Parity Approach: Theory, Literature, and Evidence from the ADF-Based and KPSS-Based Tests for the Case of Turkiye. (2024). Iftci, Fatih. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:115-157.

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2025Testing the Quantity Theory of Money for the Turkish Economy: Evidence from the Maki Co-integration Test. (2025). Zer, Mustafa. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:75:y:2025:i:1:p:17-28.

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2025A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation. (2025). Yücel, Mustafa ; 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.

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2024Do fluctuations in global crude oil prices have an asymmetric effect on oil product pricing in India?. (2024). Carmel, Stefy ; Deheri, Abdhut. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09599-9.

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2025Macroeconomic drivers of CO2 emissions: a panel estimation for African countries. (2025). Owusu, Samuel. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:3:d:10.1007_s10663-025-09644-4.

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2025Spillover 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.

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2024Are the Responses of Oil Products Prices Asymmetrical to Global Crude Oil Price Shocks? Evidence from India. (2024). Carmel, Stefy ; Deheri, Abdhut. In: Working Papers. RePEc:mad:wpaper:2024-265.

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2024The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Mursitama, Tirta ; Subramaniam, Yogeeswari ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:810-828.

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2025Revisiting the Environmental Kuznets Curve: A New Evidence on the Relationship Between Marine Degradation and Global Economic Activities. (2025). Alvina, Saima Sarwar. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:4:p:1074-1094.

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2025Essays on Modelling Public-Private-Partnerships (PPP) for Indian Emergency Medical Services. (2025). Dr, Senthilkumar Kumar ; Elitzur, Ramy ; Kapoor, Rohit ; Chaudhari, Sanjay C ; Chawan, Vinaysingh J. In: Thesis Commons. RePEc:osf:thesis:5m49e_v1.

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2025Asymmetric 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.

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2025The Energy Demand–Economic Growth Dynamics Theory (ED-EGD Theory): Insights from Ghana (1970 - 2011). (2025). Yeboah, Samuel Asuamah. In: MPRA Paper. RePEc:pra:mprapa:124513.

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2024Financial cycle synchronization in the advanced and systemic middle-income economies: evidence from a dynamic factor model. (2024). Nzimande, Ntokozo ; Magubane, Khwazi ; Nyatanga, Phocenah. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:7:p:301-314.

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2024Fiscal 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.

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2025Domestic Debt and Growth of Credit To the Private Sector in Uganda. (2025). Nsengiyumva, John Bosco ; Musiita, Benjamin ; Kijjambu, Frederick Nsambu. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:17:y:2025:i:3:p:57-73.

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2024The 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.

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2024The Influence of Institutional Quality and Financial Risk on Stock Market Index: An Empirical Study for TurkeyAbstract: This paper aims to analyze the -possible- effects of institutional quality and (financial) risk level on BIST 100, BIST Industrial and BIST Financial Indexes via Carrioni-Silvestre (2009) multiple structural breaks unit root test, Maki (2012) multiple structural breaks co-integration test and Dynamic Ordinary Least Squares (DOLS) methodology. In the research model of the study, institutional structure is proxied by an institutional quality index derived from data related to bureaucratic quality, corruption, democratic accountability, ethnic tension, external conflict, government stability, internal conflict, political risk, law and order, and investment profile obtained from International County Risk Guide (ICRG). High values in institutional quality index represent weak institutional structure while low values represent high institutional structure. The high financial risk ratio represents a strong financial structure. The empirical findings of Maki (2012) test indicate that all indexes except BIST Financial Index and explanatory variables show co-integration relationship in the long term. Long run parameters estimated by DOLS methodology indicate that there exists a long-term negative relationship between institutional quality index and BIST 100 and BIST Industrial Indexes, while a positive relationship between financial risk level and BIST 100 and BIST Industrial Indexes.. (2019). İltaş, Yüksel ; Üçler, Gülbahar ; Uler, Gulbahar. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190306.

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2025Price transmission in the Hungarian pork market. (2025). Bareith, Tibor ; Podruzsik, Szilrd ; Fert, Imre. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:13:y:2025:i:1:d:10.1186_s40100-025-00353-x.

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2025The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate. (2025). Morgan, Jamie ; Nasir, Muhammad Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05172-1.

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2024Money demand stability in India: allowing for an unknown number of breaks. (2024). CHAUBAL, ADITI ; Adil, Masudul Hasan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02584-1.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2025Current account determinants in a globalized world. (2025). Tamarit, Cecilio ; Carrion, Josep Llus ; Camarero, Mariam. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02686-w.

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2024Influence of Military Expenditures, Industrial Growth, and Financial Development on Economic Growth, and Environment in Heterogeneous Political Regimes in Pakistan. (2024). Baig, Tasawar ; Hussain, Jamal ; Muhammad, Faqeer ; Khan, Anwar. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01261-5.

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2025Are 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.

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2024The Sustainability of Portuguese Fiscal Policy in Democracy, 1974–2020. (2024). Portugal Duarte, António ; Ferraz, Ricardo ; Sarmento, Joaquim Miranda. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:3:d:10.1007_s40953-024-00402-0.

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2025Financial development and natural resources: Does information technology moderate for financial resource blessing?. (2025). Isiksal, Aliya Zhakanova ; Ali, Adnan ; Ur, Sami ; Ramakrishnan, Suresh ; Faisal, Faisal. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:3:d:10.1007_s13563-025-00503-z.

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2024Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach. (2024). Trabelsi, Riadh. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00717-3.

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2025Exploring the Nexus Between Financial Deepening and Economic Performance: Evidence from Saudi Arabia. (2025). Alalmai, Somaiyah. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:15:y:2025:i:3:f:15_3_4.

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2024Real Estate Portfolio Diversification by Sectors Using a RAL Approach. (2024). Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J. In: Journal of Real Estate Portfolio Management. RePEc:taf:repmxx:v:30:y:2024:i:2:p:121-136.

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2025Comparing 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.

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2025Research on the Impact of Financial Development and Human Capital on the Sustainable Development Goals in Central and Eastern European Countries (CEECs): Evidence from Econometric Approaches. (2025). Levent, Erda Mehmet ; Gmen, Yacilar Gamze ; Zhal, Arslan. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:25:y:2025:i:1:p:29-47:n:1003.

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2024Measuring physicians response to incentives: Labour supply, multitasking and earnings. (2024). Some, Nibene H ; Shearer, Bruce ; Fortin, Bernard. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:57:y:2024:i:2:p:622-661.

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2025Does institutional quality matter for renewable energy promotion in OECD economies?. (2025). Shafiullah, Muhammad ; Hafeez, Khalid ; Alam, Md Samsul ; Paramati, Sudharshan Reddy ; Rafiq, Shuddhasattwa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:477-492.

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2025Can Modern Monetary Theory fit the post‐Crisis US facts? Evidence from a full DSGE model. (2025). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:983-1006.

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2025Testing the nuclear energy induced environmental Kuznets curve for Bulgaria: An ARDL bounds test with sharp and smooth breaks. (2025). yilanci, Veli ; Syed, Qasim Raza ; Haouas, Ilham. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:1:p:332-346.

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2025The role of air transportation in emissions through energy usage: Evidence from global data. (2025). Katircioglu, Setareh. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:2594-2618.

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2024Advocating green economy in India: The tug of war among income inequality, export diversification, and environmental quality. (2024). Uche, Emmanuel ; Onwe, Joshua Chukwuma ; Ashibogwu, Kingsley Nze ; Uwazie, Iyke Uwazie ; Dhayal, Karambir Singh. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:5:p:4879-4894.

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2024A granular investigation on the stability of money demand. (2024). chen, zhengyang ; Valcarcel, Victor J. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:303477.

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Works by Allan W. Gregory:

YearTitleTypeCited
1997Endogenous Work Hours and Practice Patterns of Canadian Physicians In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper28
1998Endogenous 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
1980Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper0
1980Two Papers on Linear Models.(1980) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1987Calibration as Estimation In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper20
1987Calibration as Estimation.(1987) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1990Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper119
1992Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model.(1992) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		article
1990Realistic 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: 119		paper
1990Accounting for Forward Rates in Markets for Foreign Currency In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper119
1993 Accounting for Forward Rates in Markets for Foreign Currency..(1993) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		article
1990Accounting 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
1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 119		paper
1990The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper4
1991The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility..(1991) In: Canadian Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1990The 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
1991Calibration in Macroeconomics In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper17
1991Calibration in Macroeconomics.(1991) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1991Testing for Structural Breaks In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper20
1991Testing For Structural Breaks.(1991) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1992Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper0
1994Measuring Business Cycles with Business-Cycle Models In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper9
1996Measuring business cycles with business-cycle models.(1996) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
1994Measuring Business Cycles with Business-Cycle Models.(1994) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1994Measuring World Business Cycles In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper159
1997Measuring World Business Cycles..(1997) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 159		article
1994Measuring World Business Cycles.(1994) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
1995Sources of Variation in International Real Interest Rates In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper8
1995Sources of Variation in International Real Interest Rates.(1995) In: Canadian Journal of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 8		article
1995Sources Of Variation In International Real Interest Rates.(1995) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1996Common and Country-specific Fluctuations in Productivity, Investment, and the Current Account In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper83
1999Common and country-specific fluctuations in productivity, investment, and the current account.(1999) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
1996Common 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: 83		paper
1997Standardized Mortality Ratios in Capitation Funding Models: Emiprical Issues from Canadian Data In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper0
1997Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data.(1997) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008Empirical Likelihood Block Bootstrapping In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper14
2008Empirical Likelihood Block Bootstrapping.(2008) In: Staff Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2011Empirical likelihood block bootstrapping.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2010Empirical Likelihood Block Bootstrapping.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2008Empirical Likelihood Block Bootstrapping.(2008) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2001Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper8
2002Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2001Information-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
1995Business Cycle Theory and Econometrics In: Queen's Economics Department Working Papers.
[Full Text][Citation analysis]		paper10
1995Business Cycle Theory and Econometrics..(1995) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
1995Business Cycle Theory And Econometrics.(1995) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2006Canadian City Housing Prices and Urban Market Segmentation In: Staff Working Papers.
[Full Text][Citation analysis]		paper29
2009Canadian city housing prices and urban market segmentation.(2009) In: Canadian Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2009Canadian 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: 29		article
1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
[Citation analysis]		article104
1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 104		paper
1994Testing for Cointegration in Linear Quadratic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article52
1991Testing for Cointegration in Linear Quadratic Models.(1991) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		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]		article12
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]		article124
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1048
1980Wheres My Cheque? A Note on Postal Strikes and the Demand for Money in Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article4
1981Simultaneity and the Demand for Money in Canada: Comments and Extensions. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article2
1983Testing Non-Nested Specifications of Money Demand for Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article5
1985A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article5
1982A 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
1987Testing Interest Rate Parity and Rational Expectations for Canada and the United States. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article6
2000Needs-based health care funding: implications for resource distribution in Ontario In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article3
1999Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2000Needs‐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
1999Standardized Mortality Ratios and Canadian Health-Care Funding In: Canadian Public Policy.
[Full Text][Citation analysis]		article0
1985Formulating Wald Tests of Nonlinear Restrictions. In: Econometrica.
[Full Text][Citation analysis]		article103
1984On 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: 103		paper
1986Wald tests of common factor restrictions In: Economics Letters.
[Full Text][Citation analysis]		article13
1992Sampling variability in Hansen-Jagannathan bounds In: Economics Letters.
[Full Text][Citation analysis]		article8
1981An invariance property of generalized classical linear estimators In: Economics Letters.
[Full Text][Citation analysis]		article1
2012Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Viruses from introduction and emergent sources In: Ecological Modelling.
[Full Text][Citation analysis]		article0
1993The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1996Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics.
[Full Text][Citation analysis]		article1423
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 1423		paper
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1423		paper
1996Testing for structural breaks in cointegrated relationships In: Journal of Econometrics.
[Full Text][Citation analysis]		article134
2008Interpreting Value at Risk (VaR) forecasts In: Economic Systems.
[Full Text][Citation analysis]		article3
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]		article7
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
1984Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article174
1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 174		paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article35
1987Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6
1985An Econometric Model of Canadian Monetary Policy over the 1970s. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article2
2010Estimation and Inference in ARCH Models in the Presence of Outliers In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article11
2022US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM In: Working Paper.
[Full Text][Citation analysis]		paper3
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
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]		article6
1982Inventories and Price Inflexibility In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper7
1984The Effects of Religion and Denomination on Earnings and the Returns to Human Capital In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper0
1985Estimating Equations with Combined Moving Average Error Processes under Rational Expectations In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper0
1985Bootstrapping the Probability Distribution of Peak Electricity Demand In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper7
1987Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper0
1987A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]		paper0

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