18
H index
26
i10 index
3900
Citations
Queen's University | 18 H index 26 i10 index 3900 Citations RESEARCH PRODUCTION: 45 Articles 44 Papers RESEARCH ACTIVITY: 42 years (1980 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgr130 |
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: |
Working Papers Series with more than one paper published | # docs |
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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 |
Year | Title of citing document |
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2023 | The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164. Full description at Econpapers || Download paper |
2023 | Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization. (2023). Yamasaki, Masaya ; Kashimata, Tomoya ; Nakayama, Jun ; Hidaka, Ryo ; Tatsumura, Kosuke. In: Papers. RePEc:arx:papers:2307.06339. Full description at Econpapers || Download paper |
2023 | Interim monitoring in sequential multiple assignment randomized trials. (2023). Wahed, Abdus S ; Wang, Junyao ; Wu, Liwen. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:368-380. Full description at Econpapers || Download paper |
2023 | The nexus between health expenditure, life expectancy, and economic growth: ARDL model analysis for Kenya. (2023). Alwago, Wycliffe Obwori. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:1064-1085. Full description at Econpapers || Download paper |
2023 | On the determination of the real exchange rate in free markets: do consumer risk-pooling and uncovered interest parity differ and fit?. (2023). Minford, A. Patrick ; Zhu, Zheyi ; Ou, Zhirong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/2. Full description at Econpapers || Download paper |
2023 | Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2. 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 |
2023 | Fossil Fuel Energy Consumption, Economic Growth, Urbanization, and Carbon Dioxide Emissions in Kenya. (2023). Bagire, Vincent ; Mutenyo, John ; Watundu, Susan ; Otim, Jacob. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-50. Full description at Econpapers || Download paper |
2023 | The Effect of World Oil Price on Türkiye’s Exchange Rate. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-32. 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 |
2023 | Exploring the distribution of organic farming: Findings from certified rice in Taiwan. (2023). Cheng, Chia-Yi ; Lu, Chen-Fu. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001787. Full description at Econpapers || Download paper |
2023 | Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933. Full description at Econpapers || Download paper |
2023 | Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393. Full description at Econpapers || Download paper |
2023 | A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160. Full description at Econpapers || Download paper |
2023 | The nexus between electricity consumption, carbon dioxide emissions, and economic growth in Sudan (1971–2019). (2023). Su, Bin ; Zhang, Guoxing ; Eldowma, Ibrahim Ahmed. In: Energy Policy. RePEc:eee:enepol:v:176:y:2023:i:c:s0301421523000952. Full description at Econpapers || Download paper |
2023 | Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890. 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 |
2023 | Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220. Full description at Econpapers || Download paper |
2023 | Chronological changes of government sectors’ fiscal policies and fiscal sustainability in Japan. (2023). Yoshida, Motonori. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s092214252300004x. Full description at Econpapers || Download paper |
2023 | Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26. Full description at Econpapers || Download paper |
2023 | A review of the literature on LNG: Hubs development, market integration, and price discovery. (2023). Lee, Thomas ; Simkins, Betty ; Popova, Ivilina ; Hupka, Yuri. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000399. Full description at Econpapers || Download paper |
2023 | Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216. 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 |
2023 | Does the change of agricultural zoning policy achieve farmland protection in Taiwan?. (2023). Cheng, Chia-Yi ; Lu, Chen-Fu. In: Land Use Policy. RePEc:eee:lauspo:v:126:y:2023:i:c:s0264837722005452. Full description at Econpapers || Download paper |
2023 | Market-dependent preferences, positive and negative network effects and welfare. (2023). Badra, Yassine ; Gaumont, Damien ; Kamburova, Detelina. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:123:y:2023:i:c:p:143-154. Full description at Econpapers || Download paper |
2023 | Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach. (2023). Kirikkaleli, Dervis ; Chen, Fuzhong ; Khan, Zeeshan ; Ma, Qiang ; Siqun, Yang ; Murshed, Muntasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:266-274. Full description at Econpapers || Download paper |
2023 | Volatility feedback effect and risk-return tradeoff. (2023). Nam, Kiseok ; Marks, Joseph M ; Chelikani, Surya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:49-65. Full description at Econpapers || Download paper |
2023 | Environmental feasibility of a gradual shift from fossil fuels to renewable energy in India: Evidence from multiple structural breaks cointegration. (2023). Asif, Mohammad ; Dar, Javaid. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:589-601. Full description at Econpapers || Download paper |
2023 | Assessing consensus on nexus between natural gas consumption and economic growth. (2023). Olafuyi, Saburi G ; Okoro, Emeka E. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005324. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. 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 |
2023 | The augmented and integrative model of economic growth: Theoretical and empirical evidence from USA. (2023). Guillen, Felix Puime ; Espinosa, Henrique Viana ; Santos, Helena M ; Moutinho, Victor. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:89:y:2023:i:c:s0038012123001854. Full description at Econpapers || Download paper |
2023 | What motivates Chinese multinational firms to invest in Asia? Poor institutions versus rich infrastructures of a host country. (2023). Gangopadhyay, Partha ; Chen, Kairan ; Singh, Baljeet. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000082. Full description at Econpapers || Download paper |
2023 | Evidence of supply security and sustainability challenges in Nigerias power sector. (2023). Magazzino, Cosimo ; Drago, Carlo ; Schneider, Nicolas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119355. Full description at Econpapers || Download paper |
2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper |
2023 | Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?. (2023). Heliodoro, Paula ; Alexandre, Paulo ; Teixeira, Nuno ; Chambino, Mariana ; Dias, Rui Manuel. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7197-:d:1264726. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?. (2023). Lantz, Frederic ; Patrice, Guillotreau ; Maury, Olivier ; Rault, Jonathan ; Nadzon, Lesya. In: Post-Print. RePEc:hal:journl:hal-03948692. Full description at Econpapers || Download paper |
2023 | Determinants of Food Prices in Türkiye: Fourier Engle-Granger Cointegration Test. (2023). Kirca, Mustafa ; Canbay, Serif ; Inal, Veysel. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:133-156. Full description at Econpapers || Download paper |
2023 | Graphical Causality Test Approach to the Relationship Between Economic Growth, Energy Consumption, Foreign Trade Balance and Financial Development. (2023). Yilanci, Veli ; Gov, Abdullah. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:203-230. Full description at Econpapers || Download paper |
2023 | The Relationship Imports and Exports in Free Zones Have with Turkiye Foreign Trade and Employment: The Fourier Autoregressive Distributive Lag (ADL) Hidden Cointegration Test. (2023). Gokce, Esra Canpolat ; Toktas, Demet ; Ates, Gizem. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:385-418. Full description at Econpapers || Download paper |
2023 | On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection. (2023). Ferretti, Stefano. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10288-w. Full description at Econpapers || Download paper |
2023 | Immigration and GDP nexus: is the association asymmetric?. (2023). Khan, Saleheen ; Kisswani, Khalid M. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09420-5. Full description at Econpapers || Download paper |
2023 | Does an asymmetric nexus exist between exports and economic growth in Pakistan? Recent evidence from a nonlinear ARDL approach. (2023). Cheema, Ahmed Raza ; Sial, Maqbool H ; Saleem, Adeel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09426-z. Full description at Econpapers || Download paper |
2023 | Does political risk undermine environment and economic development in Pakistan? Empirical evidence from China–Pakistan economic corridor. (2023). Ashraf, Junaid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09434-z. Full description at Econpapers || Download paper |
2023 | Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure. (). Wang, Chien-Chiang. In: Review of Economic Dynamics. RePEc:red:issued:19-500. Full description at Econpapers || Download paper |
2023 | Do Remittances Promote Labor Productivity in Mexico? A DOLS and FMOLS Analysis, 1970-2017. (2023). Ramirez, Miguel. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:10:y:2023:i:1:p:115-131. Full description at Econpapers || Download paper |
2023 | Assessing the Long-Run Sustainability of Public Debt and Fiscal Deficit in India. (2023). Nag, Ajit ; Deheri, Abdhut. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:3:p:313-329. Full description at Econpapers || Download paper |
2023 | The Influence of Institutional Quality and Financial Risk on Stock Market Index: An Empirical Study for Turkey. (2019). Uler, Gulbahar ; Lta, Yuksel . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190306. Full description at Econpapers || Download paper |
2023 | The impact of financial development on renewable energy consumption: new insights from Ghana. (2023). Prempeh, Kwadwo Boateng. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00183-7. Full description at Econpapers || Download paper |
2023 | Smooth transition regression model relating inflation to economic growth in Tunisia. (2023). Kalai, Maha ; Becha, Hamdi ; Helali, Kamel. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00308-9. Full description at Econpapers || Download paper |
2023 | Economic Growth and Scientific Knowledge as Determinants of Innovation Uptake in a Situation of Uncertainty About Environmental or Health Risk. (2023). Boucard, Pierre ; Auplat, Claire ; Ostapchuk, Mariia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00973-4. Full description at Econpapers || Download paper |
2023 | Bauxite mining and economic growth in Guinea over the period 1986–2020: empirical evidence from ARDL and NARDL approaches. (2023). Camara, Mamoudou. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00356-w. Full description at Econpapers || Download paper |
2023 | The regime switching evidence of financial-economic-political risk in Turkey. (2023). Kirikkaleli, Dervis ; Alola, Andrew Adewale. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01529-z. Full description at Econpapers || Download paper |
2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
2023 | Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?. (2023). Lantz, Frederic ; Guillotreau, Patrice ; Maury, Olivier ; Rault, Jonathan ; Nadzon, Lesya. In: Marine Resource Economics. RePEc:ucp:mresec:doi:10.1086/722490. Full description at Econpapers || Download paper |
2023 | Testing the Validity of Okun’s Law in Algeria: Is there a difference between Maki’s Cointegration and Quantile’s Regression Results?. (2023). Ayad, Hicham ; Driouche, Dahmani Mohamed ; Manel, Attouchi ; Hicham, Ayad ; Moussa, Chenini. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:1:p:42-63:n:5. Full description at Econpapers || Download paper |
2023 | Impact of intellectual capital efficiency on financial stability in banks: Insights from an emerging economy. (2023). Ullah, Saif ; Zaman, Mubasher ; Qian, Ningyu ; Pinglu, Chen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1858-1871. Full description at Econpapers || Download paper |
2023 | Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?. (2023). Shahbaz, Muhammad ; Balcilar, Mehmet ; Akadiri, Seyi ; Mahalik, Mantu Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1939-1964. Full description at Econpapers || Download paper |
2023 | Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449. Full description at Econpapers || Download paper |
2023 | The demand for money at the zero interest rate bound. (2023). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:968-976. Full description at Econpapers || Download paper |
2023 | Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework. (2023). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:530-542. Full description at Econpapers || Download paper |
2023 | The role of affluence, urbanization, and human capital for sustainable forest management in China: Robust findings from a new method of Fourier cointegration. (2023). Andreoni, Valeria ; Zhang, Yaoqi ; Ulucak, Recep ; Yilanci, Veli. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:812-824. Full description at Econpapers || Download paper |
2023 | Environmental sustainability in South Africa: Understanding the criticality of economic policy uncertainty, fiscal decentralization, and green innovation. (2023). Muchapondwa, Edwin ; Udeagha, Maxwell Chukwudi. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1638-1651. Full description at Econpapers || Download paper |
2023 | Are futures markets functioning well for agricultural perishables? Evidence from Chinas apple futures market. (2023). Ren, Yanjun ; Glauben, Thomas ; Loy, Jens-Peter ; Mao, Qianqian. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:283070. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 15 |
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 | 120 |
1993 | Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance. [Full Text][Citation analysis] | article | 118 |
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: 118 | paper | |
1992 | Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
1996 | Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1036 |
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 | 3 |
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 | |
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 |
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 | 1354 |
1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 1354 | 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: 1354 | paper | |
1996 | Testing for structural breaks in cointegrated relationships In: Journal of Econometrics. [Full Text][Citation analysis] | article | 132 |
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 | 170 |
1986 | Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 170 | paper | |
1999 | Common and country-specific fluctuations in productivity, investment, and the current account In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 80 |
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: 80 | paper | |
1997 | Measuring World Business Cycles. In: International Economic Review. [Citation analysis] | article | 155 |
1994 | Measuring World Business Cycles.(1994) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 155 | 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 | 0 |
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 | 8 |
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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