Allan W. Gregory : Citation Profile

Are you Allan W. Gregory?

Queen's University

18

H index

26

i10 index

3902

Citations

RESEARCH PRODUCTION:

45

Articles

44

Papers

RESEARCH ACTIVITY:

   42 years (1980 - 2022). See details.
   Cites by year: 92
   Journals where Allan W. Gregory has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 14 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr130
   Updated: 2024-12-03    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 (82)

Shahbaz, Muhammad (62)

Meenagh, David (46)

Le, Vo Phuong Mai (31)

Camarero, Mariam (29)

Tamarit, Cecilio (29)

Wickens, Michael (27)

Gabriel, Vasco (24)

Bagnai, Alberto (23)

Otrok, Christopher (20)

lucey, brian (19)

Cites to:

Engle, Robert (12)

Phillips, Peter (12)

Watson, Mark (12)

Andrews, Donald (11)

Perron, Pierre (11)

Hansen, Lars (10)

Hansen, Bruce (10)

Stock, James (10)

Ramey, Valerie (8)

Angelini, Giovanni (7)

pagan, adrian (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
International Journal of Forecasting2
Journal of Monetary Economics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University26
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 (2024 and 2023)

YearTitle of citing document
2023The 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.

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2023Real-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.

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2023Interim 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.

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2023The 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.

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2023On 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.

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2023Per 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.

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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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2023Fossil 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.

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2023The 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.

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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). 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.

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2024Risks 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.

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2024Volatility 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.

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2023Exploring 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.

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2023Large 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.

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2023Assignats 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.

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2023A 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.

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2023The 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.

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2023Policies 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.

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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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2023Factor 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.

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2023Chronological 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.

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2023Origins 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.

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2023A 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.

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2023Cointegration 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.

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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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2023Does 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.

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2023Market-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.

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2023Revisiting 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.

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2023Volatility 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.

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2023Environmental 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.

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2023Assessing 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.

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2023Foreign 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.

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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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2023The 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.

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2023What 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.

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2023Evidence 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.

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2023Nominal 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.

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2023Balancing 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.

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2023.

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2023Price 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.

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2023Determinants 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.

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2023Graphical 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.

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2023The 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.

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2023On 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.

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2023Immigration 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.

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2023Does 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.

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2023Does 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.

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2023Asset 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.

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2023Do 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.

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2023Assessing 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.

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2023The 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.

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2023The 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.

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2023Smooth 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.

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2023Economic 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.

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2023Bauxite 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.

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2023The 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.

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2023Crisis 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.

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2023Price 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.

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2023Testing 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.

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2023Impact 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.

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2023Is 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.

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2024Financial development and business cycle volatility nexus in the UAE: Evidence from non?linear regime?shift and asymmetric tests. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Fakih, Ali ; Abosedra, Salah. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2729-2741.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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2023The 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.

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2023Evaluation 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.

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2023The 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.

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2023Environmental 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.

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2023Are 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.

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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.
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This paper has nother version. Agregated cites: 28		article
1980Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers.
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1980Two Papers on Linear Models.(1980) In: Working Paper.
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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.
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This paper has nother version. Agregated cites: 20		paper
2006Canadian City Housing Prices and Urban Market Segmentation In: Staff Working Papers.
[Full Text][Citation analysis]		paper30
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: 30		article
2009Canadian city housing prices and urban market segmentation.(2009) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 30		article
2008Empirical Likelihood Block Bootstrapping In: Staff Working Papers.
[Full Text][Citation analysis]		paper14
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
1993Theoretical Relations between Risk Premiums and Conditional Variances. In: Journal of Business & Economic Statistics.
[Citation analysis]		article105
1992Theoretical Relations Between Risk Premiums and Conditional Variances.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 105		paper
1994Testing for Cointegration in Linear Quadratic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article51
1991Testing for Cointegration in Linear Quadratic Models.(1991) In: Working Paper.
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This paper has nother version. Agregated cites: 51		paper
2001Testing for Forecast Consensus. In: Journal of Business & Economic Statistics.
[Citation analysis]		article15
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]		article120
1993 Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance.
[Full Text][Citation analysis]		article118
1990Accounting 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
1992Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 118		paper
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1036
1980Wheres My Cheque? A Note on Postal Strikes and the Demand for Money in Canada. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article3
1981Simultaneity and the Demand for Money in Canada: Comments and Extensions. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article2
1983Testing Non-Nested Specifications of Money Demand for Canada. In: Canadian Journal of Economics.
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1985A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model. In: Canadian Journal of Economics.
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1982A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model.(1982) In: University of Western Ontario, Departmental Research Report Series.
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1987Testing Interest Rate Parity and Rational Expectations for Canada and the United States. In: Canadian Journal of Economics.
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1991The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility. In: Canadian Journal of Economics.
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1990The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility.(1990) In: Working Paper.
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1995Sources of Variation in International Real Interest Rates In: Canadian Journal of Economics.
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1995Sources Of Variation In International Real Interest Rates.(1995) In: Working Paper.
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2000Needs-based health care funding: implications for resource distribution in Ontario In: Canadian Journal of Economics.
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1999Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario.(1999) In: Working Papers.
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1999Standardized Mortality Ratios and Canadian Health-Care Funding In: Canadian Public Policy.
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1995Business Cycle Theory and Econometrics. In: Economic Journal.
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1995Business Cycle Theory And Econometrics.(1995) In: Working Paper.
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1985Formulating Wald Tests of Nonlinear Restrictions. In: Econometrica.
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1984On Formulating Wald Tests of Nonlinear Restrictions.(1984) In: University of Western Ontario, Departmental Research Report Series.
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1996Measuring business cycles with business-cycle models In: Journal of Economic Dynamics and Control.
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1994Measuring Business Cycles with Business-Cycle Models.(1994) In: Working Paper.
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1986Wald tests of common factor restrictions In: Economics Letters.
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1992Sampling variability in Hansen-Jagannathan bounds In: Economics Letters.
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1981An invariance property of generalized classical linear estimators In: Economics Letters.
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2002Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence In: Journal of Econometrics.
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2001Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence.(2001) In: Working Paper.
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1993The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics.
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1996Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics.
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1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper.
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This paper has nother version. Agregated cites: 1356		paper
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers.
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This paper has nother version. Agregated cites: 1356		paper
1996Testing for structural breaks in cointegrated relationships In: Journal of Econometrics.
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2008Interpreting Value at Risk (VaR) forecasts In: Economic Systems.
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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.
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2004The evolution of consensus in macroeconomic forecasting In: International Journal of Forecasting.
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1987Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison In: International Journal of Forecasting.
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1992Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model In: Journal of International Money and Finance.
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1990Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model.(1990) In: Working Paper.
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1984Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis In: Journal of International Money and Finance.
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1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
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1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Paper.
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1999Common and country-specific fluctuations in productivity, investment, and the current account In: Journal of Monetary Economics.
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1996Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account.(1996) In: Working Paper.
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1997Measuring World Business Cycles. In: International Economic Review.
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1994Measuring World Business Cycles.(1994) In: Working Paper.
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2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
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1987Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis. In: Journal of Applied Econometrics.
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1985An Econometric Model of Canadian Monetary Policy over the 1970s. In: Journal of Money, Credit and Banking.
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2010Estimation and Inference in ARCH Models in the Presence of Outliers In: Journal of Financial Econometrics.
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2022US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM In: Working Paper.
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1980An Application of the Box-Cox Transformation to Money Demand in Canada In: Working Paper.
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1980Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Paper.
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1982Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data In: Working Paper.
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1984The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis In: Working Paper.
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1988Calibration as Testing, Type I Error in the Equity Premium Puzzle In: Working Paper.
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1988Risk Premiums in Asset Prices and Returns In: Working Paper.
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1991Calibration in Macroeconomics In: Working Paper.
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1991Testing For Structural Breaks In: Working Paper.
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1997Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data In: Working Paper.
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1998Conflicts Among Tests For Cointegration In: Working Paper.
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2014Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics In: Applied Financial Economics.
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1982Inventories and Price Inflexibility In: University of Western Ontario, Departmental Research Report Series.
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1984The Effects of Religion and Denomination on Earnings and the Returns to Human Capital In: University of Western Ontario, Departmental Research Report Series.
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1985Estimating Equations with Combined Moving Average Error Processes under Rational Expectations In: University of Western Ontario, Departmental Research Report Series.
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1985Bootstrapping the Probability Distribution of Peak Electricity Demand In: University of Western Ontario, Departmental Research Report Series.
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1987Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation In: University of Western Ontario, Departmental Research Report Series.
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1987A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach In: University of Western Ontario, Departmental Research Report Series.
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