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Allan  W. Gregory
Allan W. Gregory
Verified email at econ.queensu.ca
Title
Cited by
Cited by
Year
Residual-based tests for cointegration in models with regime shifts
AW Gregory, BE Hansen
Journal of econometrics 70 (1), 99-126, 1996
32971996
Practitioners corner: tests for cointegration in models with regime and trend shifts
AW Gregory, BE Hansen
Oxford bulletin of Economics and Statistics 58 (3), 555-560, 1996
7441996
Risk premiums in the term structure: Evidence from artificial economies
DK Backus, AW Gregory, SE Zin
Journal of Monetary Economics 24 (3), 371-399, 1989
3671989
Testing for structural breaks in cointegrated relationships
AW Gregory, JM Nason, DG Watt
Journal of econometrics 71 (1-2), 321-341, 1996
3431996
Measuring world business cycles
AW Gregory, AC Head, J Raynauld
International Economic Review, 677-701, 1997
3311997
Theoretical relations between risk premiums and conditional variances
DK Backus, AW Gregory
Journal of Business & Economic Statistics 11 (2), 177-185, 1993
3231993
Accounting for forward rates in markets for foreign currency
DK Backus, AW Gregory, CI Telmer
The Journal of Finance 48 (5), 1887-1908, 1993
3051993
Formulating Wald tests of nonlinear restrictions
AW Gregory, MR Veall
Econometrica: Journal of the Econometric Society, 1465-1468, 1985
3001985
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model
MB Devereux, AW Gregory, GW Smith
Journal of International Money and Finance 11 (1), 3-16, 1992
2011992
Calibration as testing: inference in simulated macroeconomic models
AW Gregory, GW Smith
Journal of Business & Economic Statistics 9 (3), 297-303, 1991
1961991
Common and country-specific fluctuations in productivity, investment, and the current account
AW Gregory, AC Head
Journal of Monetary Economics 44 (3), 423-451, 1999
1661999
Testing for cointegration in linear quadratic models
AW Gregory
Journal of Business & Economic Statistics 12 (3), 347-360, 1994
1621994
25 Statistical aspects of calibration in macroeconomics
AW Gregory, GW Smith
Elsevier 11, 703-719, 1993
1061993
Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis
AW Gregory, TH McCurdy
Journal of International Money and Finance 3 (3), 357-368, 1984
981984
Calibration as estimation
AW Gregory, GW Smith
Econometric Reviews 9 (1), 57-89, 1990
821990
Canadian city housing prices and urban market segmentation
J Allen, R Amano, DP Byrne, AW Gregory
Canadian Journal of Economics/Revue canadienne d'économique 42 (3), 1132-1149, 2009
612009
Mixed signals among tests for cointegration
AW Gregory, AA Haug, N Lomuto
Journal of Applied Econometrics 19 (1), 89-98, 2004
492004
Testing for forecast consensus
AW Gregory, GW Smith, J Yetman
Journal of Business & Economic Statistics 19 (1), 34-43, 2001
482001
Endogenous work hours and practice patterns of Canadian physicians
C Ferrall, AW Gregory, WG Tholl
canadian Journal of economics, 1-27, 1998
481998
A nonparametric test for autoregressive conditional heteroscedasticity: a Markov-chain approach
AW Gregory
Journal of Business & Economic Statistics 7 (1), 107-115, 1989
381989
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