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Information about:
Allan W. Gregory

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Allan Gregory in registering through RePEc. If you are Allan W. Gregory , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Allan
Middle Name: W.
Last Name: Gregory
Suffix:

RePEc Short-ID: pgr130

Email:
Homepage: http://www.econ.queensu.ca/pub/faculty/gregory/
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. h, where author has written h papers that have each been cited at least h times.
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Journal Pages
  15. Number of Journal Pages, Weighted by Simple Impact Factor
This author is featured on the following reading lists or publication compilations:
  1. Queen's Economics Department PhD Graduates

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics. [Downloadable!]
    Other versions:

  2. Allan W. Gregory & Alfred Haug, 1998. "Conflicts Among Tests for Cointegration," Working Papers 973, Queen's University, Department of Economics.

  3. Kelly Bedard & John Dorland & Allan Gregory & Mark Rosenberg, 1997. "Standardized Mortality Ratios in Capitation Funding Models: Empirical Issues from Canadian Data," Working Papers 948, Queen's University, Department of Economics.

  4. Allan W. Gregory & Allen C. Head, 1996. "Common and Country-Specific Fluctuations in Productivity, Investment, and the Current Account," Working Papers 931, Queen's University, Department of Economics.
    Published as:

  5. Allan W. Gregory & David G. Watt, 1995. "Sources of Variation in International Real Interest Rates," Working Papers 923, Queen's University, Department of Economics.

  6. Chris Ferrall & Allan W. Gregory & William G. Tholl, 1995. "Endogenous Work Hours and Practice Patterns of Canadian Physicians," Working Papers 924, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  7. Allan W. Gregory & Allen C. Head & Jacques Reynauld, 1994. "Measuring World Business Cycles," Working Papers 902, Queen's University, Department of Economics.
    Published as:

  8. Allan W. Gregory & Gregor W. Smith, 1994. "Measuring Business Cycles with Business-Cycle Models," Working Papers 901, Queen's University, Department of Economics.
    Published as:

  9. David K. Backus & Allan W. Gregory, 1992. "Theoretical Relations Between Risk Premiums and Conditional Variances," Working Papers 92-18a, New York University, Leonard N. Stern School of Business, Department of Economics.
    Published as:

  10. Gregory, A.W. & Hansen, B.E., 1992. "Residual-Based Tests for Cointegration in Models with Regime Shifts," RCER Working Papers 335, University of Rochester - Center for Economic Research (RCER).
    Other versions:
    Published as:

  11. David K. Backus & Allan W. Gregory & Chris I. Telmer, 1992. "Accounting for Forward Rates in Markets for Foreign Currency," Working Papers 92-18b, New York University, Leonard N. Stern School of Business, Department of Economics.
    Other versions:
    Published as:

  12. Gregory, A.W. & Nason, J.M., 1991. "Testing for Structural Breaks in Cointegrated Relationaships," UBC Departmental Archives 91-31, UBC Department of Economics.
    Other versions:
    Published as:

  13. Allan W. Gregory & Gregor W. Smith, 1991. "Calibration in Macroeconomics," Working Papers 826, Queen's University, Department of Economics.

  14. Allan W. Gregory, 1991. "Testing for Cointegration in Linear Quadratic Models," Working Papers 811, Queen's University, Department of Economics.
    Published as:

  15. Allan W. Gregory & Graham M. Voss, 1990. "The Term Structure of Interest Rates: Departures from Time Separable Expected Utility," Working Papers 794, Queen's University, Department of Economics.
    Published as:

  16. Michael B. Devereux & Allan W. Gregory & Gregor W. Smith, 1990. "Realistic Cross-Country Consumption Correlation in a Two-Country, Equilibrium, Business Cycle Model," Working Papers 774, Queen's University, Department of Economics.
    Published as:

  17. Allan W. Gregory & Gregor W. Smith, 1988. "Calibration as Testing, Type I Error in the Equity Premium Puzzle," Working Papers 725, Queen's University, Department of Economics.

  18. David K. Backus & Allan W. Gregory, 1988. "Risk Premiums in Asset Prices and Returns," Working Papers 727, Queen's University, Department of Economics.
    Published as:

  19. Allan W. Gregory & Gregor W. Smith, 1987. "Calibration as Estimation," Working Papers 700, Queen's University, Department of Economics.
    Published as:

  20. David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986. "Risk Premiums in the Term Structure : Evidence from Artificial Economies," Working Papers 665, Queen's University, Department of Economics.
    Published as:

  21. Allan W. Gregory & Thomas H. McCurdy, 1984. "The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis," Working Papers 566, Queen's University, Department of Economics.

  22. Allan W. Gregory & Thomas H. McCurdy, 1982. "Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data," Working Papers 507, Queen's University, Department of Economics.

  23. Allan W. Gregory, 1980. "An Application of the Box-Cox Transformation to Money Demand in Canada," Working Papers 388, Queen's University, Department of Economics.

  24. Gordon Fisher & Allan W. Gregory & Michael McAleer, 1980. "Two Papers on Linear Models," Working Papers 411, Queen's University, Department of Economics.

  25. Allan W. Gregory & Michael McAleer, 1980. "Exogeneity and Money Demand in a Small Open Economy: The Canadian Case," Working Papers 401, Queen's University, Department of Economics.

  26. Kelly Bedard & John Dorland & Allan W. Gregory & Joanne Roberts, . "Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario," Claremont Colleges Working Papers 1999-18, Claremont Colleges.
    Other versions:
    Published as:

Articles

  1. Gregory, Allan W. & Reeves, Jonathan J., 2008. "Interpreting Value at Risk (VaR) forecasts," Economic Systems, Elsevier, vol. 32(2), pages 167-176, June. [Downloadable!] (restricted)

  2. Allan W. Gregory & Alfred A. Haug & Nicoletta Lomuto, 2004. "Mixed signals among tests for cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 89-98. [Downloadable!]

  3. Gregory, Allan W. & Yetman, James, 2004. "The evolution of consensus in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 20(3), pages 461-473. [Downloadable!] (restricted)

  4. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March. [Downloadable!] (restricted)

  5. Gregory, Allan W & Smith, Gregor W & Yetman, James, 2001. "Testing for Forecast Consensus," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 34-43, January.

  6. Kelly Bedard & John Dorland & Allan W. Gregory & Joanne Roberts, 2000. "Needs-based health care funding: implications for resource distribution in Ontario," Canadian Journal of Economics, Canadian Economics Association, vol. 33(4), pages 981-1008, November. [Downloadable!] (restricted)
    Other versions:

  7. Gregory, Allan W. & Head, Allen C., 1999. "Common and country-specific fluctuations in productivity, investment, and the current account," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 423-451, December. [Downloadable!] (restricted)
    Other versions:

  8. Kelly Bedard & John Dorland & Allan W. Gregory & Mark Rosenberg, 1999. "Standardized Mortality Ratios and Canadian Health-Care Funding," Canadian Public Policy, University of Toronto Press, vol. 25(1), pages 47-64, March. [Downloadable!] (restricted)

  9. Christopher Ferrall & Allan W. Gregory & William Tholl, 1998. "Endogenous Work Hours and Practice Patterns of Canadian Physicians," Canadian Journal of Economics, Canadian Economics Association, vol. 31(1), pages 1-27, February.
    Other versions:

  10. Gregory, Allan W & Head, Allen C & Raynauld, Jacques, 1997. "Measuring World Business Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 677-701, August.
    Other versions:

  11. Gregory, Allan W. & Nason, James M. & Watt, David G., 1996. "Testing for structural breaks in cointegrated relationships," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 321-341. [Downloadable!] (restricted)
    Other versions:

  12. Gregory, Allan W. & Smith, Gregor W., 1996. "Measuring business cycles with business-cycle models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1007-1025. [Downloadable!] (restricted)
    Other versions:

  13. Gregory, Allan W & Hansen, Bruce E, 1996. "Tests for Cointegration in Models with Regime and Trend Shifts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 555-60, August.

  14. Gregory, Allan W. & Hansen, Bruce E., 1996. "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January. [Downloadable!] (restricted)
    Other versions:

  15. Gregory, Allan W & Smith, Gregor W, 1995. "Business Cycle Theory and Econometrics," Economic Journal, Royal Economic Society, vol. 105(433), pages 1597-1608, November. [Downloadable!] (restricted)

  16. Gregory, Allan W, 1994. "Testing for Cointegration in Linear Quadratic Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 347-60, July.
    Other versions:

  17. Backus, David K & Gregory, Allan W, 1993. "Theoretical Relations between Risk Premiums and Conditional Variances," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 177-85, April.
    Other versions:

  18. Gregory, Allan W. & Wirjanto, Tony, 1993. "The effect of sampling error on the time series behavior of consumption data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 267-273. [Downloadable!] (restricted)

  19. Backus, David K & Gregory, Allan W & Telmer, Chris I, 1993. " Accounting for Forward Rates in Markets for Foreign Currency," Journal of Finance, American Finance Association, vol. 48(5), pages 1887-1908, December. [Downloadable!] (restricted)
    Other versions:

  20. Devereux, Michael B. & Gregory, Allan W. & Smith, Gregor W., 1992. "Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model," Journal of International Money and Finance, Elsevier, vol. 11(1), pages 3-16, February. [Downloadable!] (restricted)
    Other versions:

  21. Gregory, Allan W. & Smith, Gregor W., 1992. "Sampling variability in Hansen-Jagannathan bounds," Economics Letters, Elsevier, vol. 38(3), pages 263-267, March. [Downloadable!] (restricted)

  22. Allan W. Gregory & Graham M. Voss, 1991. "The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility," Canadian Journal of Economics, Canadian Economics Association, vol. 24(4), pages 923-39, November. [Downloadable!] (restricted)
    Other versions:

  23. Gregory, Allan W & Smith, Gregor W, 1991. "Calibration as Testing: Inference in Simulated Macroeconomic Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 297-303, July.

  24. Gregory, Allan W & Sampson, Michael J, 1991. "Testing Long-Run Properties of Stationary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 287-95, July.

  25. Allan Gregory & Gregor Smith, 1990. "Calibration as estimation," Econometric Reviews, Taylor and Francis Journals, vol. 9(1), pages 57-89. [Downloadable!] (restricted)
    Other versions:

  26. David Backus & Allan Gregory, 1989. "Risk premiums in asset prices and returns," Econometric Reviews, Taylor and Francis Journals, vol. 8(2), pages 187-195. [Downloadable!] (restricted)
    Other versions:

  27. Gregory, Allan W, 1989. "A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 107-15, January.

  28. Backus, David K. & Gregory, Allan W. & Zin, Stanley E., 1989. "Risk premiums in the term structure : Evidence from artificial economies," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 371-399, November. [Downloadable!] (restricted)
    Other versions:

  29. Gregory, Allan W. & Sampson, Michael, 1987. "Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison," International Journal of Forecasting, Elsevier, vol. 3(1), pages 97-113. [Downloadable!] (restricted)

  30. Allan W. Gregory, 1987. "Testing Interest Rate Parity and Rational Expectations for Canada and the United States," Canadian Journal of Economics, Canadian Economics Association, vol. 20(2), pages 289-305, May. [Downloadable!] (restricted)

  31. Gregory, Allan W & Veall, Michael R, 1987. "Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 61-68, January. [Downloadable!] (restricted)

  32. Gregory, Allan W. & McCurdy, Thomas H., 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," European Economic Review, Elsevier, vol. 30(2), pages 365-381, April. [Downloadable!] (restricted)

  33. Gregory, Allan W. & Veall, Michael R., 1986. "Wald tests of common factor restrictions," Economics Letters, Elsevier, vol. 22(2-3), pages 203-208. [Downloadable!] (restricted)

  34. Allan W. Gregory & Michael R. Veall, 1985. "A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 94-105, February. [Downloadable!] (restricted)

  35. Gregory, Allan W & Veall, Michael R, 1985. "Formulating Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 53(6), pages 1465-68, November. [Downloadable!] (restricted)

  36. Gregory, Allan W & Raynauld, Jacques, 1985. "An Econometric Model of Canadian Monetary Policy over the 1970s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(1), pages 43-58, February. [Downloadable!] (restricted)

  37. Gregory, Allan W. & McCurdy, Thomas H., 1984. "Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 357-368, December. [Downloadable!] (restricted)

  38. Allan W. Gregory & Michael McAleer, 1983. "Testing Non-Nested Specifications of Money Demand for Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 16(4), pages 593-602, November. [Downloadable!] (restricted)

  39. Fisher, Gordon & Gregory, Allan W., 1981. "An invariance property of generalized classical linear estimators," Economics Letters, Elsevier, vol. 7(2), pages 151-157. [Downloadable!] (restricted)

  40. Allan W. Gregory & Michael McAleer, 1981. "Simultaneity and the Demand for Money in Canada: Comments and Extensions," Canadian Journal of Economics, Canadian Economics Association, vol. 14(3), pages 488-96, August. [Downloadable!] (restricted)

  41. Allan W. Gregory & James G. Mackinnon, 1980. "Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 13(4), pages 683-87, November. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-03-08 2008-06-13 Author is listed
  2. NEP-EDU: Education (1) 2004-07-11 Author is listed
  3. NEP-HEA: Health Economics (1) 2004-07-11 Author is listed
  4. NEP-ORE: Operations Research (1) 2008-06-13 Author is listed
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This page was last updated on 2008-7-9.

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