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Gregor W. Smith

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Personal Details

First Name: Gregor
Middle Name: W.
Last Name: Smith
Suffix:

RePEc Short-ID: psm60

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.queensu.ca/smith
Postal Address:
Phone:

Affiliation

Economics Department
Queen's University
Location: Kingston, Canada
Homepage: http://qed.econ.queensu.ca/
Email:
Phone: (613) 533-2250
Fax: (613) 533-6668
Postal: Kingston, Ontario, K7L 3N6
Handle: RePEc:edi:qedquca (more details at EDIRC)

Works

as in new window

Working papers

  1. Nicolas-Guillaume Martineau & Gregor W. Smith, 2012. "Identifying Fiscal Policy (In)effectiveness from the Differential Adoption of Keynesianism in the Interwar Period," Working Papers 1290, Queen's University, Department of Economics.
  2. Michael B. Devereux & Gregor W. Smith & James Yetman, 2009. "Consumption and Real Exchange Rates in Professional Forecasts," Working Papers 1195, Queen's University, Department of Economics.
  3. Gregor W. Smith, 2008. "US Inflation Dynamics 1981-2007: 13,193 Quarterly Observations," Working Papers 1155, Queen's University, Department of Economics.
  4. James M. Nason & Gregor W. Smith, 2007. "Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence," Working Papers 1140, Queen's University, Department of Economics.
  5. Gregor W. Smith & James Yetman, 2007. "The Curse of Irving Fisher (Professional Forecasters' Version)," Working Papers 1144, Queen's University, Department of Economics.
  6. Gregor W. Smith, 2007. "Pooling Forecasts in Linear Rational Expectations Models," Working Papers 1129, Queen's University, Department of Economics.
  7. Gregor Smith, 2006. "Japan's Phillips Curve Looks Like Japan," Working Papers 1083, Queen's University, Department of Economics.
  8. Gregor W. Smith, 2006. "The Spectre of Deflation: A Review of Empirical Evidence," Working Papers 1086, Queen's University, Department of Economics.
  9. James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta.
  10. Michael B. Devereux & Gregor W. Smith, 2005. "Transfer Problem Dynamics: Macroeconomics of the Franco-Prussian War Indemnity," Working Papers 1025, Queen's University, Department of Economics.
  11. Allen C. Head & Todd D. Mattina & Gregor W. Smith, 2004. "Real Exchange Rates, Preferences, and Incomplete Markets: Evidence, 1961-2001," Working Papers 1246, Queen's University, Department of Economics.
  12. Allen C. Head & Gregor W. Smith, 2002. "The CCAPM Meets Euro-Interest Rate Persistence, 1960-2000," Working Papers 1250, Queen's University, Department of Economics.
  13. Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Working Papers 1249, Queen's University, Department of Economics.
  14. Marc-Andre Letendre & Gregor Smith, 2000. "Precautionary saving and portfolio allocation: DP by GMM," Working Papers 1247, Queen's University, Department of Economics.
  15. Adam Klug & Gregor W. Smith, 1999. "Suez and Sterling, 1956," Working Papers 1256, Queen's University, Department of Economics.
  16. Gregor W. Smith & Stanley E. Zin, 1997. "Real Business Cycle Realizations," Working Papers 1253, Queen's University, Department of Economics.
  17. Gregor W. Smith & R. Todd Smith, 1996. "Greenback-Gold Returns and Expectations of Resumption, 1862-1879," Working Papers 1255, Queen's University, Department of Economics.
  18. Gregor W. Smith, 1995. "Exchange-Rate Discounting," Working Papers 1248, Queen's University, Department of Economics.
  19. Allan W. Gregory & Gregor W. Smith, 1995. "Business Cycle Theory and Econometrics," Working Papers 1254, Queen's University, Department of Economics.
  20. Gregor W. Smith, 1994. "Reading a Target Zone in Keynes's Indian Currency and Finance," Working Papers 1251, Queen's University, Department of Economics.
  21. Allan W. Gregory & Gregor W. Smith, 1994. "Measuring Business Cycles with Business-Cycle Models," Working Papers 901, Queen's University, Department of Economics.
  22. David K. Backus & Gregor W. Smith, 1993. "Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods," Working Papers 1252, Queen's University, Department of Economics.
  23. David K. Backus & Gregor W. Smith, 1992. "Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods," Working Papers 92-7, New York University, Leonard N. Stern School of Business, Department of Economics.
  24. Allan W. Gregory & Gregor W. Smith, 1991. "Calibration in Macroeconomics," Working Papers 826, Queen's University, Department of Economics.
  25. Michael B. Devereux & Gregor W. Smith, 1991. "International Risk Sharing and Economic Growth," Working Papers 829, Queen's University, Department of Economics.
  26. Rudin, J.R. & Smith, G.W., 1991. "Deficit Sustainability: A Simple Test," UBC Departmental Archives 91-25, UBC Department of Economics.
  27. Michael B. Devereux & Allan W. Gregory & Gregor W. Smith, 1990. "Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model," Working Papers 774, Queen's University, Department of Economics.
  28. Gregogy, A.W. & Pagan, A.R. & Smith, G.W., 1990. "Estimating Linear Quadratic Models With Integrated Processes," RCER Working Papers 247, University of Rochester - Center for Economic Research (RCER).
  29. 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.
  30. Richard Guay & Ross D. Milbourne & Glenn Otto & Gregor W. Smith, 1988. "Estimates of Canadian GDP, Monthly, 1962 to 1985," Working Papers 737, Queen's University, Department of Economics.
  31. Gregor W. Smith & R. Todd Smith, 1988. "Stochastic Process Switching and the Return to Gold, 1925," Working Papers 723, Queen's University, Department of Economics.
  32. Ross Milbourne & Gregor W. Smith, 1988. "How Informative are Preliminary Announcements of the Money Stock in Canada?," Working Papers 716, Queen's University, Department of Economics.
  33. Allan W. Gregory & Gregor W. Smith, 1987. "Calibration as Estimation," Working Papers 700, Queen's University, Department of Economics.
  34. Gregor W. Smith, 1987. "Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity," Working Papers 689, Queen's University, Department of Economics.
  35. Gregor W. Smith & Stanley E. Zin, 1987. "Testing a Government's Present-Value Borrowing Constraint," Working Papers 695, Queen's University, Department of Economics.
  36. Gregor W. Smith, 1987. "Apparent Bubbles and Misspecified Fundamentals," Working Papers 692, Queen's University, Department of Economics.
  37. Gregor W. Smith, 1986. "Forward-Looking, Stochastic Cash Management and the Demand for Money," Working Papers 673, Queen's University, Department of Economics.

Articles

  1. Gregor W. Smith & James Yetman, 2013. "Estimating Dynamic Euler Equations With Multivariate Professional Forecasts," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 445-458, 01.
  2. Devereux, Michael B. & Smith, Gregor W. & Yetman, James, 2012. "Consumption and real exchange rates in professional forecasts," Journal of International Economics, Elsevier, vol. 86(1), pages 33-42.
  3. Gregor W. Smith, 2009. "Commentary on Parsing shocks: real-time revisions to gap and growth projections for Canada," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 267-270.
  4. Gregor W. Smith, 2009. "The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 287, April.
  5. Smith, Gregor W., 2009. "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
  6. James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551.
  7. Gregor W. Smith, 2008. "Japan's Phillips Curve Looks Like Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1325-1326, 09.
  8. James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 361-395.
  9. James M. Nason & Gregor W. Smith, 2008. "Great Moderation(s) and US Interest Rates: Unconditional Evidence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 30.
  10. Devereux, Michael B. & Smith, Gregor W., 2007. "Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2375-2398, November.
  11. Gregor W. Smith, 2006. "The spectre of deflation: a review of empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 39(4), pages 1041-1072, November.
  12. Allen Head & Todd Mattina & Gregor Smith, 2004. "Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 782-801, August.
  13. Head, Allen C. & Smith, Gregor W., 2003. "The CCAPM meets Euro-interest rate persistence, 1960-2000," Journal of International Economics, Elsevier, vol. 59(2), pages 349-366, March.
  14. 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.
  15. Letendre, Marc-Andre & Smith, Gregor W., 2001. "Precautionary saving and portfolio allocation: DP by GMM," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 197-215, August.
  16. 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.
  17. Gregor W. Smith, 2001. "Speculative attacks with unpredictable or unknown foreign exchange reserves," Canadian Journal of Economics, Canadian Economics Association, vol. 34(4), pages 882-902, November.
  18. Klug, Adam & Smith, Gregor W., 1999. "Suez and Sterling, 1956," Explorations in Economic History, Elsevier, vol. 36(3), pages 181-203, July.
  19. Smith, Gregor W. & Smith, R. Todd, 1997. "Greenback-Gold Returns and Expectations of Resumption, 1862–1879," The Journal of Economic History, Cambridge University Press, vol. 57(03), pages 697-717, September.
  20. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
  21. 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.
  22. Smith, Gregor W, 1996. "Method-of-Moments Measurement of UK Business Cycles," Oxford Economic Papers, Oxford University Press, vol. 48(4), pages 568-83, October.
  23. Gregory, Allan W & Smith, Gregor W, 1995. "Business Cycle Theory and Econometrics," Economic Journal, Royal Economic Society, vol. 105(433), pages 1597-1608, November.
  24. Smith, Gregor W, 1995. "Reading a Target Zone in Keynes's 'Indian Currency and Finance.'," Economic Journal, Royal Economic Society, vol. 105(430), pages 661-68, May.
  25. Smith, Gregor W., 1995. "Exchange-rate discounting," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 659-666, October.
  26. Devereux, Michael B & Smith, Gregor W, 1994. "International Risk Sharing and Economic Growth," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 535-50, August.
  27. Backus, David K. & Smith, Gregor W., 1993. "Consumption and real exchange rates in dynamic economies with non-traded goods," Journal of International Economics, Elsevier, vol. 35(3-4), pages 297-316, November.
  28. Gregory, Allan W. & Smith, Gregor W., 1992. "Sampling variability in Hansen-Jagannathan bounds," Economics Letters, Elsevier, vol. 38(3), pages 263-267, March.
  29. 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.
  30. Smith, Gregor W & Zin, Stanley E, 1991. "Persistent Deficits and the Market Value of Government Debt," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 31-44, Jan.-Marc.
  31. 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.
  32. Smith, Gregor W, 1991. "Solution to a Problem of Stochastic Process Switching," Econometrica, Econometric Society, vol. 59(1), pages 237-39, January.
  33. Smith, Gregor W & Smith, R Todd, 1990. "Stochastic Process Switching and the Return to Gold, 1925," Economic Journal, Royal Economic Society, vol. 100(399), pages 164-75, March.
  34. Guay, Richard & Milbourne, Ross D. & Otto, Glenn & Smith, Gregor W., 1990. "Estimation du PIB mensuel canadien : 1962 à 1985," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(1), pages 14-30, mars.
  35. Ross D. Milbourne & Gregor W. Smith, 1989. "How Informative Are Preliminary Announcements of the Money Stock in Canada?," Canadian Journal of Economics, Canadian Economics Association, vol. 22(3), pages 595-606, August.
  36. Smith, Gregor W, 1989. "Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate," Review of Economic Studies, Wiley Blackwell, vol. 56(4), pages 623-33, October.
  37. Banerjee, Anindya, et al, 1986. "Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 253-77, August.
  38. Smith, Gregor W, 1986. "A Dynamic Baumol-Tobin Model of Money Demand," Review of Economic Studies, Wiley Blackwell, vol. 53(3), pages 465-69, July.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (9) 2006-06-17 2006-07-15 2007-07-20 2007-11-17 2008-01-26 2008-02-16 2009-01-31 2009-03-22 2010-01-16. Author is listed
  2. NEP-ECM: Econometrics (2) 2007-07-20 2007-12-01
  3. NEP-ETS: Econometric Time Series (1) 2008-02-16
  4. NEP-FDG: Financial Development & Growth (1) 2012-02-27
  5. NEP-FOR: Forecasting (6) 2007-07-20 2007-12-01 2008-02-16 2009-01-31 2009-03-22 2010-01-16. Author is listed
  6. NEP-HIS: Business, Economic & Financial History (3) 2006-02-12 2006-07-15 2012-02-27
  7. NEP-HPE: History & Philosophy of Economics (1) 2006-07-15
  8. NEP-IFN: International Finance (2) 2009-01-31 2010-01-16
  9. NEP-INT: International Trade (1) 2006-02-12
  10. NEP-MAC: Macroeconomics (11) 2005-05-23 2006-02-12 2006-02-12 2006-06-17 2006-07-15 2007-07-20 2007-11-17 2007-12-01 2008-01-26 2008-02-16 2012-02-27. Author is listed
  11. NEP-MON: Monetary Economics (6) 2006-02-12 2006-07-15 2007-11-17 2007-12-01 2008-01-26 2008-02-16. Author is listed
  12. NEP-OPM: Open Economy Macroeconomic (3) 2009-01-31 2009-03-22 2010-01-16
  13. NEP-PKE: Post Keynesian Economics (1) 2006-07-15
  14. NEP-SEA: South East Asia (1) 2006-06-17

Statistics

This author is among the top 5% authors according to these criteria:
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  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
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  22. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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