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Information about:
Gregor W. Smith

Personal Details | Affiliation | Works
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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://qed.econ.queensu.ca/pub/faculty/smithgw/
Postal Address:
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Affiliation

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This author is among the top 5% authors according to these criteria:
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  27. Wu-Index

Works

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

Working papers

  1. 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. [Downloadable!]
    Other versions:

  2. Gregor W. Smith, 2008. "US Inflation Dynamics 1981-2007: 13,193 Quarterly Observations," Working Papers 1155, Queen's University, Department of Economics. [Downloadable!]

  3. Gregor W. Smith & James Yetman, 2007. "The Curse of Irving Fisher (Professional Forecasters' Version)," Working Papers 1144, Queen's University, Department of Economics. [Downloadable!]

  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. [Downloadable!]
    Other versions:
    Published as:

  5. Gregor W. Smith, 2007. "Pooling Forecasts in Linear Rational Expectations Models," Working Papers 1129, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  6. Gregor Smith, 2006. "Japan's Phillips Curve Looks Like Japan," Working Papers 1083, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  7. Gregor W. Smith, 2006. "The Spectre of Deflation: A Review of Empirical Evidence," Working Papers 1086, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  8. 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. [Downloadable!]
    Other versions:
    Published as:

  9. James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips Curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

  10. 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:

  11. 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.

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

  13. Michael B. Devereux & Gregor W. Smith, 1991. "International Risk Sharing and Economic growth," Working Papers 829, Queen's University, Department of Economics.
    Published as:

  14. Rudin, J.R. & Smith, G.W., 1991. "Deficit Sustainability: A Simple Test," UBC Departmental Archives 91-25, UBC Department of Economics.

  15. 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).

  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. 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.

  19. 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.
    Published as:

  20. 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.
    Published as:

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

  22. Gregor W. Smith, 1987. "Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity," Working Papers 689, Queen's University, Department of Economics.

  23. Gregor W. Smith, 1987. "Apparent Bubbles and Misspecified Fundamentals," Working Papers 692, Queen's University, Department of Economics.

  24. Gregor W. Smith & Stanley E. Zin, 1987. "Testing a Government's Present-Value Borrowing Constraint," Working Papers 695, Queen's University, Department of Economics.

  25. 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, 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. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!]
    Other versions:

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!]

  7. James M. Nason & Gregor W. Smith, 2008. "Great Moderation(s) and US Interest Rates: Unconditional Evidence," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 8(1). [Downloadable!]
    Other versions:

  8. 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. [Downloadable!] (restricted)
    Other versions:

  9. 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. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)

  12. 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)

  13. 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. [Downloadable!] (restricted)

  14. 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. [Downloadable!] (restricted)

  15. 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.

  16. Klug, Adam & Smith, Gregor W., 1999. "Suez and Sterling, 1956," Explorations in Economic History, Elsevier, vol. 36(3), pages 181-203, July. [Downloadable!] (restricted)

  17. 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. [Downloadable!]

  18. 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. [Downloadable!] (restricted)

  19. 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. [Downloadable!] (restricted)

  20. 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:

  21. 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. [Downloadable!] (restricted)

  22. Smith, Gregor W., 1995. "Exchange-rate discounting," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 659-666, October. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  24. 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. [Downloadable!] (restricted)
    Other versions:

  25. 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. [Downloadable!] (restricted)

  26. 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)

  27. 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:

  28. Smith, Gregor W, 1991. "Solution to a Problem of Stochastic Process Switching," Econometrica, Econometric Society, vol. 59(1), pages 237-39, January. [Downloadable!] (restricted)

  29. 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. [Downloadable!] (restricted)

  30. 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.

  31. 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. [Downloadable!]

  32. 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. [Downloadable!] (restricted)
    Other versions:

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

  34. 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. [Downloadable!] (restricted)
    Other versions:

  35. Smith, Gregor W, 1989. "Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate," Review of Economic Studies, Blackwell Publishing, vol. 56(4), pages 623-33, October. [Downloadable!] (restricted)

  36. 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.

  37. Smith, Gregor W, 1986. "A Dynamic Baumol-Tobin Model of Money Demand," Review of Economic Studies, Blackwell Publishing, vol. 53(3), pages 465-69, July. [Downloadable!] (restricted)

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (8) 2006-06-17 2006-07-15 2007-07-20 2007-11-17 2008-01-26 2008-02-16 2009-01-31 2009-03-22 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-FOR: Forecasting (5) 2007-07-20 2007-12-01 2008-02-16 2009-01-31 2009-03-22 Author is listed
  5. NEP-HIS: Business, Economic & Financial History (2) 2006-02-12 2006-07-15
  6. NEP-HPE: History & Philosophy of Economics (1) 2006-07-15
  7. NEP-IFN: International Finance (1) 2009-01-31
  8. NEP-INT: International Trade (1) 2006-02-12
  9. NEP-MAC: Macroeconomics (10) 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 Author is listed
  10. 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
  11. NEP-OPM: Open MacroEconomics (2) 2009-01-31 2009-03-22
  12. NEP-PKE: Post Keynesian Economics (1) 2006-07-15
  13. NEP-SEA: South East Asia (1) 2006-06-17
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This page was last updated on 2010-1-27.

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