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Allan W. Gregory

Personal Details

First Name:Allan
Middle Name:W.
Last Name:Gregory
Suffix:
RePEc Short-ID:pgr130
http://www.econ.queensu.ca/pub/faculty/gregory/
Terminal Degree: Economics Department; Queen's University (from RePEc Genealogy)

Affiliation

Economics Department
Queen's University

Kingston, Canada
http://www.econ.queensu.ca/

: (613) 533-2250
(613) 533-6668
Kingston, Ontario, K7L 3N6
RePEc:edi:qedquca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
  2. Jason Allen & Robert Amano & David Byrne & Allan Gregory, 2006. "Canadian City Housing Prices and Urban Market Segmentation," Staff Working Papers 06-49, Bank of Canada.
  3. Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence," Working Paper 1249, Economics Department, Queen's University.
  4. Kelly Bedard & John Dorland & Allan W. Gregory & Joanne Roberts, 1999. "Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario," Working Papers jorob-99-03, University of Toronto, Department of Economics.
  5. Allan Gregory & Alfred Haug, 1998. "Conflicts Among Tests For Cointegration," Working Paper 973, Economics Department, Queen's University.
  6. Ferrall, Christopher & Gregory, Allan W. & Tholl, William G., 1997. "Endogenous Work Hours and Practice Patterns of Canadian Physicians," Queen's Institute for Economic Research Discussion Papers 273331, Queen's University - Department of Economics.
  7. Allan Gregory & Kelly Bedard & John Dorland & Mark Rosenberg, 1997. "Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data," Working Paper 948, Economics Department, Queen's University.
  8. Allan Gregory & Allen Head, 1996. "Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account," Working Paper 931, Economics Department, Queen's University.
  9. Allan Gregory & David G. Watt, 1995. "Sources Of Variation In International Real Interest Rates," Working Paper 923, Economics Department, Queen's University.
  10. Allan Gregory & Gregor W. Smith, 1995. "Business Cycle Theory And Econometrics," Working Paper 1254, Economics Department, Queen's University.
  11. Allan Gregory & Allen Head & Jacques Raynauld, 1994. "Measuring World Business Cycles," Working Paper 902, Economics Department, Queen's University.
  12. Allan Gregory & Gregor W. Smith, 1994. "Measuring Business Cycles With Business-cycle Models," Working Paper 901, Economics Department, Queen's University.
  13. 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).
  14. 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.
  15. 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.
  16. Allan W. Gregory, 1991. "Testing for Cointegration in Linear Quadratic Models," Working Paper 811, Economics Department, Queen's University.
  17. Allan Gregory & James M. Nason, 1991. "Testing For Structural Breaks," Working Paper 827, Economics Department, Queen's University.
  18. Allan W. Gregory & Gregor W. Smith, 1991. "Calibration in Macroeconomics," Working Paper 826, Economics Department, Queen's University.
  19. Allan W. Gregory & Graham M. Voss, 1990. "The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility," Working Paper 794, Economics Department, Queen's University.
  20. Michael B. Devereux & Allan W. Gregory & Gregor W. Smith, 1990. "Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model," Working Paper 774, Economics Department, Queen's University.
  21. David K. Backus & Allan W. Gregory, 1988. "Risk Premiums in Asset Prices and Returns," Working Paper 727, Economics Department, Queen's University.
  22. Allan W. Gregory & Gregor W. Smith, 1988. "Calibration as Testing, Type I Error in the Equity Premium Puzzle," Working Paper 725, Economics Department, Queen's University.
  23. Allan W. Gregory & Gregor W. Smith, 1987. "Calibration as Estimation," Working Paper 700, Economics Department, Queen's University.
  24. Allan W. Gregory, 1987. "A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach," UWO Department of Economics Working Papers 8702, University of Western Ontario, Department of Economics.
  25. David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986. "Risk Premiums in the Term Structure : Evidence from Artificial Economies," Working Paper 665, Economics Department, Queen's University.
  26. Allan W. Gregory, 1985. "Estimating Equations with Combined Moving Average Error Processes under Rational Expectations," UWO Department of Economics Working Papers 8506, University of Western Ontario, Department of Economics.
  27. Allan W. Gregory & Thomas H. McCurdy, 1984. "The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis," Working Paper 566, Economics Department, Queen's University.
  28. Allan W. Gregory & Michael R. Veall, 1984. "On Formulating Wald Tests of Nonlinear Restrictions," UWO Department of Economics Working Papers 8411, University of Western Ontario, Department of Economics.
  29. 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 Paper 507, Economics Department, Queen's University.
  30. Allan W. Gregory & Michael R. Veall, 1982. "A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model," UWO Department of Economics Working Papers 8201, University of Western Ontario, Department of Economics.
  31. Gordon Fisher & Allan W. Gregory & Michael McAleer, 1980. "Two Papers on Linear Models," Working Paper 411, Economics Department, Queen's University.
  32. Allan W. Gregory & Michael McAleer, 1980. "Exogeneity and Money Demand in a Small Open Economy: The Canadian Case," Working Paper 401, Economics Department, Queen's University.
  33. Allan W. Gregory, 1980. "An Application of the Box-Cox Transformation to Money Demand in Canada," Working Paper 388, Economics Department, Queen's University.
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Articles

  1. Allan W. Gregory & Hui Zhu, 2014. "Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics," Applied Financial Economics, Taylor & Francis Journals, vol. 24(7), pages 505-514, April.
  2. Kilburn, R. & Gregory, A. & Murray, A.G., 2012. "Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Vi," Ecological Modelling, Elsevier, vol. 237, pages 34-42.
  3. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
  4. Allan W. Gregory & Jonathan J. Reeves, 2010. "Estimation and Inference in ARCH Models in the Presence of Outliers," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(4), pages 547-549, Fall.
  5. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
  6. Gregory, Allan W. & Reeves, Jonathan J., 2008. "Interpreting Value at Risk (VaR) forecasts," Economic Systems, Elsevier, vol. 32(2), pages 167-176, June.
  7. 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.
  8. Gregory, Allan W. & Yetman, James, 2004. "The evolution of consensus in macroeconomic forecasting," International Journal of Forecasting, Elsevier, vol. 20(3), pages 461-473.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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 555-560, August.
  19. Gregory, Allan W & Smith, Gregor W, 1995. "Business Cycle Theory and Econometrics," Economic Journal, Royal Economic Society, vol. 105(433), pages 1597-1608, November.
  20. Allan W. Gregory & David G. Watt, 1995. "Sources of Variation in International Real Interest Rates," Canadian Journal of Economics, Canadian Economics Association, vol. 28(s1), pages 120-140, November.
  21. Gregory, Allan W, 1994. "Testing for Cointegration in Linear Quadratic Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 347-360, July.
  22. 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.
  23. 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.
  24. 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 177-185, April.
  25. Gregory, Allan W. & Smith, Gregor W., 1992. "Sampling variability in Hansen-Jagannathan bounds," Economics Letters, Elsevier, vol. 38(3), pages 263-267, March.
  26. 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.
  27. 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 923-939, November.
  28. 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 287-295, July.
  29. 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.
  30. 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 107-115, January.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. Gregory, Allan W. & Veall, Michael R., 1986. "Wald tests of common factor restrictions," Economics Letters, Elsevier, vol. 22(2-3), pages 203-208.
  36. 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.
  37. Gregory, Allan W & Veall, Michael R, 1985. "Formulating Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 53(6), pages 1465-1468, November.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. Fisher, Gordon & Gregory, Allan W., 1981. "An invariance property of generalized classical linear estimators," Economics Letters, Elsevier, vol. 7(2), pages 151-157.
  43. 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 488-496, August.
  44. 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 683-687, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  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, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Euclidian citation score
  24. Closeness measure in co-authorship network
  25. Betweenness measure in co-authorship network
  26. Breadth of citations across fields
  27. Wu-Index
  28. Record of graduates

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Queen's Economics Department PhD Graduates

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2008-03-08 2008-06-13 2010-04-04
  2. NEP-ORE: Operations Research (2) 2008-06-13 2010-04-04
  3. NEP-EDU: Education (1) 2004-07-11
  4. NEP-ETS: Econometric Time Series (1) 2010-04-04
  5. NEP-GEO: Economic Geography (1) 2007-01-02
  6. NEP-HEA: Health Economics (1) 2004-07-11
  7. NEP-URE: Urban & Real Estate Economics (1) 2007-01-02

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