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Allan W. Gregory

Global rank #4741 94%

Institution: Queen's University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.queensu.ca/pub/faculty/gregory/

First Publication: 1981

Most Recent: 2011

RePEc ID: pgr130 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 6.37 6.70 0.00 21.45

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 17.17

Publications (20)

Year Article Journal Tier Authors
2011 Empirical likelihood block bootstrapping Journal of Econometrics A 3
2009 Canadian city housing prices and urban market segmentation Canadian Journal of Economics C 4
2004 The evolution of consensus in macroeconomic forecasting International Journal of Forecasting B 2
2002 Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence Journal of Econometrics A 3
2000 Needs‐based health care funding: implications for resource distribution in Ontario Canadian Journal of Economics C 4
1999 Common and country-specific fluctuations in productivity, investment, and the current account Journal of Monetary Economics A 2
1996 Tests for Cointegration in Models with Regime and Trend Shifts. Oxford Bulletin of Economics and Statistics B 2
1996 Measuring business cycles with business-cycle models Journal of Economic Dynamics and Control B 2
1996 Residual-based tests for cointegration in models with regime shifts Journal of Econometrics A 2
1996 Testing for structural breaks in cointegrated relationships Journal of Econometrics A 3
1993 Accounting for Forward Rates in Markets for Foreign Currency. Journal of Finance A 3
1993 The effect of sampling error on the time series behavior of consumption data Journal of Econometrics A 2
1992 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model Journal of International Money and Finance B 3
1992 Sampling variability in Hansen-Jagannathan bounds Economics Letters C 2
1989 Risk premiums in the term structure : Evidence from artificial economies Journal of Monetary Economics A 3
1987 Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison International Journal of Forecasting B 2
1986 Wald tests of common factor restrictions Economics Letters C 2
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 B 2
1984 Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis Journal of International Money and Finance B 2
1981 An invariance property of generalized classical linear estimators Economics Letters C 2