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Gregor W. Smith

Global rank #1497 98%

Institution: Queen's University

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://www.econ.queensu.ca/faculty/smith

First Publication: 1986

Most Recent: 2024

RePEc ID: psm60 ↗

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 4.69 0.00 4.69
Last 10 Years 0.00 0.00 4.69 0.00 5.19
All Time 4.02 5.36 17.43 0.00 49.60

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 37.70

Publications (30)

Year Article Journal Tier Authors
2024 US fiscal policy shocks: Proxy‐SVAR overidentification via GMM Journal of Applied Econometrics B 3
2023 The All‐Gap Phillips Curve Oxford Bulletin of Economics and Statistics B 2
2023 UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY International Economic Review B 2
2021 Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies Journal of Money, Credit, and Banking B 2
2021 Measuring the slowly evolving trend in US inflation with professional forecasts Journal of Applied Econometrics B 2
2017 Economic research in Canada: Evolution and convergence Canadian Journal of Economics C 2
2015 Identifying fiscal policy (in)effectiveness from the differential counter‐cyclicality of government spending in the interwar period Canadian Journal of Economics C 2
2015 Interwar Inflation, Unexpected Inflation, and Output Growth Journal of Money, Credit, and Banking B 2
2013 ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS Economic Inquiry C 2
2012 Consumption and real exchange rates in professional forecasts Journal of International Economics A 3
2009 Pooling forecasts in linear rational expectations models Journal of Economic Dynamics and Control B 1
2008 Japan's Phillips Curve Looks Like Japan Journal of Money, Credit, and Banking B 1
2007 Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity Journal of Monetary Economics A 2
2006 The spectre of deflation: a review of empirical evidence Canadian Journal of Economics C 1
2004 Real exchange rates, preferences, and incomplete markets: evidence, 1961–2001 Canadian Journal of Economics C 3
2003 The CCAPM meets Euro-interest rate persistence, 1960-2000 Journal of International Economics A 2
2002 Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence Journal of Econometrics A 3
2001 Precautionary saving and portfolio allocation: DP by GMM Journal of Monetary Economics A 2
2001 Speculative attacks with unpredictable or unknown foreign exchange reserves Canadian Journal of Economics C 1
1999 Suez and Sterling, 1956 Explorations in Economic History B 2
1997 Greenback-Gold Returns and Expectations of Resumption, 1862–1879 Journal of Economic History B 2
1996 Measuring business cycles with business-cycle models Journal of Economic Dynamics and Control B 2
1996 Method-of-Moments Measurement of UK Business Cycles. Oxford Economic Papers C 1
1995 Exchange-rate discounting Journal of International Money and Finance B 1
1993 Consumption and real exchange rates in dynamic economies with non-traded goods Journal of International Economics 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 Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate Review of Economic Studies S 1
1986 Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence. Oxford Bulletin of Economics and Statistics B 1
1986 A Dynamic Baumol-Tobin Model of Money Demand Review of Economic Studies S 1