Publications

Gregor W. Smith

  • A Dynamic Baumol-Tobin Model of Money Demand.
          Review of Economic Studies (1986) 53, 465-469.

  • Estimating Long-Run Relationships in Economics through Static Models: Some Monte Carlo Evidence. (with Anindya Banerjee, Juan Dolado, David Hendry)
          Oxford Bulletin of Economics and Statistics (1986) 48, 253-277.

  • Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate.
          Review of Economic Studies (1989) 56, 623-633.

  • How Informative are Preliminary Estimates of the Money Stock in Canada? (with Ross Milbourne)
          Canadian Journal of Economics (1989) 22, 595-606.

  • Stochastic Process Switching and the Return to Gold, 1925. (with Todd Smith)
          Economic Journal (1990) 100, 164-175.

  • Calibration as Estimation. (with Allan Gregory)
          Econometric Reviews (1990) 9(1), 57-89.

  • Persistent Deficits and the Market Value of Government Debt. (with Stan Zin)
          Journal of Applied Econometrics (1991) 6, 31-44.

  • Solution to a Problem of Stochastic Process Switching.
          Econometrica (1991) 59, 237-239.

  • Calibration as Testing: Inference in Simulated Macroeconomic Models. (with Allan Gregory)
          Journal of Business and Economic Statistics (1991) 9, 297-303.

  • Estimation and Testing in Models of Exchange-Rate Target Zones and Process Switching (with Michael Spencer) (1992),
          pp 211-239 in P. Krugman and M. Miller, eds.
          Exchange Rate Targets and Currency Bands. Cambridge University Press/CEPR.

  • Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model. (with Michael B. Devereux and Allan Gregory)
          Journal of International Money and Finance (1992) 11, 3-16.

  • Sampling Variability in Hansen-Jagannathan Bounds (with Allan Gregory)
          Economics Letters (1992) 38, 263-267.

  • Estimating Linear Quadratic Models with Integrated Processes (with Allan Gregory and Adrian Pagan) (1993), pp 220-239 in P.C.B. Phillips, ed.
          Models, Methods and Applications of Econometrics. Oxford: Basil Blackwell.

  • Consumption and Real Exchange Rates in Dynamic Economies with Nontraded Goods, (with David Backus)
          Journal of International Economics (1993) 35, 297-316.

  • Statistical Aspects of Calibration in Macroeconomics (with Allan Gregory) (1993) chapter 25, pages 703-719 in
          Handbook of Statistics volume 11 (eds. G.S. Maddala, C.R. Rao, and H.D. Vinod) Amsterdam: North-Holland.

  • International Risk Sharing and Economic Growth, (with Michael B. Devereux)
          International Economic Review (1994) 35, 535-550.

  • Macroeconomics. (with Andrew Abel and Ben Bernanke)
          1st Canadian Edition     , Addison-Wesley, 1995;
          2nd Canadian Edition    , Addison-Wesley-Longman, 1999;
          3rd Canadian edition    , Pearson Education Canada, 2002;
          4th Canadian edition (with Ronald Kneebone), Pearson Education Canada, 2005.

  • Reading a Target Zone in Keynes's Indian Currency and Finance,
          Economic Journal (1995) 105, 661-668.

  • Exchange-Rate Discounting,
          Journal of International Money and Finance (1995) 14, 659-666.

  • Business-Cycle Theory and Econometrics, (with Allan Gregory)
          Economic Journal. (1995) 105, 1597-1608.

  • Measuring Business Cycles with Business-Cycle Models (with Allan Gregory)
          Journal of Economic Dynamics and Control (1996) 20, 1007-1025.

  • Method-of-Moments Measurement of U.K. Business Cycles
          Oxford Economic Papers (1996) 48, 568-583.

  • Greenback/Gold Returns and Expectations of Resumption 1862-1879 (with Todd Smith)
          Journal of Economic History (1997) 57, 697-717.

  • Real Business Cycle Realizations (with Stan Zin)
          Carnegie-Rochester Conference Series on Public Policy (1997) 47, 243-280.

  • Suez and Sterling, 1956 (with Adam Klug)
          Explorations in Economic History (1999) 36, 181-203.

  • Testing for Forecast Consensus (with Allan Gregory and James Yetman)
          Journal of Business and Economic Statistics (2001) 19, 34-43.

  • Precautionary Saving and Portfolio Allocation: DP by GMM (with Marc-André Letendre)
          Journal of Monetary Economics (2001) 48, 197-215.

  • Speculative Attacks with Unpredictable or Unknown Reserves
          Canadian Journal of Economics (2001) 34, 882-902.

  • Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence
          (with Allan Gregory and Jean-François Lamarche)
          Journal of Econometrics (2002) 107, 213-233.

  • The CCAPM Meets Euro-Interest Rate Persistence, 1960-2000 (with Allen Head)
          Journal of International Economics (2003) 59, 349-366.

  • Real Exchange rates, Preferences, and Incomplete Markets: Evidence 1961-2001 (with Allen Head and Todd Mattina)
          Canadian Journal of Economics (2004) 37, 782-801.

  • The Spectre of Deflation: A Review of Empirical Evidence
          Canadian Journal of Economics (2006) 39, 1041-1072.

  • Transfer Problem Dynamics: Macroeconomics of the Franco-Prussian War Indemnity (with Michael B. Devereux)
          Journal of Monetary Economics (2007) 54, 2375-2398

  • Japan's Phillips Curve Looks Like Japan
          Journal of Money, Credit and Banking (2008) 40, 1325-1326.

  • Identifying the New Keynesian Phillips Curve (with James M. Nason)
          Journal of Applied Econometrics (2008) 23, 525-551.

  • Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence, (with James M. Nason)
          B.E. Journal of Macroeconomics (2008) (Contributions) 8:1:30.

  • The New Keynesian Phillips Curve: Lessons from Single-Equation Econometric Estimation (with James M. Nason)
          Federal Reserve Bank of Richmond Economic Quarterly (2008) Fall, 361-395; with data appendix.

  • The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada. C.D. Howe Commentary 287 (2009).

  • Pooling Forecasts in Linear Rational Expectations Models
          Journal of Economic Dynamics and Control (2009) 33, 1858-1866.

  • Consumption and Real Exchange Rates in Professional Forecasts (with Michael B. Devereux and James Yetman)
          Journal of International Economics (2012) 86, 33-42.

  • Estimating Dynamic Euler Equations with Multivariate Professional Forecasts (with James Yetman)
          Economic Inquiry (2013) 51, 445-458.