Allan W. Gregory

"Canadian City Housing Prices and Urban Market Segmentation" (with Jason Allen, Bob Amano and David P. Byrne), Bank of Canada Working Paper, No. 2006-49, January 2007

"Mixed Signals Among Tests for Cointegration" with Alfred Haug and Nicoletta Lumuto, Journal of Applied Econometrics 19, 2004, pp. 89-98. Testing Evolution to Consensus (with James Yetman), Journal of International Forecasting, 2004, pp. 461-473.

""Mixed Signals Among Tests for Cointegration" (with Alfred Haug and Nicoletta Lumuto), Journal of Applied Econometrics The Evolution of Consensus in Macroeconomic Forecasting, James Yetman, invited for revision Journal of International Forecasting, October 2002.

“Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence” with Jean-Francois Lamarche and Gregor Smith, Journal of Econometrics, 107 2002, pp. 213-233.

"Estimation and Inference in ARCH Models in the Presence of Outliers" (with Jonathan Reeves), December 2001.

“Testing for Consensus” with Gregor Smith and James Yetman, Journal of Business and Economic Statistics, 19 2001, pp. 34-50.

“Needs-Based Capitation Funding Models “, with Kelly Bedard, John Dorland, and Joanne Roberts), Canadian Journal of Economics, 33, 2000, pp. 981-1008.

“Common and Country-Specific Fluctuations in Productivity, Investment and the Current Account,” with Allen Head, Journal of Monetary Economics, 44(3), 1999, pp. 423-451.

“Practice Setting and Labour Supply of Physicians in Canada”, with Chris Ferrall and William Tholl Canadian Journal of Economics, 31, 1998, pp. 1-27.

“Standardized Mortality Ratios in Capitation Funding Models: Empirical Issues from Canadian Data,” with Kelly Bedard, John Dorland and Mark Rosenberg, Canadian Public Policy, 25 (1), 1999, pp. 47-64.

“Measuring World Business Cycles,” with Allen Head and Jacques Raynauld, International Economic Review, 38, 1997, pp. 677-701.

“Testing for Cointegration in Models with Regime and Trend Shifts” with Bruce E. Hansen, Oxford Bulletin of Economics and Statistics, 58, 1996, pp. 555-560.

“Measuring Business Cycles with Business-Cycles Models,” with Gregor Smith, Journal of Economics Dynamics and Control, 20, 1996, pp. 1007-1025.

“Testing for Structural Breaks in Cointegrated Relationships” with James M. Nason and David Watt, Journal of Econometrics, 711, 1996, pp. 321-342.

“Residual-Based Tests for Cointegration in Models with Regime Shifts” with Bruce Hansen, Journal of Econometrics, 70, 1996, pp. 99-126.

“Sources of Variation in International Real Interest Rates (with David Watt), for special issue "Essays in International Economics in Honour of Douglas D. Purvis", Canadian Journal of Economics, 28, 1995, pp. S120-40.

“Business-Cycle Theory and Econometrics,” with Gregor W. Smith, Economic Journal, 105, 1995, pp. 1597-1608.

“Statistical Aspects of Calibration in Macroeconomics,” with Gregor W. Smith, Handbook of Statistics Volume 11 (editors G.S. Maddala, C.R. Rao and H.D. Vinod), North Holland, 1993, pp. 703-719.

"Accounting for Forward Rates in Markets for Foreign Currency,” with David K. Backus and Chris I. Telmer, Journal of Finance, 48, 1993, pp. 1887-1908.

“Theoretical Relations Between Risk Premiums and Conditional Variances,” with David K. Backus), Journal of Business and Economic Statistics, 11, 1993, 177-185.

“Estimating Linear Quadratic Models with Integrated Processes.” with Adrian Pagan and Gregor W. Smith, Models, Methods and Applications: Essays in Honor of R.A. Bergstrom, edited by P.C.B. Phillips, Basil Blackwell     Publishers, 1993, pp. 220-239.

“Realistic Cross-Country Consumption Correlations in a Two Country General Equilibrium Business Cycle Model,” with Mick Devereux and Gregor W. Smith, Journal of International Money and Finance, 11, 1992, pp. 3-16.

“The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility,” with Graham M. Voss, Canadian Journal of Economics, 24, 1991, pp. 923-939.

“Calibration as Testing: Inference in Simulated Macroeconomic Models” with Gregor W. Smith, Journal of Business and Economic Statistics, 9, 1991, pp. 297-303.

“Testing Long-Run Properties of Stationary Time Series,” with Michael Sampson, Journal of Business and Economic Statistics, 1991, 9, pp. 287-295.

“Calibration as Estimation,” with Gregor W. Smith, Econometric Reviews, 9, 1990, pp. 57-89.

“Risk Premiums in the Term Structure: Evidence from Artificial Economies,” with David K. Backus and Stanley E. Zin, Journal of Monetary Economics, 24, 1989, pp. 371-399.

“Formulation Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis,” with Michael R. Veall, Journal of Applied Econometrics, 2, 1987, pp. 61-68.

“Testing Interest Rate Parity and Rational Expectations for Canada and the United States,” Canadian Journal of Economics 2, 1987, pp. 289-305.

“Testing the Independence of Forecast Errors in the Forward Foreign Exchange Market Using Markov Chains: A Cross-Country Comparison,” with Michael Sampson, International Journal of Forecasting, 3, 1987, pp. 97-113

“Wald Tests of Common Factor Restrictions,” with Michael R. Veall, Economics Letters, 22, 1986, pp. 203-208.

“The Unbiasedness Hypothesis in the Forward Exchange Market: A Specification Analysis with Application to France, Italy, Japan, the United Kingdom and West Germany,” with Thomas H. McCurdy, European Economic Review, 30, 1986, pp. 365-381.

“Formulating Wald Tests of Nonlinear Restriction,” with Michael R. Veall, Econometrica, 53, 1985, pp. 1465-1468.

“An Econometric Model of Canadian Monetary Policy Over the 1970's,” with Jacques Raynauld, Journal of Money, Credit and Banking, February, 1985, pp. 43-58.

“A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model,” with Michael R. Veall, Canadian Journal of Economics, 18, 1985, pp. 85-94.

“Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis,” with Thomas H. McCurdy, Journal of International Money and Finance, 3, 1984, pp. 357-368.