Details about Gregor W. Smith

Access statistics for papers by Gregor W. Smith.

Last updated 2009-11-23. Update your information in the RePEc Author Service.

Short-id: psm60

Working Papers

2009

1. Consumption and Real Exchange Rates in Professional Forecasts
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Papers, Queen's University, Department of Economics (2009) View citations

2008

2. Great moderations and U.S. interest rates: unconditional evidence
   Working Paper, Federal Reserve Bank of Atlanta
   Also in Working Papers, Queen's University, Department of Economics (2007)
   See also Journal Article in The B.E. Journal of Macroeconomics (2008)
3. US Inflation Dynamics 1981-2007: 13,193 Quarterly Observations
   Working Papers, Queen's University, Department of Economics

2007

4. Pooling Forecasts in Linear Rational Expectations Models
   Working Papers, Queen's University, Department of Economics View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2009)
5. The Curse of Irving Fisher (Professional Forecasters' Version)
   Working Papers, Queen's University, Department of Economics

2006

6. Japan's Phillips Curve Looks Like Japan
   Working Papers, Queen's University, Department of Economics
   See also Journal Article in Journal of Money, Credit and Banking (2008)
7. The Spectre of Deflation: A Review of Empirical Evidence
   Working Papers, Queen's University, Department of Economics View citations
   See also Journal Article in Canadian Journal of Economics (2006)

2005

8. Identifying the New Keynesian Phillips Curve
   Working Paper, Federal Reserve Bank of Atlanta View citations
   Also in Working Papers, Queen's University, Department of Economics (2005) View citations
   See also Journal Article in Journal of Applied Econometrics (2008)
9. Transfer Problem Dynamics: Macroeconomics of the Franco-Prussian War Indemnity
   Working Papers, Queen's University, Department of Economics View citations
   Also in Working Papers, Hong Kong Institute for Monetary Research (2004)
   See also Journal Article in Journal of Monetary Economics (2007)

1994

10. Measuring Business Cycles with Business-Cycle Models
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1996)

1992

11. Consumption and Real Exchange Rates in Dynamic Exchange Economies with Nontraded Goods
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations

1991

12. Calibration in Macroeconomics
    Working Papers, Queen's University, Department of Economics View citations
13. Deficit Sustainability: A Simple Test
    UBC Departmental Archives, UBC Department of Economics View citations
14. International Risk Sharing and Economic growth
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in International Economic Review (1994)

1990

15. ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
16. Realistic Cross-Country Consumption Correlation in a Two-Country, Equilibrium, Business Cycle Model
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Journal of International Money and Finance (1992)

1988

17. Calibration as Testing, Type I Error in the Equity Premium Puzzle
    Working Papers, Queen's University, Department of Economics View citations
18. Estimates of Canadian GDP, Monthly, 1962 to 1985
    Working Papers, Queen's University, Department of Economics
19. How Informative are Preliminary Announcements of the Money Stock in Canada?
    Working Papers, Queen's University, Department of Economics
    See also Journal Article in Canadian Journal of Economics (1989)
20. Stochastic Process Switching and the Return to Gold, 1925
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Economic Journal (1990)

1987

21. Apparent Bubbles and Misspecified Fundamentals
    Working Papers, Queen's University, Department of Economics
22. Calibration as Estimation
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Econometric Reviews (1990)
23. Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity
    Working Papers, Queen's University, Department of Economics
24. Testing a Government's Present-Value Borrowing Constraint
    Working Papers, Queen's University, Department of Economics

1986

25. Forward-Looking, Stochastic Cash Management and the Demand for Money
    Working Papers, Queen's University, Department of Economics

Journal Articles

2009

1. Commentary on Parsing shocks: real-time revisions to gap and growth projections for Canada
   Review, 2009, (Jul), 267-270
2. Pooling forecasts in linear rational expectations models
   Journal of Economic Dynamics and Control, 2009, 33, (11), 1858-1866
   See also Working Paper (2007)
3. The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada
   C.D. Howe Institute Commentary, 2009, (287)

2008

4. Great Moderation(s) and US Interest Rates: Unconditional Evidence
   The B.E. Journal of Macroeconomics, 2008, 8, (1)
   See also Working Paper (2008)
5. Identifying the new Keynesian Phillips curve
   Journal of Applied Econometrics, 2008, 23, (5), 525-551 View citations
   See also Working Paper (2005)
6. Japan's Phillips Curve Looks Like Japan
   Journal of Money, Credit and Banking, 2008, 40, (6), 1325-1326 View citations
   See also Working Paper (2006)
7. The new Keynesian Phillips curve: lessons from single-equation econometric estimation
   Economic Quarterly, 2008, (Fall), 361-395

2007

8. Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity
   Journal of Monetary Economics, 2007, 54, (8), 2375-2398 View citations
   See also Working Paper (2005)

2006

9. The spectre of deflation: a review of empirical evidence
   Canadian Journal of Economics, 2006, 39, (4), 1041-1072 View citations
   See also Working Paper (2006)

2004

10. Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001
    Canadian Journal of Economics, 2004, 37, (3), 782-801 View citations

2003

11. The CCAPM meets Euro-interest rate persistence, 1960-2000
    Journal of International Economics, 2003, 59, (2), 349-366

2002

12. Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
    Journal of Econometrics, 2002, 107, (1-2), 213-233 View citations

2001

13. Precautionary saving and portfolio allocation: DP by GMM
    Journal of Monetary Economics, 2001, 48, (1), 197-215 View citations
14. Speculative attacks with unpredictable or unknown foreign exchange reserves
    Canadian Journal of Economics, 2001, 34, (4), 882-902
15. Testing for Forecast Consensus
    Journal of Business & Economic Statistics, 2001, 19, (1), 34-43

1999

16. Suez and Sterling, 1956
    Explorations in Economic History, 1999, 36, (3), 181-203 View citations

1997

17. Greenback-Gold Returns and Expectations of Resumption, 1862?1879
    The Journal of Economic History, 1997, 57, (03), 697-717 View citations
18. Real business-cycle realizations
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 243-280 View citations

1996

19. Measuring business cycles with business-cycle models
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 1007-1025 View citations
    See also Working Paper (1994)
20. Method-of-Moments Measurement of UK Business Cycles
    Oxford Economic Papers, 1996, 48, (4), 568-83

1995

21. Business Cycle Theory and Econometrics
    Economic Journal, 1995, 105, (433), 1597-1608 View citations
22. Exchange-rate discounting
    Journal of International Money and Finance, 1995, 14, (5), 659-666
23. Reading a Target Zone in Keynes's 'Indian Currency and Finance.'
    Economic Journal, 1995, 105, (430), 661-68

1994

24. International Risk Sharing and Economic Growth
    International Economic Review, 1994, 35, (3), 535-50 View citations
    See also Working Paper (1991)

1993

25. Consumption and real exchange rates in dynamic economies with non-traded goods
    Journal of International Economics, 1993, 35, (3-4), 297-316 View citations

1992

26. Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model
    Journal of International Money and Finance, 1992, 11, (1), 3-16 View citations
    See also Working Paper (1990)
27. Sampling variability in Hansen-Jagannathan bounds
    Economics Letters, 1992, 38, (3), 263-267 View citations

1991

28. Calibration as Testing: Inference in Simulated Macroeconomic Models
    Journal of Business & Economic Statistics, 1991, 9, (3), 297-303 View citations
29. Persistent Deficits and the Market Value of Government Debt
    Journal of Applied Econometrics, 1991, 6, (1), 31-44 View citations
30. Solution to a Problem of Stochastic Process Switching
    Econometrica, 1991, 59, (1), 237-39 View citations

1990

31. Calibration as estimation
    Econometric Reviews, 1990, 9, (1), 57-89 View citations
    See also Working Paper (1987)
32. Stochastic Process Switching and the Return to Gold, 1925
    Economic Journal, 1990, 100, (399), 164-75 View citations
    See also Working Paper (1988)

1989

33. How Informative Are Preliminary Announcements of the Money Stock in Canada?
    Canadian Journal of Economics, 1989, 22, (3), 595-606 View citations
    See also Working Paper (1988)
34. Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate
    Review of Economic Studies, 1989, 56, (4), 623-33

1986

35. A Dynamic Baumol-Tobin Model of Money Demand
    Review of Economic Studies, 1986, 53, (3), 465-69 View citations
36. Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence
    Oxford Bulletin of Economics and Statistics, 1986, 48, (3), 253-77 View citations