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Details about Gregor W. Smith

Homepage:http://www.econ.queensu.ca/faculty/smith
Workplace:Economics Department, Queen's University, (more information at EDIRC)

Access statistics for papers by Gregor W. Smith.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: psm60


Jump to Journal Articles

Working Papers

2022

  1. The All-Gap Phillips Curve
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article The All‐Gap Phillips Curve, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) Downloads (2023)
  2. US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM
    Working Paper, Economics Department, Queen's University Downloads

2021

  1. UK Inflation Forecasts since the Thirteenth Century
    Working Paper, Economics Department, Queen's University Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads

2018

  1. Commodity Currencies And Monetary Policy
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (1)

2017

  1. Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards
    Staff Working Papers, Bank of Canada Downloads

2016

  1. Distance And Time Effects In Swedish Commodity Prices, 1732-1914
    Working Paper, Economics Department, Queen's University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads

2014

  1. Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732 - 1860
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (3)
  2. Identifying Fiscal Policy (in)effectiveness From The Differential Counter-cyclicality Of Government Spending In The Interwar Period
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    See also Journal Article Identifying fiscal policy (in)effectiveness from the differential counter-cyclicality of government spending in the interwar period, Canadian Journal of Economics, Canadian Economics Association (2015) Downloads View citations (1) (2015)
  3. Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (4)
    Also in Working Paper, Economics Department, Queen's University (2013) Downloads View citations (5)

    See also Journal Article Measuring the slowly evolving trend in US inflation with professional forecasts, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) Downloads View citations (4) (2021)

2013

  1. Interwar Inflation, Unexpected Inflation, And Output Growth
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article Interwar Inflation, Unexpected Inflation, and Output Growth, Journal of Money, Credit and Banking, Blackwell Publishing (2015) Downloads View citations (3) (2015)
  2. Reverse Kalman filtering U.S. inflation with sticky professional forecasts
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)

2009

  1. Consumption And Real Exchange Rates In Professional Forecasts
    Working Paper, Economics Department, Queen's University Downloads View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (16)
    BIS Working Papers, Bank for International Settlements (2009) Downloads View citations (15)

    See also Journal Article Consumption and real exchange rates in professional forecasts, Journal of International Economics, Elsevier (2012) Downloads View citations (20) (2012)

2008

  1. Great moderations and U.S. interest rates: unconditional evidence
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    Also in Working Paper, Economics Department, Queen's University (2007) Downloads View citations (1)

    See also Journal Article Great Moderation(s) and US Interest Rates: Unconditional Evidence, The B.E. Journal of Macroeconomics, De Gruyter (2008) Downloads View citations (12) (2008)
  2. Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations
    Working Paper, Economics Department, Queen's University Downloads

2007

  1. Pooling Forecasts In Linear Rational Expectations Models
    Working Paper, Economics Department, Queen's University Downloads View citations (2)
    See also Journal Article Pooling forecasts in linear rational expectations models, Journal of Economic Dynamics and Control, Elsevier (2009) Downloads View citations (12) (2009)
  2. The Curse Of Irving Fisher (professional Forecasters' Version)
    Working Paper, Economics Department, Queen's University Downloads View citations (3)

2006

  1. Japan's Phillips Curve Looks Like Japan
    Working Paper, Economics Department, Queen's University Downloads View citations (3)
    See also Journal Article Japan's Phillips Curve Looks Like Japan, Journal of Money, Credit and Banking, Blackwell Publishing (2008) Downloads (2008)
  2. The Spectre Of Deflation: A Review Of Empirical Evidence
    Working Paper, Economics Department, Queen's University Downloads View citations (10)
    See also Journal Article The spectre of deflation: a review of empirical evidence, Canadian Journal of Economics, Canadian Economics Association (2006) View citations (10) (2006)

2005

  1. Identifying The New Keynesian Phillips Curve
    Working Paper, Economics Department, Queen's University Downloads View citations (36)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (62)

    See also Journal Article Identifying the new Keynesian Phillips curve, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2008) Downloads View citations (98) (2008)
  2. Transfer Problem Dynamics: Macroeconomics Of The Franco-prussian War Indemnity
    Working Paper, Economics Department, Queen's University Downloads View citations (13)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2004) Downloads View citations (1)

    See also Journal Article Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (22) (2007)

2004

  1. Real Exchange Rates, Preferences, And Incomplete Markets: Evidence, 1961-2001
    Working Paper, Economics Department, Queen's University Downloads View citations (8)
    See also Journal Article Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001, Canadian Journal of Economics, Canadian Economics Association (2004) Downloads View citations (10) (2004)

2002

  1. The Ccapm Meets Euro-interest Rate Persistence, 1960-2000
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article The CCAPM meets Euro-interest rate persistence, 1960-2000, Journal of International Economics, Elsevier (2003) Downloads View citations (1) (2003)

2001

  1. Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence, Journal of Econometrics, Elsevier (2002) Downloads View citations (11) (2002)

2000

  1. Precautionary Saving And Portfolio Allocation: Dp By Gmm
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article Precautionary saving and portfolio allocation: DP by GMM, Journal of Monetary Economics, Elsevier (2001) Downloads View citations (11) (2001)

1999

  1. Suez And Sterling, 1956
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    See also Journal Article Suez and Sterling, 1956, Explorations in Economic History, Elsevier (1999) Downloads View citations (1) (1999)

1997

  1. Real Business Cycle Realizations
    Working Paper, Economics Department, Queen's University Downloads View citations (8)
    See also Journal Article Real business-cycle realizations, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1997) Downloads View citations (9) (1997)

1996

  1. Greenback-gold Returns And Expectations Of Resumption, 1862-1879
    Working Paper, Economics Department, Queen's University Downloads

1995

  1. Business Cycle Theory And Econometrics
    Working Paper, Economics Department, Queen's University Downloads View citations (7)
    See also Journal Article Business Cycle Theory and Econometrics, Economic Journal, Royal Economic Society (1995) Downloads View citations (10) (1995)
  2. Exchange-rate Discounting
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    See also Journal Article Exchange-rate discounting, Journal of International Money and Finance, Elsevier (1995) Downloads View citations (1) (1995)

1994

  1. Measuring Business Cycles With Business-cycle Models
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    See also Journal Article Measuring business cycles with business-cycle models, Journal of Economic Dynamics and Control, Elsevier (1996) Downloads View citations (7) (1996)
  2. Reading A Target Zone In Keynes
    Working Paper, Economics Department, Queen's University Downloads

1993

  1. Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods
    Working Paper, Economics Department, Queen's University Downloads View citations (598)
    See also Journal Article Consumption and real exchange rates in dynamic economies with non-traded goods, Journal of International Economics, Elsevier (1993) Downloads View citations (596) (1993)

1992

  1. 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 (18)

1991

  1. Calibration in Macroeconomics
    Working Paper, Economics Department, Queen's University Downloads View citations (17)
  2. International Risk Sharing and Economic Growth
    Working Paper, Economics Department, Queen's University Downloads View citations (4)
    See also Journal Article International Risk Sharing and Economic Growth, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1994) Downloads View citations (185) (1994)

1990

  1. ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (28)
  2. Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model
    Working Paper, Economics Department, Queen's University Downloads View citations (5)
    See also Journal Article Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model, Journal of International Money and Finance, Elsevier (1992) Downloads View citations (117) (1992)

1988

  1. Calibration as Testing, Type I Error in the Equity Premium Puzzle
    Working Paper, Economics Department, Queen's University View citations (2)
  2. Estimates of Canadian GDP, Monthly, 1962 to 1985
    Working Paper, Economics Department, Queen's University
  3. How Informative are Preliminary Announcements of the Money Stock in Canada?
    Working Paper, Economics Department, Queen's University
    See also Journal Article How Informative Are Preliminary Announcements of the Money Stock in Canada?, Canadian Journal of Economics, Canadian Economics Association (1989) Downloads View citations (3) (1989)
  4. Stochastic Process Switching and the Return to Gold, 1925
    Working Paper, Economics Department, Queen's University View citations (5)
    See also Journal Article Stochastic Process Switching and the Return to Gold, 1925, Economic Journal, Royal Economic Society (1990) Downloads View citations (16) (1990)

1987

  1. Apparent Bubbles and Misspecified Fundamentals
    Working Paper, Economics Department, Queen's University View citations (2)
  2. Calibration as Estimation
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics Downloads View citations (5)
    Also in Working Paper, Economics Department, Queen's University (1987) View citations (17)
  3. Menu Costs Pricing Theory and Endogenous Conditional Heteroskedasticity
    Working Paper, Economics Department, Queen's University
  4. Testing a Government's Present-Value Borrowing Constraint
    Working Paper, Economics Department, Queen's University

1986

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

Journal Articles

2023

  1. The All‐Gap Phillips Curve
    Oxford Bulletin of Economics and Statistics, 2023, 85, (2), 269-282 Downloads
    See also Working Paper The All-Gap Phillips Curve, Working Paper (2022) Downloads (2022)
  2. UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY
    International Economic Review, 2023, 64, (4), 1595-1614 Downloads

2021

  1. Measuring the slowly evolving trend in US inflation with professional forecasts
    Journal of Applied Econometrics, 2021, 36, (1), 1-17 Downloads View citations (4)
    See also Working Paper Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts, CAMA Working Papers (2014) Downloads View citations (4) (2014)
  2. Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies
    Journal of Money, Credit and Banking, 2021, 53, (2-3), 589-596 Downloads View citations (3)

2019

  1. Two Types of (Slight) Flexibility in Bank of Canada Projections, 2003–2019
    Canadian Public Policy, 2019, 45, (3), 366-376 Downloads

2017

  1. Economic research in Canada: Evolution and convergence
    Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (5), 1197-1223 Downloads View citations (3)
    Also in Canadian Journal of Economics, 2017, 50, (5), 1197-1223 (2017) Downloads View citations (3)

2016

  1. Early Globalization and the Law of One Price: Evidence from Sweden, 1732-1914
    East Asian Economic Review, 2016, 20, (4), 427-445 Downloads View citations (2)

2015

  1. Identifying fiscal policy (in)effectiveness from the differential counter-cyclicality of government spending in the interwar period
    Canadian Journal of Economics, 2015, 48, (4), 1291-1320 Downloads View citations (1)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2015, 48, (4), 1291-1320 (2015) Downloads View citations (1)

    See also Working Paper Identifying Fiscal Policy (in)effectiveness From The Differential Counter-cyclicality Of Government Spending In The Interwar Period, Working Paper (2014) Downloads View citations (1) (2014)
  2. Interwar Inflation, Unexpected Inflation, and Output Growth
    Journal of Money, Credit and Banking, 2015, 47, (8), 1599-1615 Downloads View citations (3)
    See also Working Paper Interwar Inflation, Unexpected Inflation, And Output Growth, Working Paper (2013) Downloads (2013)

2013

  1. ESTIMATING DYNAMIC EULER EQUATIONS WITH MULTIVARIATE PROFESSIONAL FORECASTS
    Economic Inquiry, 2013, 51, (1), 445-458 Downloads View citations (3)

2012

  1. Consumption and real exchange rates in professional forecasts
    Journal of International Economics, 2012, 86, (1), 33-42 Downloads View citations (20)
    See also Working Paper Consumption And Real Exchange Rates In Professional Forecasts, Working Paper (2009) Downloads View citations (16) (2009)

2009

  1. Commentary on Parsing shocks: real-time revisions to gap and growth projections for Canada
    Review, 2009, 91, (Jul), 267-270 Downloads
  2. Pooling forecasts in linear rational expectations models
    Journal of Economic Dynamics and Control, 2009, 33, (11), 1858-1866 Downloads View citations (12)
    See also Working Paper Pooling Forecasts In Linear Rational Expectations Models, Working Paper (2007) Downloads View citations (2) (2007)
  3. The Missing Links: Better Measures of Inflation and Inflation Expectations in Canada
    C.D. Howe Institute Commentary, 2009, (287) Downloads View citations (10)

2008

  1. Great Moderation(s) and US Interest Rates: Unconditional Evidence
    The B.E. Journal of Macroeconomics, 2008, 8, (1), 1-33 Downloads View citations (12)
    See also Working Paper Great moderations and U.S. interest rates: unconditional evidence, FRB Atlanta Working Paper (2008) Downloads View citations (1) (2008)
  2. Identifying the new Keynesian Phillips curve
    Journal of Applied Econometrics, 2008, 23, (5), 525-551 Downloads View citations (98)
    See also Working Paper Identifying The New Keynesian Phillips Curve, Working Paper (2005) Downloads View citations (36) (2005)
  3. Japan's Phillips Curve Looks Like Japan
    Journal of Money, Credit and Banking, 2008, 40, (6), 1325-1326 Downloads
    Also in Journal of Money, Credit and Banking, 2008, 40, (6), 1325-1326 (2008) View citations (2)

    See also Working Paper Japan's Phillips Curve Looks Like Japan, Working Paper (2006) Downloads View citations (3) (2006)
  4. The New Keynesian Phillips curve: lessons from single-equation econometric estimation
    Economic Quarterly, 2008, 94, (Fall), 361-395 Downloads View citations (49)

2007

  1. Transfer problem dynamics: Macroeconomics of the Franco-Prussian war indemnity
    Journal of Monetary Economics, 2007, 54, (8), 2375-2398 Downloads View citations (22)
    See also Working Paper Transfer Problem Dynamics: Macroeconomics Of The Franco-prussian War Indemnity, Working Paper (2005) Downloads View citations (13) (2005)

2006

  1. The spectre of deflation: a review of empirical evidence
    Canadian Journal of Economics, 2006, 39, (4), 1041-1072 View citations (10)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2006, 39, (4), 1041-1072 (2006) Downloads View citations (6)

    See also Working Paper The Spectre Of Deflation: A Review Of Empirical Evidence, Working Paper (2006) Downloads View citations (10) (2006)

2004

  1. Real exchange rates, preferences, and incomplete markets: evidence, 1961-2001
    Canadian Journal of Economics, 2004, 37, (3), 782-801 Downloads View citations (10)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2004, 37, (3), 782-801 (2004) Downloads

    See also Working Paper Real Exchange Rates, Preferences, And Incomplete Markets: Evidence, 1961-2001, Working Paper (2004) Downloads View citations (8) (2004)

2003

  1. The CCAPM meets Euro-interest rate persistence, 1960-2000
    Journal of International Economics, 2003, 59, (2), 349-366 Downloads View citations (1)
    See also Working Paper The Ccapm Meets Euro-interest Rate Persistence, 1960-2000, Working Paper (2002) Downloads (2002)

2002

  1. Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
    Journal of Econometrics, 2002, 107, (1-2), 213-233 Downloads View citations (11)
    See also Working Paper Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence, Working Paper (2001) Downloads (2001)

2001

  1. Precautionary saving and portfolio allocation: DP by GMM
    Journal of Monetary Economics, 2001, 48, (1), 197-215 Downloads View citations (11)
    See also Working Paper Precautionary Saving And Portfolio Allocation: Dp By Gmm, Working Paper (2000) Downloads (2000)
  2. Speculative attacks with unpredictable or unknown foreign exchange reserves
    Canadian Journal of Economics/Revue canadienne d'économique, 2001, 34, (4), 882-902 Downloads
    Also in Canadian Journal of Economics, 2001, 34, (4), 882-902 (2001) Downloads
  3. Testing for Forecast Consensus
    Journal of Business & Economic Statistics, 2001, 19, (1), 34-43 View citations (16)

1999

  1. Suez and Sterling, 1956
    Explorations in Economic History, 1999, 36, (3), 181-203 Downloads View citations (1)
    See also Working Paper Suez And Sterling, 1956, Working Paper (1999) Downloads View citations (1) (1999)

1997

  1. Greenback-Gold Returns and Expectations of Resumption, 1862–1879
    The Journal of Economic History, 1997, 57, (3), 697-717 Downloads View citations (10)
  2. Real business-cycle realizations
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 243-280 Downloads View citations (9)
    See also Working Paper Real Business Cycle Realizations, Working Paper (1997) Downloads View citations (8) (1997)

1996

  1. Measuring business cycles with business-cycle models
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 1007-1025 Downloads View citations (7)
    See also Working Paper Measuring Business Cycles With Business-cycle Models, Working Paper (1994) Downloads View citations (1) (1994)
  2. Method-of-Moments Measurement of UK Business Cycles
    Oxford Economic Papers, 1996, 48, (4), 568-83 Downloads View citations (1)

1995

  1. Business Cycle Theory and Econometrics
    Economic Journal, 1995, 105, (433), 1597-1608 Downloads View citations (10)
    See also Working Paper Business Cycle Theory And Econometrics, Working Paper (1995) Downloads View citations (7) (1995)
  2. Exchange-rate discounting
    Journal of International Money and Finance, 1995, 14, (5), 659-666 Downloads View citations (1)
    See also Working Paper Exchange-rate Discounting, Working Paper (1995) Downloads View citations (1) (1995)
  3. Reading a Target Zone in Keynes's 'Indian Currency and Finance.'
    Economic Journal, 1995, 105, (430), 661-68 Downloads View citations (1)

1994

  1. International Risk Sharing and Economic Growth
    International Economic Review, 1994, 35, (3), 535-50 Downloads View citations (185)
    See also Working Paper International Risk Sharing and Economic Growth, Working Paper (1991) Downloads View citations (4) (1991)

1993

  1. Consumption and real exchange rates in dynamic economies with non-traded goods
    Journal of International Economics, 1993, 35, (3-4), 297-316 Downloads View citations (596)
    See also Working Paper Consumption And Real Exchange Rates In Dynamic Economies With Non-traded Goods, Working Paper (1993) Downloads View citations (598) (1993)

1992

  1. Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model
    Journal of International Money and Finance, 1992, 11, (1), 3-16 Downloads View citations (117)
    See also Working Paper Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model, Working Paper (1990) Downloads View citations (5) (1990)
  2. Sampling variability in Hansen-Jagannathan bounds
    Economics Letters, 1992, 38, (3), 263-267 Downloads View citations (8)

1991

  1. Calibration as Testing: Inference in Simulated Macroeconomic Models
    Journal of Business & Economic Statistics, 1991, 9, (3), 297-303 View citations (120)
  2. Persistent Deficits and the Market Value of Government Debt
    Journal of Applied Econometrics, 1991, 6, (1), 31-44 Downloads View citations (50)
  3. Solution to a Problem of Stochastic Process Switching
    Econometrica, 1991, 59, (1), 237-39 Downloads View citations (14)

1990

  1. Estimation du PIB mensuel canadien: 1962 à 1985
    L'Actualité Economique, 1990, 66, (1), 14-30 Downloads
  2. Stochastic Process Switching and the Return to Gold, 1925
    Economic Journal, 1990, 100, (399), 164-75 Downloads View citations (16)
    See also Working Paper Stochastic Process Switching and the Return to Gold, 1925, Working Paper (1988) View citations (5) (1988)

1989

  1. How Informative Are Preliminary Announcements of the Money Stock in Canada?
    Canadian Journal of Economics, 1989, 22, (3), 595-606 Downloads View citations (3)
    See also Working Paper How Informative are Preliminary Announcements of the Money Stock in Canada?, Working Paper (1988) (1988)
  2. Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate
    The Review of Economic Studies, 1989, 56, (4), 623-633 Downloads View citations (7)

1986

  1. A Dynamic Baumol-Tobin Model of Money Demand
    The Review of Economic Studies, 1986, 53, (3), 465-469 Downloads View citations (13)
  2. 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 (321)
 
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