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Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model

Devereux, Michael B.; Gregory, Allan W.; Smith, Gregor W. - 1990

Persistent link: https://www.econbiz.de/10000125074

International risk sharing and economic growth

Devereux, Michael B.; Smith, Gregor W. - 1991

Persistent link: https://www.econbiz.de/10000129435

The curse of Irving Fisher (Professional forecasters' version)

Smith, Gregor W. (contributor); Yetman, James (contributor) - 2007

Persistent link: https://www.econbiz.de/10003594313

Estimating dynamic Euler equations with multivariate professional forecasts

Smith, Gregor W.; Yetman, James - In: Economic inquiry : journal of the Western Economic … 51 (2013) 1, pp. 445-458

Persistent link: https://www.econbiz.de/10009753919

Consumption and real exchange rates in professional forecasts

Devereux, Michael B.; Smith, Gregor W.; Yetman, James - In: Journal of international economics 86 (2012) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10009622420

Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence

Gregory, Allan W.; Lamarche, Jean-Francois; Smith, Gregor W. - 2001 - First draft February 2000

This paper investigates the behaviour of estimators based on the Kullback-Leibler information criterion (KLIC), as an alternative to the generalized method of moments (GMM). We first study the estimators in a Monte Carlo simulation model of consumption growth with power utility. Then we compare...

Persistent link: https://www.econbiz.de/10009676158

Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence

Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1/2, pp. 213-233

Persistent link: https://www.econbiz.de/10001651284

Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model

Devereux, Michael B. - In: Journal of international money and finance 11 (1992) 1, pp. 3-16

Persistent link: https://www.econbiz.de/10001117879