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Testing for cointegration in linear quadratic models
Gregory, Allan W. - 1991
Persistent link: https://www.econbiz.de/10000129420
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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Testing nested functional forms of money demand for Canada
Gregory, Allan W. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 211-230
Persistent link: https://www.econbiz.de/10001056919
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Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W. - In: The Canadian journal of economics 20 (1987) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10001043681
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000829964
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Estimating linear quadratic models with integrated processes
Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990
Persistent link: https://www.econbiz.de/10000798412
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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
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Accounting for forward rates in markets for foreign currency
Backus, David; Gregory, Allan W.; Telmer, Chris I. - 1990 - rev.
Persistent link: https://www.econbiz.de/10000129403
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The term structure of interest rates : departures from time-separable expected utility
Gregory, Allan W.; Voss, Graham M. - 1990
Persistent link: https://www.econbiz.de/10000129405
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Calibration in macroeconomics
Gregory, Allan W.; Smith, Gregor W. - 1991 - prelim. draft
Persistent link: https://www.econbiz.de/10000129432