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Measuring business cycles with business-cycle models
Gregory, Allan W.; Smith, Gregor W. - In: Journal of economic dynamics & control 20 (1996) 6-7, pp. 1007-1026
Persistent link: https://www.econbiz.de/10006796899
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Testing for Forecast Consensus
Gregory, Allan W.; Smith, Gregor W.; Yetman, James - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10008217223
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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, pp. 213-234
Persistent link: https://www.econbiz.de/10006770116
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An analysis of new firm survival using a hazard function
Koustas, Zisimos; Lamarche, Jean-Francois - In: Applied economics 42 (2010) 2, pp. 185-196
Persistent link: https://www.econbiz.de/10008349570
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Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy
Faroque, Akhter; Veloce, William; Lamarche, Jean-Francois - In: Applied economics 44 (2012) 30, pp. 3965-3986
Persistent link: https://www.econbiz.de/10009817824
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Estimation of a nonlinear Taylor rule using real-time US data
Lamarche, Jean-Francois; Koustas, Zisimos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-25
Persistent link: https://www.econbiz.de/10010077652
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Evidence of nonlinear mean reversion in the real interest rate
Koustas, Zisimos; Lamarche, Jean-Francois - In: Applied economics 42 (2010) 2, pp. 237-249
Persistent link: https://www.econbiz.de/10008931582
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Testing nested functional forms of money demand for Canada
Gregory, Allan W. - In: Journal of quantitative economics : journal of the … 1 (1985) 2, pp. 211-230
Persistent link: https://www.econbiz.de/10009926995
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Accounting for Forward Rates in Markets for Foreign Currency
Backus, David K.; Gregory, Allan W.; Telmer, Chris I. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10006603622
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James M.; Watt, David G. - In: Journal of econometrics 71 (1996) 1-2, pp. 321-342
Persistent link: https://www.econbiz.de/10006794472