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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

Calibration as estimation

Gregory, Allan W.; Smith, Gregor W. - 1987

Persistent link: https://www.econbiz.de/10003533160

Method-of-moments measurement of UK business cycles

Smith, Gregor W. - In: Oxford economic papers 48 (1996) 4, pp. 568-583

Persistent link: https://www.econbiz.de/10001209767

Deficit sustainability : a simple test

Rudin, Jeremy R.; Smith, Gregor W. - 1991

Persistent link: https://www.econbiz.de/10000826678

The New Keynesian Phillips Curve : Lessons from Single-Equation Econometric Estimation

Nason, James Michael - 2012

We review single-equation methods for estimating the hybrid New Keynesian Phillips curve (NKPC) and then apply those methods to U.S. quarterly data for 1955–2007. Estimating the hybrid NKPC by the generalized method of moments yields stable coefficients with a large role for expected future...

Persistent link: https://www.econbiz.de/10013096691

A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach

Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10001090231

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

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

Testing for cointegration in linear quadratic models

Gregory, Allan W. - 1991

Persistent link: https://www.econbiz.de/10000129420

Common and country-specific fluctuations in productivity, investment, and the current account

Gregory, Allan W.; Head, Allen - In: Journal of monetary economics 44 (1999) 3, pp. 423-451

Persistent link: https://www.econbiz.de/10001434982