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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

Business cycle theory and econometrics

Gregory, Allan W. - In: The economic journal : the journal of the Royal … 105 (1995) 433, pp. 1597-1608

Persistent link: https://www.econbiz.de/10001333811

Sampling variability in Hansen-Jagannathan bounds

Gregory, Allan W. - In: Economics letters 38 (1992) 3, pp. 263-267

Persistent link: https://www.econbiz.de/10001123559

Calibration as testing : inference in simulated macroeconomic models

Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 297-303

Persistent link: https://www.econbiz.de/10001108816

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

Measuring business cycles with business-cycle models

Gregory, Allan W. - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1007-1025

Persistent link: https://www.econbiz.de/10001200772

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/10001543435

Calibration in macroeconomics

Gregory, Allan W.; Smith, Gregor W. - 1991 - prelim. draft

Persistent link: https://www.econbiz.de/10000129432

US tax and spending shocks 1950-2019 : SVAR overidentification with external instruments

Gregory, Allan W.; McNeil, James; Smith, Gregor W. - 2021

An SVAR in US federal spending, federal revenue, and GDP is a standard setting for the study of the impact of fiscal shocks. An appealing feature of identifying a fiscal shock with an external instrument is that one can find the effects of that shock without fully identifying the SVAR. But we...

Persistent link: https://www.econbiz.de/10012595342

US fiscal policy shocks : proxy-SVAR overidentification via GMM

Gregory, Allan W.; McNeil, James; Smith, Gregor W. - In: Journal of applied econometrics 39 (2024) 4, pp. 607-619

Persistent link: https://www.econbiz.de/10014562837