| Residual-based tests for cointegration in models with regime shifts AW Gregory, BE Hansen Journal of econometrics 70 (1), 99-126, 1996 | 3658 | 1996 |
| Practitioners corner: tests for cointegration in models with regime and trend shifts AW Gregory, BE Hansen Oxford bulletin of Economics and Statistics 58 (3), 555-560, 1996 | 880 | 1996 |
| Risk premiums in the term structure: Evidence from artificial economies DK Backus, AW Gregory, SE Zin Journal of Monetary Economics 24 (3), 371-399, 1989 | 380 | 1989 |
| Testing for structural breaks in cointegrated relationships AW Gregory, JM Nason, DG Watt Journal of econometrics 71 (1-2), 321-341, 1996 | 371 | 1996 |
| Theoretical relations between risk premiums and conditional variances DK Backus, AW Gregory Journal of Business & Economic Statistics 11 (2), 177-185, 1993 | 348 | 1993 |
| Measuring world business cycles AW Gregory, AC Head, J Raynauld International Economic Review, 677-701, 1997 | 341 | 1997 |
| Formulating Wald tests of nonlinear restrictions AW Gregory, MR Veall Econometrica: Journal of the Econometric Society, 1465-1468, 1985 | 321 | 1985 |
| Accounting for forward rates in markets for foreign currency DK Backus, AW Gregory, CI Telmer The Journal of Finance 48 (5), 1887-1908, 1993 | 312 | 1993 |
| Calibration as testing: inference in simulated macroeconomic models AW Gregory, GW Smith Journal of Business & Economic Statistics 9 (3), 297-303, 1991 | 217 | 1991 |
| Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model MB Devereux, AW Gregory, GW Smith Journal of International Money and Finance 11 (1), 3-16, 1992 | 212 | 1992 |
| Common and country-specific fluctuations in productivity, investment, and the current account AW Gregory, AC Head Journal of Monetary Economics 44 (3), 423-451, 1999 | 169 | 1999 |
| Testing for cointegration in linear quadratic models AW Gregory Journal of Business & Economic Statistics 12 (3), 347-360, 1994 | 161 | 1994 |
| 25 Statistical aspects of calibration in macroeconomics AW Gregory, GW Smith Elsevier 11, 703-719, 1993 | 122 | 1993 |
| Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis AW Gregory, TH McCurdy Journal of International Money and Finance 3 (3), 357-368, 1984 | 109 | 1984 |
| Calibration as estimation AW Gregory, GW Smith Econometric Reviews 9 (1), 57-89, 1990 | 96 | 1990 |
| Canadian city housing prices and urban market segmentation J Allen, R Amano, DP Byrne, AW Gregory Canadian Journal of Economics/Revue canadienne d'économique 42 (3), 1132-1149, 2009 | 64 | 2009 |
| Mixed signals among tests for cointegration AW Gregory, AA Haug, N Lomuto Journal of Applied Econometrics 19 (1), 89-98, 2004 | 54 | 2004 |
| Testing for forecast consensus AW Gregory, GW Smith, J Yetman Journal of Business & Economic Statistics 19 (1), 34-43, 2001 | 50 | 2001 |
| The effect of sampling error on the time series behavior of consumption data WR Bell, DW Wilcox Journal of Econometrics 55 (1-2), 235-265, 1993 | 50 | 1993 |
| Endogenous work hours and practice patterns of Canadian physicians C Ferrall, AW Gregory, WG Tholl canadian Journal of economics, 1-27, 1998 | 49 | 1998 |
