Allan W. Gregory

5.8k total citations · 1 hit paper
62 papers, 4.0k citations indexed

About

Allan W. Gregory is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Allan W. Gregory has authored 62 papers receiving a total of 4.0k indexed citations (citations by other indexed papers that have themselves been cited), including 47 papers in Economics and Econometrics, 41 papers in General Economics, Econometrics and Finance and 19 papers in Finance. Recurrent topics in Allan W. Gregory's work include Monetary Policy and Economic Impact (40 papers), Economic theories and models (14 papers) and Financial Risk and Volatility Modeling (12 papers). Allan W. Gregory is often cited by papers focused on Monetary Policy and Economic Impact (40 papers), Economic theories and models (14 papers) and Financial Risk and Volatility Modeling (12 papers). Allan W. Gregory collaborates with scholars based in Canada, United States and Australia. Allan W. Gregory's co-authors include Bruce E. Hansen, David Backus, Gregor W. Smith, Allen Head, Michael R. Veall, James M. Nason, Jacques Raynauld, Chris Telmer, Stanley E. Zin and Michael B. Devereux and has published in prestigious journals such as The Journal of Finance, Econometrica and The Economic Journal.

In The Last Decade

Allan W. Gregory

60 papers receiving 3.6k citations

Hit Papers

Residual-based tests for cointegration in models with reg... 1996 2026 2006 2016 1996 500 1000 1.5k

Peers

Allan W. Gregory
Comparison fields: 5 of 104
  • Economics and Econometrics 3.1k
  • General Economics, Econometrics and Finance 2.5k
  • Finance 1.6k
  • Renewable Energy, Sustainability and the Environment 475
  • Accounting 226
Replace Alfred A. Haug with:
Alfred A. Haug New Zealand
Neil R. Ericsson United States
Nelson C. Mark United States
Donggyu Sul United States
Kaddour Hadri United Kingdom
Shigeyuki Hamori Japan
Mark C. Strazicich United States
Hyungsik Roger Moon United States
Robin L. Lumsdaine United States
Bahram Pesaran United Kingdom
Alfred A. Haug New Zealand View profile →
Citations per field, relative to Allan W. Gregory
Allan W. Gregory · 1×
Citations per year, relative to Allan W. Gregory
Allan W. Gregory · 1×

Countries citing papers authored by Allan W. Gregory

Since Specialization
Citations

This map shows the geographic impact of Allan W. Gregory's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Allan W. Gregory with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Allan W. Gregory more than expected).

Fields of papers citing papers by Allan W. Gregory

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Allan W. Gregory. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Allan W. Gregory. The network helps show where Allan W. Gregory may publish in the future.

Co-authorship network of co-authors of Allan W. Gregory

This figure shows the co-authorship network connecting the top 25 collaborators of Allan W. Gregory. A scholar is included among the top collaborators of Allan W. Gregory based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Allan W. Gregory. Allan W. Gregory is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 2
2 1
3
Estimation and Inference in Arch Models in the Presence of Outliers
1
4 21
5
Interpreting Value at Risk (VaR) Forecasts
1
6 0
7 29
8 12
9 33
10 165
11 11
12 66
13 139
14 87
15 1
16 28
17 163
18 14
19 8
20 8

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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2026