Access Statistics for John W. Galbraith

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS 3 16 50 50 10 30 70 70
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 9 32 69 69 32 91 190 190
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 2 2 7 7 8 10 22 22
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 1 2 14 45 2 5 28 130
Autoregression-Based Estimators for ARFIMA Models 0 5 25 376 9 29 80 891
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 1 2 10 51
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 2 23 23 23 8 18 18 18
Circuit Breakers and the Tail Index of Equity Returns 1 3 12 136 4 11 46 738
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 1 8 183 1 3 30 583
Content Horizons for Forecasts of Economic Time Series 0 0 1 131 4 7 45 1,008
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 1 2 6 26 4 7 15 25
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 1 7 39
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 2 13 68 1 4 35 209
Electronic Transactions as High-Frequency Indicators of Economic Activity 3 7 26 53 13 38 125 211
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 3 4 70
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 1 2 9 70 1 3 24 156
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 10 19 51 51 12 24 53 53
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 2 5 19 19 10 25 41 41
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 12 256 2 6 50 842
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 3 3 7 91 3 5 20 178
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 1 8 34 199 8 25 111 481
Indicators of wireline/wireless competition in the market for telecommunication services 0 1 6 110 3 8 57 585
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 6 235 1 2 19 699
Les modèles de prévisions économiques 0 0 4 60 1 2 19 225
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 2 6 24 348 3 9 68 894
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 2 7 34 271 6 16 84 587
REDUCED-DIMENSION CONTROL REGRESSION 1 1 5 28 3 5 26 119
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 4 8 20 104
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 1 4 42 43 4 6 11 13
The Calibration of Probabilistic Economic Forecasts 0 3 75 75 6 20 95 95
The Robustness of Economic Activity to Destructive Events 0 1 7 7 4 10 16 16
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 10 72
Total Working Papers 45 155 589 3,030 170 434 1,449 9,415

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 1 4 17 30 4 11 71 348
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 1 4 4 1 5 13 13
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 17 0 0 8 79
Content horizons for conditional variance forecasts 1 2 7 36 1 2 12 91
Credit Rationing and Threshold Effects in the Relation between Money and Output 2 5 17 100 3 7 29 271
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 2 3 27 209
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 2 6 33 121 3 12 91 405
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 2 5 23 83 3 10 50 296
Estimation of a linear regression model with stationary ARMA(p, q) errors 2 8 18 72 2 9 29 186
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 1 1 1 2 8 9 9
Forecast content and content horizons for some important macroeconomic time series 0 1 3 19 0 3 18 89
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 0 0 4 56
Modelling Expectations Formation with Measurement Errors 0 1 4 28 2 6 35 109
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 0 0 8 69
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 2 6 42 2 8 20 143
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 1 2 9 1 2 7 59
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 1 1 2 0 1 7 21
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 4 13 63 0 7 41 196
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 1 8 51 0 1 12 124
Transforming the error-components model for estimation with general ARMA disturbances 0 2 4 12 1 5 7 46
Total Journal Articles 10 45 162 690 27 100 498 2,819

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Statistics updated 2009-11-04