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 0 0 1 124 1 4 11 386
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 1 4 286 0 3 11 906
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 0 0 0 199
A test of singularity for distribution functions 0 0 1 35 0 0 1 91
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 0 58 0 0 0 213
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 0 0 50 0 0 0 109
Autoregression-Based Estimators for ARFIMA Models 1 1 2 501 1 3 4 1,227
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 0 1 2 87
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 0 0 1 175
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 152 0 2 3 1,006
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 0 0 722
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions 0 0 0 20 0 1 3 38
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 84 3 4 7 277
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 32 0 0 1 72
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 2 103 0 0 9 244
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 1 3 19 135 3 7 38 393
Content Horizons for Forecasts of Economic Time Series 0 0 1 139 1 1 5 1,086
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 1 1 38 0 1 1 142
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 0 0 3 23
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 0 0 1 155
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 1 76
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 0 0 0 283
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 2 137 0 0 6 699
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 1 2 161
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 1 1 3 180
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 91 0 0 4 148
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 1 100 1 1 2 285
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 1 101 0 1 4 251
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 2 93 0 0 3 307
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 0 0 1 968
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 0 0 1 46
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 0 0 1 252
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 0 0 274 0 0 0 885
Indicators of wireline/wireless competition in the market for telecommunication services 0 0 0 133 0 0 0 737
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 0 263 0 0 0 779
Les modèles de prévisions économiques 0 0 0 72 0 0 1 262
Nowcasting GDP with electronic payments data 0 1 9 95 2 8 26 303
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 2 67 0 0 3 129
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 2 3 21 0 3 7 36
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 0 0 47
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 0 1 997
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 0 0 766
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 1 2 170
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 1 1 164
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 0 2 96
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 1 1 7 117
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 2 2 2 254
The Robustness of Economic Activity to Destructive Events 0 0 0 20 0 0 0 101
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 0 0 148
Total Working Papers 2 9 53 5,062 18 47 181 17,198

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test of the Importance of Tactical Voting: Great Britain, 1987 0 0 0 3 1 1 2 23
A generalized asymmetric Student-t distribution with application to financial econometrics 0 0 4 215 0 1 18 679
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 1 42 0 0 3 153
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 2 5 92 0 2 17 680
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 2 37 0 0 2 79
Asymmetry in unemployment rate forecast errors 0 0 0 15 1 1 5 62
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 1 121
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 28 0 1 3 405
Content horizons for conditional variance forecasts 0 0 0 57 0 3 4 168
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 2 186 1 1 6 500
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 0 2 6 188
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 0 0 9 602
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 1 203 0 0 4 724
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 1 1 11 0 1 4 93
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 0 0 409
Estimation of a linear regression model with stationary ARMA(p, q) errors 1 1 4 154 1 1 7 394
Exchange rates and commodity prices: Measuring causality at multiple horizons 1 1 1 41 1 3 6 191
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 0 0 0 103
Forecast content and content horizons for some important macroeconomic time series 0 0 1 3 0 0 2 11
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 1 1 3 175
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 1 1 4 39
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 0 0 0 78
Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters 0 0 2 8 0 0 2 62
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 3 17 1 1 5 79
Les progrès dans les prévisions: météorologie et économique* 0 0 0 5 0 0 0 86
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 3 97 0 1 7 358
Modelling Expectations Formation with Measurement Errors 0 0 0 36 0 0 0 152
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 0 0 0 95
Nowcasting with payments system data 2 5 18 136 2 5 29 338
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 1 4 276
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 0 0 123
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 1 16 0 1 2 101
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 0 1 7 0 0 3 29
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 0 0 0 383
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 1 97 1 1 3 287
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 21 1 1 2 63
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 1 3 130
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 1 38
Total Journal Articles 4 10 53 1,988 12 31 167 8,477

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 0 0 0 0 8 27 139 11,871
Total Books 0 0 0 0 8 27 139 11,871

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail logec@oru.se

Statistics updated 2025-03-03