Access Statistics for John W. Galbraith

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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 0 124 0 0 35 423
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 0 287 0 0 30 945
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 0 1 10 210
A test of singularity for distribution functions 0 0 0 35 0 0 11 102
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 2 60 1 1 18 232
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 0 1 52 0 0 7 119
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 0 1 26 1,255
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 0 1 9 96
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 1 2 7 185
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 152 0 0 9 1,015
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 2 9 731
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions 0 0 0 21 1 1 13 52
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 0 0 0 1 5 8
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 85 2 5 20 298
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 104 0 4 26 273
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 34 1 2 25 102
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 1 4 143 1 5 38 448
Content Horizons for Forecasts of Economic Time Series 0 1 1 141 1 2 5 1,093
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 0 0 4 147
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 0 1 12 35
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 1 1 15 170
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 1 9 86
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 0 0 12 296
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 0 138 1 3 19 725
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 1 13 175
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 0 1 26 208
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 93 1 3 25 183
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 101 1 1 16 303
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 2 103 0 2 23 275
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 1 95 1 1 9 318
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 0 0 12 983
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 0 1 14 64
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 0 2 10 263
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 1 2 276 0 4 22 907
Indicators of wireline/wireless competition in the market for telecommunication services 0 0 0 133 1 1 6 743
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 0 263 0 0 7 786
Les modèles de prévisions économiques 0 0 0 72 0 0 6 268
Nowcasting GDP with electronic payments data 0 1 3 104 1 2 60 383
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 1 68 0 0 8 140
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 0 2 24 0 0 17 56
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 0 6 53
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 0 12 1,009
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 1 1 10 776
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 2 7 177
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 1 14 179
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 0 13 111
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 0 0 10 131
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 0 0 8 263
The Robustness of Economic Activity to Destructive Events 0 0 0 20 0 1 5 107
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 4 153
Total Working Papers 0 4 23 5,105 18 59 737 18,060

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 0 0 7 31
A generalized asymmetric Student-t distribution with application to financial econometrics 1 1 6 222 1 5 44 727
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 0 42 0 0 2 155
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 0 3 96 0 1 25 707
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 0 37 0 0 6 88
Asymmetry in unemployment rate forecast errors 0 0 0 15 1 1 10 75
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 1 1 8 129
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 29 0 0 9 415
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 2 7 1 1 21 41
Content horizons for conditional variance forecasts 0 0 0 57 0 0 4 172
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 0 186 0 3 12 513
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 0 1 10 199
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 0 1 18 621
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 1 14 739
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 0 12 1 4 22 118
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 1 17 426
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 0 155 1 2 14 410
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 1 42 2 4 26 221
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 0 2 8 112
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 0 2 10 185
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 0 1 11 22
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 2 8 48
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 0 1 13 92
Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters 0 0 0 8 1 1 8 72
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 0 4 14 97
Les progrès dans les prévisions: météorologie et économique* 0 0 1 6 0 1 8 95
Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids 0 0 0 0 0 1 11 19
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 2 100 1 1 15 375
Modelling Expectations Formation with Measurement Errors 0 0 0 36 0 0 5 158
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 0 0 6 101
Nowcasting with payments system data 0 2 8 148 3 9 31 388
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 5 14 292
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 2 10 134
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 8 109
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 0 2 9 1 2 15 45
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 0 0 8 396
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 1 99 1 2 23 313
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 23 1 2 11 76
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 1 8 140
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 3 41
Total Journal Articles 1 3 28 2,032 18 66 517 9,097

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 2 13 97 12,054
Total Books 0 0 0 0 2 13 97 12,054

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Statistics updated 2026-10-11