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 2 8 30 416
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 1 287 5 13 32 938
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 1 5 9 208
A test of singularity for distribution functions 0 0 0 35 0 4 6 97
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 1 59 1 9 13 226
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 0 1 51 0 4 7 116
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 2 16 22 1,249
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 1 5 5 92
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 0 3 7 182
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 152 2 4 4 1,010
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 3 5 727
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions 0 0 1 21 1 2 7 45
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 0 0 0 2 4 6
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 84 4 6 13 290
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 33 5 13 20 92
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 1 1 104 4 12 19 263
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 1 2 6 141 4 13 43 436
Content Horizons for Forecasts of Economic Time Series 0 0 1 140 0 3 5 1,091
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 0 0 1 143
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 0 5 7 30
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 2 8 12 167
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 2 3 8 84
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 1 8 11 294
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 1 138 0 5 15 714
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 5 8 169
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 1 18 23 203
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 92 1 6 21 169
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 1 101 4 10 15 300
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 1 2 103 3 7 17 268
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 1 94 0 1 4 311
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 1 7 12 980
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 2 4 10 56
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 0 2 3 255
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 1 1 1 275 3 11 14 899
Indicators of wireline/wireless competition in the market for telecommunication services 0 0 0 133 0 1 1 738
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 0 263 0 1 2 781
Les modèles de prévisions économiques 0 0 0 72 1 3 3 265
Nowcasting GDP with electronic payments data 0 1 7 102 2 12 38 341
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 0 67 0 4 8 137
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 1 3 24 0 11 17 53
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 1 4 4 51
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 1 12 12 1,009
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 4 6 772
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 0 1 2 172
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 7 12 176
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 5 8 104
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 1 4 11 128
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 1 5 8 262
The Robustness of Economic Activity to Destructive Events 0 0 0 20 0 2 4 105
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 1 1 3 151
Total Working Papers 2 7 30 5,092 61 302 571 17,771

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 2 5 28
A generalized asymmetric Student-t distribution with application to financial econometrics 1 3 5 220 2 11 31 710
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 0 42 0 1 2 155
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 1 2 94 0 11 18 698
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 0 37 1 4 8 87
Asymmetry in unemployment rate forecast errors 0 0 0 15 0 5 8 70
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 5 5 126
Circuit Breakers and the Tail Index of Equity Returns 0 1 1 29 1 3 6 411
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 1 1 3 7 3 10 22 36
Content horizons for conditional variance forecasts 0 0 0 57 0 1 2 170
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 0 186 4 6 8 508
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 0 8 9 197
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 4 10 13 615
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 7 12 736
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 1 12 1 6 10 103
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 1 8 12 421
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 1 155 1 6 9 403
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 0 41 3 9 18 209
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 0 2 5 108
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 1 6 6 181
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 0 5 8 19
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 3 5 44
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 0 6 13 91
Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters 0 0 0 8 1 5 7 69
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 2 6 11 90
Les progrès dans les prévisions: météorologie et économique* 0 0 1 6 1 3 5 91
Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids 0 0 0 0 0 6 9 16
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 1 98 0 2 7 365
Modelling Expectations Formation with Measurement Errors 0 0 0 36 0 4 6 158
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 0 2 4 99
Nowcasting with payments system data 3 3 10 146 8 12 35 373
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 1 5 9 285
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 4 7 130
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 4 5 106
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 1 2 9 0 5 7 36
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 1 4 11 394
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 2 99 4 12 18 305
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 22 1 4 8 71
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 5 8 138
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 1 2 40
Total Journal Articles 5 10 30 2,022 42 219 394 8,892

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 30 142 12,013
Total Books 0 0 0 0 8 30 142 12,013

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Statistics updated 2026-03-04