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 0 121 0 1 4 373
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 1 1 280 0 1 6 886
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 0 0 1 197
A test of singularity for distribution functions 0 0 0 34 0 3 3 88
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 1 58 0 0 2 213
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 1 2 3 49 1 2 5 108
Autoregression-Based Estimators for ARFIMA Models 0 0 0 499 2 2 5 1,220
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 0 1 1 84
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 0 0 0 174
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 151 0 0 0 1,002
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 1 1 5 31
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 2 83 0 4 18 266
Consumersâ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 1 5 99 2 8 30 222
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 6 32 1 5 17 67
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 1 14 108 0 3 37 330
Content Horizons for Forecasts of Economic Time Series 0 0 0 138 0 0 0 1,081
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 37 1 2 3 139
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 0 1 1 17
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 0 0 1 153
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 0 71
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 80 0 0 2 282
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 2 4 135 1 5 18 681
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 1 2 159
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 1 2 3 33 2 10 18 163
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 0 90 1 1 1 142
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 1 1 97 0 3 4 280
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 0 99 0 1 3 243
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 0 91 0 0 1 303
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 2 283 0 1 3 966
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 23 0 0 1 41
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 2 104 0 0 2 251
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 0 0 273 1 8 19 872
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 0 261
Nowcasting GDP with electronic payments data 0 1 10 79 2 5 29 256
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 1 64 0 0 1 122
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 0 1 15 0 0 3 24
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 0 995
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 0 0 0 168
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 0 1 160
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 0 1 93
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 1 2 22 105
The Calibration of Probabilistic Economic Forecasts 0 1 1 99 0 1 1 250
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 12 57 4,973 16 72 271 16,839

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 1 1 2 2 5 19
A generalized asymmetric Student-t distribution with application to financial econometrics 1 2 6 203 4 6 29 644
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 2 41 0 0 2 150
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 0 2 84 0 1 16 654
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 2 3 34 0 2 3 74
Asymmetry in unemployment rate forecast errors 0 0 0 11 0 1 8 47
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 3 120
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 26 0 0 0 401
Content horizons for conditional variance forecasts 0 0 0 57 0 0 0 163
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 2 183 1 1 3 493
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 1 1 2 22 3 3 10 179
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 3 7 39 579
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 1 202 1 1 5 716
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 2 10 1 1 6 85
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 0 1 409
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 3 150 0 1 6 387
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 1 1 38 1 6 9 173
Forecast content and content horizons for some important macroeconomic time series 0 1 1 1 0 2 2 7
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 0 0 0 169
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 1 3 33
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 1 1 6 0 2 4 58
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 14 0 0 1 71
Les progrès dans les prévisions: météorologie et économique* 0 0 0 5 0 1 2 86
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 2 90 0 0 7 344
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 0 0 7 111 1 4 28 296
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 1 5 272
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 0 15 0 0 1 99
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 0 0 2 0 0 1 17
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 1 1 3 137 1 1 3 383
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 2 2 5 96 2 2 8 278
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 0 20 0 0 1 60
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 36 0 0 4 124
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 0 37
Total Journal Articles 5 11 44 1,877 20 46 215 8,075
1 registered items for which data could not be found

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 19 60 173 11,580
Total Books 0 0 0 0 19 60 173 11,580

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Statistics updated 2023-05-07