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 1 2 2 116 2 6 26 346
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 3 271 1 2 19 858
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 1 52 0 0 6 192
A test of singularity for distribution functions 0 1 1 33 0 1 7 82
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 0 57 0 0 4 209
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 0 4 46 1 2 12 101
Autoregression-Based Estimators for ARFIMA Models 0 0 8 489 0 3 23 1,189
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 0 0 3 80
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 1 81 1 2 6 166
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 151 0 1 144 1,000
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 204 0 0 44 716
Content Horizons for Forecasts of Economic Time Series 0 0 0 138 0 0 1 1,076
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 1 1 3 37 1 3 10 132
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 2 54 1 3 12 140
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 3 70
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 80 0 0 4 279
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 1 4 120 1 2 15 641
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 0 7 149
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 1 1 3 30 1 2 14 137
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 88 0 0 15 130
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 96 1 1 3 271
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 1 98 0 2 8 233
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 1 1 2 91 1 2 13 298
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 280 0 0 4 952
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 23 1 1 4 38
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 1 102 0 0 4 244
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 0 0 273 1 4 12 819
Indicators of wireline/wireless competition in the market for telecommunication services 0 0 0 133 1 3 6 734
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 0 262 0 0 3 777
Les modèles de prévisions économiques 0 0 1 71 0 0 2 259
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 1 5 60 1 8 18 108
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 0 3 47
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 0 8 991
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 0 0 765
REDUCED-DIMENSION CONTROL REGRESSION 0 0 1 60 0 0 1 166
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 0 3 156
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 0 1 90
The Calibration of Probabilistic Economic Forecasts 0 0 1 98 0 1 4 246
The Robustness of Economic Activity to Destructive Events 0 0 0 20 0 0 2 99
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 5 141
Total Working Papers 4 8 45 4,472 15 50 479 15,127

Journal Article 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 2 5 17 176 5 12 45 561
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 2 2 13 36 3 4 36 136
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 0 1 79 1 6 17 609
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 2 2 5 29 4 4 9 66
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 5 113
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 26 0 0 195 401
Content horizons for conditional variance forecasts 0 1 1 53 0 1 3 159
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 1 179 1 1 6 478
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 4 20 3 3 14 158
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 3 16 62 473
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 1 2 199 0 3 9 702
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 0 3 404
Estimation of a linear regression model with stationary ARMA(p, q) errors 1 2 4 144 1 3 6 375
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 17 0 0 2 95
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 0 1 3 164
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 0 0 2 78
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 14 0 0 1 68
Les progrès dans les prévisions: météorologie et économique* 0 0 0 5 1 2 4 82
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 2 86 0 1 9 324
Modelling Expectations Formation with Measurement Errors 0 0 0 36 0 0 2 150
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 0 0 4 94
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 0 5 264
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 1 3 120
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 1 1 1 14 3 5 10 92
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 1 4 132 0 5 13 374
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 3 90 1 1 8 265
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 0 19 1 3 4 54
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 34 0 1 7 115
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 6 34
Total Journal Articles 8 15 58 1,631 27 73 493 7,008

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 66 206 688 10,711
Total Books 0 0 0 0 66 206 688 10,711

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Statistics updated 2021-01-03