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 4 7 35 421
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 1 287 6 11 33 944
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 1 2 9 209
A test of singularity for distribution functions 0 0 0 35 4 5 11 102
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 1 1 2 60 4 5 17 230
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 0 1 51 1 1 8 117
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 2 6 24 1,253
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 2 3 7 94
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 1 1 7 183
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 152 3 6 8 1,014
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 2 2 7 729
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions 0 0 0 21 1 4 9 48
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 0 0 1 1 5 7
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 84 2 6 15 292
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 1 1 1 34 6 11 25 98
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 104 3 7 20 266
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 2 6 142 2 10 46 442
Content Horizons for Forecasts of Economic Time Series 0 0 1 140 0 0 5 1,091
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 2 4 5 147
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 3 3 10 33
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 0 2 12 167
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 3 9 85
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 1 2 12 295
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 1 138 0 1 11 715
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 3 4 11 172
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 2 3 25 205
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 0 92 9 10 28 178
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 1 101 2 6 17 302
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 2 103 3 7 20 272
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 1 1 2 95 6 6 10 317
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 1 3 14 982
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 3 7 15 61
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 4 4 7 259
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 1 1 275 2 7 18 903
Indicators of wireline/wireless competition in the market for telecommunication services 0 0 0 133 4 4 5 742
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 0 263 4 4 6 785
Les modèles de prévisions économiques 0 0 0 72 2 3 5 267
Nowcasting GDP with electronic payments data 0 1 5 103 7 14 43 353
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 1 1 1 68 3 3 8 140
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 0 3 24 3 3 20 56
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 2 3 6 53
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 1 12 1,009
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 1 1 7 773
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 2 4 174
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 1 1 13 177
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 5 5 12 109
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 2 4 12 131
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 1 2 9 263
The Robustness of Economic Activity to Destructive Events 0 0 0 20 0 0 4 105
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 2 3 152
Total Working Papers 4 8 29 5,098 123 212 684 17,922

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 3 3 8 31
A generalized asymmetric Student-t distribution with application to financial econometrics 0 1 5 220 4 8 37 716
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 2 94 1 4 22 702
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 0 37 1 2 9 88
Asymmetry in unemployment rate forecast errors 0 0 0 15 2 3 9 73
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 2 2 7 128
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 29 2 5 10 415
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 1 2 7 2 7 25 40
Content horizons for conditional variance forecasts 0 0 0 57 1 1 3 171
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 0 186 1 5 8 509
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 0 0 9 197
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 1 7 16 618
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 2 2 14 738
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 0 12 5 10 17 112
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 5 16 425
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 1 155 3 4 11 406
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 0 41 6 9 21 215
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 2 2 7 110
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 2 2 10 21
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 1 2 7 182
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 2 2 7 46
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 0 0 13 91
Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters 0 0 0 8 1 2 8 70
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 2 4 11 92
Les progrès dans les prévisions: météorologie et économique* 0 0 1 6 2 3 7 93
Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids 0 0 0 0 2 2 11 18
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 1 1 1 99 7 8 14 373
Modelling Expectations Formation with Measurement Errors 0 0 0 36 0 0 6 158
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 2 2 6 101
Nowcasting with payments system data 0 3 10 146 2 12 38 377
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 2 3 11 287
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 2 9 132
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 1 2 7 108
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 0 2 9 3 4 11 40
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 1 3 11 396
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 2 99 1 5 18 306
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 1 1 2 23 2 3 10 73
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 1 7 138
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 2 40
Total Journal Articles 2 7 29 2,024 74 141 475 8,991

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 11 24 139 12,029
Total Books 0 0 0 0 11 24 139 12,029

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Statistics updated 2026-05-06