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 22 26 408
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 2 287 1 10 22 925
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 1 3 4 203
A test of singularity for distribution functions 0 0 0 35 1 2 2 93
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 1 1 59 2 3 4 217
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 1 1 51 0 1 3 112
Autoregression-Based Estimators for ARFIMA Models 0 0 1 501 2 4 9 1,233
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 0 0 1 87
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 0 2 4 179
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 152 0 0 2 1,006
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 1 2 2 724
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions 0 0 1 21 4 4 6 43
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 0 0 1 1 2 4
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 84 4 6 11 284
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 33 0 3 7 79
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 103 1 4 7 251
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 0 7 139 3 15 37 423
Content Horizons for Forecasts of Economic Time Series 0 0 1 140 0 0 3 1,088
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 38 0 0 2 143
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 2 2 2 25
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 3 4 4 159
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 3 4 5 81
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 1 2 3 286
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 1 138 3 3 10 709
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 3 4 164
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 3 3 6 185
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 92 2 8 15 163
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 1 101 3 3 6 290
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 1 1 1 102 4 9 11 261
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 1 94 1 1 3 310
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 2 2 5 973
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 2 3 6 52
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 0 0 1 253
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 0 0 274 0 3 3 888
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 1 1 1 780
Les modèles de prévisions économiques 0 0 0 72 0 0 0 262
Nowcasting GDP with electronic payments data 0 1 7 101 2 10 34 329
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 0 67 0 1 4 133
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 1 1 4 23 2 3 9 42
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 0 997
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 2 2 768
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 0 1 2 171
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 2 4 6 169
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 1 1 3 99
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 2 4 8 124
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 2 2 5 257
The Robustness of Economic Activity to Destructive Events 0 0 0 20 1 2 2 103
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 1 1 2 150
Total Working Papers 2 5 32 5,085 67 164 316 17,469

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 2 2 4 26
A generalized asymmetric Student-t distribution with application to financial econometrics 0 1 2 217 0 16 21 699
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 0 42 0 1 1 154
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 0 3 93 2 5 9 687
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 0 37 1 2 4 83
Asymmetry in unemployment rate forecast errors 0 0 0 15 0 0 4 65
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 0 121
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 28 0 3 4 408
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 1 3 6 1 7 15 26
Content horizons for conditional variance forecasts 0 0 0 57 0 1 4 169
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 0 186 1 1 3 502
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 0 0 3 189
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 2 2 3 605
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 1 4 5 729
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 2 12 1 1 5 97
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 4 4 413
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 2 155 0 1 4 397
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 1 41 1 5 12 200
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 1 2 3 106
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 2 3 3 14
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 0 0 1 175
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 1 3 41
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 3 6 7 85
Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters 0 0 0 8 0 0 2 64
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 1 1 6 84
Les progrès dans les prévisions: météorologie et économique* 1 1 1 6 1 1 2 88
Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids 0 0 0 0 1 2 4 10
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 1 98 2 3 6 363
Modelling Expectations Formation with Measurement Errors 0 0 0 36 0 1 2 154
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 1 2 2 97
Nowcasting with payments system data 1 5 12 143 2 7 28 361
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 2 2 5 280
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 2 2 3 126
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 2 102
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 1 1 8 0 1 2 31
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 2 2 7 390
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 1 1 2 99 1 4 7 293
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 22 0 2 5 67
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 1 4 133
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 1 1 39
Total Journal Articles 3 10 31 2,012 35 100 210 8,673

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 16 37 139 11,983
Total Books 0 0 0 0 16 37 139 11,983

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Statistics updated 2025-12-06