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 1 6 37 423
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 0 287 1 7 33 945
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 0 1 9 209
A test of singularity for distribution functions 0 0 0 35 0 4 11 102
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 1 2 60 1 5 17 231
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 1 1 2 52 2 3 9 119
Autoregression-Based Estimators for ARFIMA Models 0 0 0 501 0 3 25 1,254
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 1 3 8 95
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 0 1 6 183
Circuit Breakers and the Tail Index of Equity Returns 0 0 0 152 1 4 9 1,015
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data 0 0 0 205 0 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 12 51
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 0 0 0 1 5 7
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 1 1 1 85 1 3 15 293
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 1 1 34 0 8 27 100
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 104 0 6 23 269
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 0 4 142 0 3 38 443
Content Horizons for Forecasts of Economic Time Series 0 0 0 140 0 0 4 1,091
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 0 2 5 147
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 1 4 11 34
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 1 2 14 169
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 1 9 85
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 0 2 13 296
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 0 138 2 7 17 722
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 5 13 174
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 2 4 25 207
Exchange rates and commodity prices: measuring causality at multiple horizons 0 1 1 93 0 11 28 180
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 101 0 2 16 302
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 2 103 0 4 21 273
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 1 2 95 0 6 9 317
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 0 2 14 983
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 1 5 15 63
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 0 6 8 261
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 0 1 275 0 2 18 903
Indicators of wireline/wireless competition in the market for telecommunication services 0 0 0 133 0 4 5 742
Information Content of Volatility Forecasts at Medium-term Horizons 0 0 0 263 1 5 7 786
Les modèles de prévisions économiques 0 0 0 72 1 3 6 268
Nowcasting GDP with electronic payments data 0 0 3 103 11 35 67 381
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 1 1 68 0 3 8 140
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 0 2 24 0 3 17 56
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes 0 0 0 13 0 2 6 53
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations 0 0 0 364 0 0 12 1,009
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations 0 0 0 323 0 3 9 775
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 0 2 5 175
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 2 14 178
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 1 7 14 111
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 0 2 12 131
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 0 1 8 263
The Robustness of Economic Activity to Destructive Events 0 0 0 20 1 1 5 106
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 0 3 152
Total Working Papers 2 7 23 5,101 31 202 729 18,001

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 3 7 31
A generalized asymmetric Student-t distribution with application to financial econometrics 0 1 5 221 1 10 42 722
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 1 2 4 96 2 5 26 706
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 0 37 0 1 7 88
Asymmetry in unemployment rate forecast errors 0 0 0 15 0 3 10 74
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 2 7 128
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 29 0 2 10 415
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 2 7 0 2 22 40
Content horizons for conditional variance forecasts 0 0 0 57 1 2 4 172
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 0 186 0 2 9 510
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 1 1 9 198
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 1 3 18 620
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 2 14 738
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 0 12 0 7 18 114
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 2 16 425
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 0 155 0 5 12 408
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 1 1 42 0 8 23 217
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 0 2 6 110
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 0 2 10 21
Forecast content and content horizons for some important macroeconomic time series 0 0 0 41 0 2 8 183
GARCH Model Estimation Using Estimated Quadratic Variation 0 0 0 3 0 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 71
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 1 3 11 93
Les progrès dans les prévisions: météorologie et économique* 0 0 1 6 1 3 7 94
Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids 0 0 0 0 0 2 11 18
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 2 2 100 0 8 14 374
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 0 2 6 101
Nowcasting with payments system data 0 0 9 146 0 4 36 379
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 2 11 287
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 1 9 132
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 7 108
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 0 2 9 1 6 14 43
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 0 1 9 396
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 1 99 1 6 22 311
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 1 2 23 0 3 11 74
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 1 8 139
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 1 3 41
Total Journal Articles 1 7 30 2,029 11 114 493 9,031

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 7 23 115 12,041
Total Books 0 0 0 0 7 23 115 12,041

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Statistics updated 2026-07-10