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 1 124 0 0 9 386
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 1 4 287 0 6 12 912
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 0 1 1 200
A test of singularity for distribution functions 0 0 1 35 0 0 1 91
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 0 0 0 58 0 1 1 214
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data 0 0 0 50 1 1 1 110
Autoregression-Based Estimators for ARFIMA Models 0 0 1 501 0 1 5 1,229
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES 0 0 0 0 0 0 2 87
Calibration and Resolution Diagnostics for Bank of England Density Forecasts 0 0 0 81 1 2 3 177
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 152 0 0 3 1,006
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 1 1 21 0 1 4 39
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 84 1 1 5 278
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 33 0 0 1 73
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 103 0 1 4 246
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 2 13 138 4 9 34 405
Content Horizons for Forecasts of Economic Time Series 1 1 1 140 1 1 3 1,087
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 38 0 0 1 142
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires 0 0 0 1 0 0 2 23
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 0 0 1 155
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 0 76
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 0 0 0 283
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 1 1 138 0 3 7 705
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 0 1 161
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 0 2 4 182
Exchange rates and commodity prices: measuring causality at multiple horizons 0 1 1 92 1 3 4 152
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 1 1 2 101 1 1 3 286
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 1 101 0 0 4 252
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 1 93 0 1 3 308
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 0 1 2 969
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 1 2 2 48
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 0 104 1 1 1 253
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables 0 0 0 274 0 0 0 885
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 1 262
Nowcasting GDP with electronic payments data 2 3 10 100 3 8 29 314
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 1 67 0 3 4 132
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 1 4 22 0 3 10 39
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 1 997
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 2 170
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES 0 0 0 0 0 0 1 164
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 1 3 97
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 0 1 4 119
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 0 1 3 255
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 1 149
Total Working Papers 4 12 46 5,078 15 56 183 17,270

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 1 2 24
A generalized asymmetric Student-t distribution with application to financial econometrics 0 1 3 216 0 1 12 680
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 0 42 0 0 0 153
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 0 4 92 0 0 14 680
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 2 37 2 2 4 81
Asymmetry in unemployment rate forecast errors 0 0 0 15 0 0 4 64
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes 0 0 0 14 0 0 1 121
Circuit Breakers and the Tail Index of Equity Returns 0 0 1 28 0 0 3 405
Content horizons for conditional variance forecasts 0 0 0 57 0 0 4 168
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 1 186 0 1 4 501
Dimension reduction and model averaging for estimation of artists' age-valuation profiles 0 0 0 23 0 1 6 189
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 0 0 4 602
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 1 203 0 0 1 724
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 2 12 1 1 6 96
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 0 0 409
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 1 3 155 0 2 6 396
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 1 41 0 3 6 194
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 1 1 1 104
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 0 0 1 11
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 0 3 39
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 0 1 8 0 1 2 63
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 1 2 5 82
Les progrès dans les prévisions: météorologie et économique* 0 0 0 5 0 1 1 87
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 1 1 98 0 2 6 360
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 1 1 14 137 2 5 25 343
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 0 4 276
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 16 0 0 1 101
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 0 0 0 7 0 0 2 29
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 2 4 4 387
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 1 1 1 98 1 1 3 289
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 0 1 21 0 0 2 63
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 0 0 3 131
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 0 0 1 38
Total Journal Articles 2 5 36 1,994 10 29 142 8,513

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 21 47 141 11,926
Total Books 0 0 0 0 21 47 141 11,926

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Statistics updated 2025-07-04