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 18 20 27 406
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics 0 0 3 287 9 12 23 924
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data 0 0 0 52 2 2 3 202
A test of singularity for distribution functions 0 0 0 35 1 1 1 92
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS 1 1 1 59 1 1 2 215
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 2 7 1,231
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 5 179
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 1 1 723
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions 0 0 1 21 0 0 3 39
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 0 0 0 0 0 0 1 3
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 84 2 2 7 280
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 1 33 2 5 7 79
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data 0 0 0 103 3 3 6 250
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data 0 0 7 139 10 13 36 420
Content Horizons for Forecasts of Economic Time Series 0 0 1 140 0 1 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 0 0 0 23
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY 0 0 0 54 1 1 1 156
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 1 2 78
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES 0 0 0 81 1 2 2 285
Electronic Transactions as High-Frequency Indicators of Economic Activity 0 0 1 138 0 1 8 706
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 2 3 163
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 0 0 3 182
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 92 3 9 13 161
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES 0 0 1 101 0 1 3 287
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION 0 0 0 101 5 5 7 257
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution 0 0 1 94 0 0 2 309
Forecasting Some Low-Predictability Time Series Using Diffusion Indices 0 0 0 283 0 2 3 971
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model 0 0 0 24 0 1 4 50
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 3 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 0 0 0 779
Les modèles de prévisions économiques 0 0 0 72 0 0 0 262
Nowcasting GDP with electronic payments data 0 1 7 101 4 10 33 327
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases 0 0 0 67 1 1 4 133
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions 0 0 3 22 1 1 9 40
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 2 2 2 768
REDUCED-DIMENSION CONTROL REGRESSION 0 0 0 60 1 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 3 4 167
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS 0 0 0 58 0 0 3 98
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution 0 0 0 0 1 3 6 122
The Calibration of Probabilistic Economic Forecasts 0 0 0 99 0 0 3 255
The Robustness of Economic Activity to Destructive Events 0 0 0 20 0 1 1 102
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 1 3 31 5,083 79 116 264 17,402

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 0 2 24
A generalized asymmetric Student-t distribution with application to financial econometrics 1 1 3 217 16 17 26 699
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data 0 0 0 42 1 1 1 154
Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs 0 1 4 93 3 5 8 685
Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts 0 0 1 37 0 1 4 82
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 2 3 4 408
Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data 1 1 4 6 5 7 15 25
Content horizons for conditional variance forecasts 0 0 0 57 1 1 5 169
Credit Rationing and Threshold Effects in the Relation between Money and Output 0 0 0 186 0 0 2 501
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 0 1 2 603
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 3 3 4 728
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information 0 0 2 12 0 0 5 96
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 2 2 411
Estimation of a linear regression model with stationary ARMA(p, q) errors 0 0 2 155 1 1 4 397
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 1 41 4 4 11 199
Extreme dependence in the NASDAQ and S&P 500 composite indexes 0 0 0 18 1 1 2 105
Forecast content and content horizons for some important macroeconomic time series 0 0 0 3 1 1 1 12
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 1 2 3 41
Inference in Expectations Models of the Term Structure: A Non-parametric Approach 0 0 0 0 3 3 4 82
Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters 0 0 0 8 0 1 2 64
Kernel-based calibration diagnostics for recession and inflation probability forecasts 0 0 0 17 0 0 5 83
Les progrès dans les prévisions: météorologie et économique* 0 0 0 5 0 0 1 87
Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids 0 0 0 0 1 2 3 9
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions 0 0 1 98 1 1 6 361
Modelling Expectations Formation with Measurement Errors 0 0 0 36 1 1 2 154
Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure 0 0 0 0 1 1 1 96
Nowcasting with payments system data 2 4 12 142 2 10 28 359
On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components 0 0 0 64 0 1 4 278
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 0 1 124
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 1 1 2 102
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects 1 1 1 8 1 1 2 31
Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data 0 0 0 137 0 0 5 388
Testing for asymmetry in the link between the yield spread and output in the G-7 countries 0 0 1 98 2 3 6 292
The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors 0 1 2 22 2 3 6 67
Transforming the error-components model for estimation with general ARMA disturbances 0 0 0 37 1 1 4 133
Évaluation de critères d’information pour les modèles de séries chronologiques 0 0 0 1 1 1 1 39
Total Journal Articles 5 9 34 2,009 58 80 192 8,638

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 10 29 136 11,967
Total Books 0 0 0 0 10 29 136 11,967

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