John W. Galbraith
Names
| first: |
John |
| middle: |
W. |
| last: |
Galbraith |
Identifer
Contact
Affiliations
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McGill University
/ Department of Economics (weight: 98%)
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 1%)
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 1%)
Research profile
author of:
- How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables (repec:bca:bocawp:07-1)
by John Galbraith & Greg Tkacz - Electronic Transactions as High-Frequency Indicators of Economic Activity (repec:bca:bocawp:07-58)
by John Galbraith & Greg Tkacz - Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts (repec:bla:jorssa:v:175:y:2012:i:3:p:713-727)
by John W. Galbraith & Simon van Norden - Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model (repec:bla:obuest:v:52:y:1990:i:1:p:95-104)
by Banerjee, Anindya & Galbraith, John W & Dolado, Juan - Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure (repec:bla:obuest:v:59:y:1997:i:2:p:265-84)
by Campbell, Bryan & Galbraith, John W - Les modèles de prévisions économiques (repec:cir:cirpro:1999rp-09)
by John W. Galbraith & René Garcia - Indicators of wireline/wireless competition in the market for telecommunication services (repec:cir:cirpro:2004rp-21)
by Krzysztof Dzieciolowski & John W. Galbraith - Autoregression-Based Estimators for ARFIMA Models (repec:cir:cirwor:2001s-11)
by John W. Galbraith & Victoria Zinde-Walsh - Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations (repec:cir:cirwor:2001s-15)
by John W. Galbraith & Victoria Zinde-Walsh - Forecasting Some Low-Predictability Time Series Using Diffusion Indices (repec:cir:cirwor:2001s-46)
by Marc Brisson & Bryan Campbell & John W. Galbraith - Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data (repec:cir:cirwor:2001s-61)
by John W. Galbraith & Serguei Zernov & Victoria Zinde-Walsh - Information Content of Volatility Forecasts at Medium-term Horizons (repec:cir:cirwor:2002s-21)
by John W. Galbraith & Turgut Kisinbay - Circuit Breakers and the Tail Index of Equity Returns (repec:cir:cirwor:2002s-62)
by John W. Galbraith & Serguei Zernov - The Calibration of Probabilistic Economic Forecasts (repec:cir:cirwor:2008s-28)
by John W. Galbraith & Simon van Norden - A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics (repec:cir:cirwor:2009s-13)
by Dongming Zhu & John W. Galbraith - The Robustness of Economic Activity to Destructive Events (repec:cir:cirwor:2009s-22)
by John W. Galbraith - A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data (repec:cir:cirwor:2009s-23)
by John W. Galbraith & Greg Tkacz - Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution (repec:cir:cirwor:2009s-24)
by Dongming Zhu & John W. Galbraith - Calibration and Resolution Diagnostics for Bank of England Density Forecasts (repec:cir:cirwor:2009s-36)
by John W. Galbraith & Simon van Norden - Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles (repec:cir:cirwor:2009s-41)
by John W. Galbraith & Douglas James Hodgson - A test of singularity for distribution functions (repec:cir:cirwor:2011s-06)
by Victoria Zinde-Walsh & John W. Galbraith - Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes (repec:cir:cirwor:2011s-57)
by John W. Galbraith & Victoria Zinde-Walsh - Analyzing Economic Effects of Extreme Events using Debit and Payments System Data (repec:cir:cirwor:2011s-70)
by John W. Galbraith & Greg Tkacz - Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model (repec:cir:cirwor:2013s-19)
by John W. Galbraith & Liam Cheung - Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases (repec:cir:cirwor:2013s-25)
by John W. Galbraith & Greg Tkacz - Exchange rates and commodity prices: measuring causality at multiple horizons (repec:cir:cirwor:2013s-39)
by Hui Jun Zhang & Jean-Marie Dufour & John W. Galbraith - Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data (repec:cir:cirwor:2020s-28)
by David Bounie & Youssouf Camara & John W. Galbraith - Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions (repec:cir:cirwor:2021s-17)
by David Bounie & Youssouf Camara & John W. Galbraith - Content Horizons for Forecasts of Economic Time Series (repec:cir:cirwor:99s-17)
by John W. Galbraith - Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs (repec:cje:issued:v:23:y:1990:i:4:p:807-16)
by Robert D. Cairns & John W. Galbraith - Forecast content and content horizons for some important macroeconomic time series (repec:cje:issued:v:40:y:2007:i:3:p:935-953)
by John W. Galbraith & Greg Tkacz - Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data (repec:cpp:issued:v:39:y:2013:i:1:p:119-134)
by John W. Galbraith & Greg Tkacz - Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data (repec:cpr:ceprdp:15474)
by Landais, Camille & Bounie, David & Camara, Youssouf & Fize, Etienne & Galbraith, John W. & Lavest, Chloe & Pazem, Tatiana & Savatier, Baptiste - A Test of the Importance of Tactical Voting: Great Britain, 1987 (repec:cup:bjposi:v:19:y:1989:i:01:p:126-136_00)
by Galbraith, John W. & Rae, Nicol C. - The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors (repec:cup:etheor:v:8:y:1992:i:01:p:95-111_01)
by Galbraith, John W. & Zinde-Walsh, Victoria - Nowcasting GDP with electronic payments data (repec:ecb:ecbsps:201510)
by Galbraith, John W. & Tkacz, Greg - Modelling Expectations Formation with Measurement Errors (repec:ecj:econjl:v:98:y:1988:i:391:p:412-28)
by Galbraith, John W - Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations (repec:ecm:wc2000:1800)
by John W. Galbraith & Victoria Zinde-Walsh - Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors (repec:eee:ecolet:v:25:y:1987:i:3:p:243-247)
by Galbraith, John W. & Dolado, Juan & Banerjee, Anindya - Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions (repec:eee:ecolet:v:32:y:1990:i:1:p:19-24)
by Banerjee, Anindya & Dolado, Juan & Galbraith, John W. - A generalized asymmetric Student-t distribution with application to financial econometrics (repec:eee:econom:v:157:y:2010:i:2:p:297-305)
by Zhu, Dongming & Galbraith, John W. - Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (repec:eee:econom:v:218:y:2020:i:2:p:609-632)
by Galbraith, John W. & Zinde-Walsh, Victoria - Estimation of a linear regression model with stationary ARMA(p, q) errors (repec:eee:econom:v:47:y:1991:i:2-3:p:333-357)
by Zinde-Walsh, Victoria & Galbraith, John W. - Transforming the error-components model for estimation with general ARMA disturbances (repec:eee:econom:v:66:y:1995:i:1-2:p:349-355)
by Galbraith, John W. & Zinde-Walsh, Victoria - On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components (repec:eee:econom:v:93:y:1999:i:1:p:25-47)
by Galbraith, JohnW. & Zinde-Walsh, Victoria - Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data (repec:eee:eecrev:v:151:y:2023:i:c:s0014292122002069)
by Bounie, David & Camara, Youssouf & Galbraith, John W. - Dimension reduction and model averaging for estimation of artists' age-valuation profiles (repec:eee:eecrev:v:56:y:2012:i:3:p:422-435)
by Galbraith, John W. & Hodgson, Douglas J. - Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions (repec:eee:empfin:v:18:y:2011:i:4:p:765-778)
by Zhu, Dongming & Galbraith, John W. - Exchange rates and commodity prices: Measuring causality at multiple horizons (repec:eee:empfin:v:36:y:2016:i:c:p:100-120)
by Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W. - Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids (repec:eee:ijocip:v:27:y:2019:i:c:s1874548219301234)
by Galbraith, John W. & Iuliani, Luca - Content horizons for conditional variance forecasts (repec:eee:intfor:v:21:y:2005:i:2:p:249-260)
by Galbraith, John W. & KI[#x1e63]Inbay, Turgut - Kernel-based calibration diagnostics for recession and inflation probability forecasts (repec:eee:intfor:v:27:y:2011:i:4:p:1041-1057)
by Galbraith, John W. & van Norden, Simon - Nowcasting with payments system data (repec:eee:intfor:v:34:y:2018:i:2:p:366-376)
by Galbraith, John W. & Tkacz, Greg - Asymmetry in unemployment rate forecast errors (repec:eee:intfor:v:35:y:2019:i:4:p:1613-1626)
by Galbraith, John W. & van Norden, Simon - Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data (repec:eee:jhecon:v:16:y:1997:i:3:p:287-301)
by Galbraith, John W. & Kaiserman, Murray - Testing for asymmetry in the link between the yield spread and output in the G-7 countries (repec:eee:jimfin:v:19:y:2000:i:5:p:657-672)
by Galbraith, John W. & Tkacz, Greg - Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes (repec:eee:jmvana:v:100:y:2009:i:3:p:497-508)
by Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W. - Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information (repec:gam:jecnmx:v:6:y:2018:i:3:p:32-:d:154105)
by John W. Galbraith & Douglas J. Hodgson - The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution (repec:hal:journl:hal-02640751)
by David Bounie & Youssouf Camara & John Galbraith - Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data (repec:hal:journl:hal-03861962)
by David Bounie & Youssouf Camara & John Galbraith - Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data (repec:hal:wpaper:hal-02566443)
by David Bounie & Youssouf Camara & John Galbraith - Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions (repec:hal:wpaper:hal-02864695)
by David Bounie & Youssouf Camara & John Galbraith - Dynamiques de consommation dans la crise : les enseignements en temps réel des données bancaires (repec:hal:wpaper:hal-02972885)
by David Bounie & Youssouf Camara & Etienne Fize & John Galbraith & Camille Landais & Chloé Lavest & Tatiana Pazem & Baptiste Savatier - Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series (repec:ier:iecrev:v:32:y:1991:i:4:p:919-36)
by Dolado, Juan & Galbraith, John W & Banerjee, Anindya - Credit Rationing and Threshold Effects in the Relation between Money and Output (repec:jae:japmet:v:11:y:1996:i:4:p:419-29)
by Galbraith, John W - Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters (repec:kap:jculte:v:39:y:2015:i:3:p:259-275)
by John Galbraith & Douglas Hodgson - Content Horizons For Forecasts Of Economic Time Series (repec:mcl:mclwop:1999-01)
by John W. Galbraith - Testing For Asymmetry In The Link Between The Yield Spread And Output In The G-7 Countries (repec:mcl:mclwop:1999-02)
by John W. Galbraith & Greg Tkacz - Var_based Estimation Of The Vector Moving Average Model And Links Between Wholesale And Retail Inventories (repec:mcl:mclwop:1999-03)
by John W. Galbraith & Victoria Zinde-Walsh & Aman Ullah - How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series (repec:mcl:mclwop:2006-13)
by John G. Galbraith & Greg Tkacz - Extreme Dependence In The Nasdaq And S&P Composite Indexes (repec:mcl:mclwop:2006-14)
by John G. Galbraith & Serguei Zernov - Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions (repec:mcl:mclwop:2006-16)
by Serguei Zernov & Victoria Zindle-Walsh & John Galbraith - Reduced-Dimension Control Regression (repec:mcl:mclwop:2006-17)
by John Galbraith & Victoria Zinde-Walsh - Forecast Content And Content Horizons For Some Important Macroeconomic Time Series (repec:mcl:mclwop:2007-01)
by John W. Galbraith & Greg Tkacz - Electronic Transactions As High-Frequency Indicators Of Economics Activity (repec:mcl:mclwop:2008-04)
by John Galbraith & Greg Tkacz - The Calibration Of Probabilistic Economic Forecasts (repec:mcl:mclwop:2008-05)
by John Galbraith & Simon van Norden - Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution (repec:mcl:mclwop:2009-01)
by John Galbraith & Dongming Zhu - A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics (repec:mcl:mclwop:2009-02)
by John Galbraith & Dongming Zhu - Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons (repec:mtl:montec:14-2013)
by Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH - Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data (repec:mtl:montec:14-2020)
by David Bounie & Youssouf Camara & John Galbraith - Circuit Breakers and the Tail Index of Equity Returns (repec:oup:jfinec:v:2:y:2004:i:1:p:109-129)
by John W. Galbraith - Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series (repec:oxf:wpaper:99111)
by Dolado, J. & Galbraith, J.W. & Banerjee, A. - Estimating Euler Equations With Integrated Series (repec:oxf:wpaper:9981)
by Dolado, J. & Galbraith, J.W. & Banerjee, A. - Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (repec:oxp:obooks:9780198288107)
by Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David - Évaluation de critères d’information pour les modèles de séries chronologiques (repec:ris:actuec:v:80:y:2004:i:2:p:207-227)
by Galbraith, John W. & Zinde-Walsh, Victoria - Les progrès dans les prévisions : météorologie et économique (repec:ris:actuec:v:81:y:2005:i:4:p:559-593)
by Galbraith, John W. - Inference in Expectations Models of the Term Structure: A Non-parametric Approach (repec:spr:empeco:v:18:y:1993:i:4:p:623-38)
by Campbell, Bryan & Galbraith, John W - Extreme dependence in the NASDAQ and S&P 500 composite indexes (repec:taf:apfiec:v:19:y:2009:i:13:p:1019-1028)
by John Galbraith & Serguei Zernov - Estimation Of The Vector Moving Average Model By Vector Autoregression (repec:taf:emetrv:v:21:y:2002:i:2:p:205-219)
by John Galbraith & Aman Ullah & Victoria Zinde-Walsh - GARCH Model Estimation Using Estimated Quadratic Variation (repec:taf:emetrv:v:34:y:2015:i:6-10:p:1172-1192)
by John W. Galbraith & Victoria Zinde-Walsh & Jingmei Zhu - Forecast content and content horizons for some important macroeconomic time series (repec:wly:canjec:v:40:y:2007:i:3:p:935-953)
by John W. Galbraith & Greg Tkacz