John W. Galbraith : Citation Profile


Are you John W. Galbraith?

McGill University (98% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (01% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (01% share)

13

H index

19

i10 index

1069

Citations

RESEARCH PRODUCTION:

38

Articles

49

Papers

1

Books

RESEARCH ACTIVITY:

   34 years (1987 - 2021). See details.
   Cites by year: 31
   Journals where John W. Galbraith has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 30 (2.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga235
   Updated: 2021-10-09    RAS profile: 2021-06-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John W. Galbraith.

Is cited by:

Paya, Ivan (9)

Harvey, Andrew (9)

Panopoulou, Ekaterini (9)

Sánchez-Fung, José (7)

Tkacz, Greg (7)

Vahey, Shaun (7)

Hendry, David (7)

Amano, Robert (7)

Smyth, Russell (6)

Venetis, Ioannis (6)

Galvão, Ana (6)

Cites to:

Diebold, Francis (27)

Bollerslev, Tim (22)

Phillips, Peter (15)

van Norden, Simon (15)

Watson, Mark (14)

Zinde-Walsh, Victoria (13)

Tkacz, Greg (12)

Stock, James (12)

Ng, Serena (11)

Kilian, Lutz (11)

Rossi, Barbara (11)

Main data


Where John W. Galbraith has published?


Journals with more than one article published# docs
Journal of Econometrics5
International Journal of Forecasting4
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2
Economics Letters2
Journal of Empirical Finance2
Canadian Journal of Economics2
L'Actualit Economique2

Working Papers Series with more than one paper published# docs
Working Papers / HAL3
Staff Working Papers / Bank of Canada2
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing John W. Galbraith (2021 and 2020)


YearTitle of citing document
2020Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03.

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2021The Relationship between Financial Development and Foreign Direct Investmentand its Impact on Economic Growth ofPakistan. (2021). Parveen, Sabiha ; Jan, Dil ; Khan, Usmanullah ; Sibt, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:27-37.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2020Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2020Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending. (2020). Guttman-Kenney, Benedict ; Gathergood, John ; Stewart, Neil ; Quispe-Torreblanca, Edika ; Gunzinger, Fabian . In: Papers. RePEc:arx:papers:2012.09336.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518.

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2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2021Inference in high-dimensional regression models without the exact or $L^p$ sparsity. (2021). Sasaki, Yuya ; Chiang, Harold D ; Cha, Jooyoung. In: Papers. RePEc:arx:papers:2108.09520.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2021Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data. (2021). Welte, Angelika ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:21-43.

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2020A game changer in payment habits: evidence from daily data during a pandemic. (2020). Nobili, Andrea ; Ardizzi, Guerino ; Rocco, Giorgia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_591_20.

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2021Exploiting payments to track Italian economic activity: the experience at Banca d’Italia. (2021). Zizza, Roberta ; Gambini, Alessandro ; aprigliano, valentina ; Renzi, Nazzareno ; Emiliozzi, Simone ; Cavallero, Alessandro ; Cassetta, Alessia ; Ardizzi, Guerino. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_609_21.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments. (2020). Baker, Scott ; Farrokhnia, R A. In: Working Papers. RePEc:bfi:wpaper:2020-55.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora ; Fastb, Tuva Marie ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020Climate risk and commodity currencies. (2020). Thorsrud, Leif Anders ; Larsen, Vegard H ; Kapfhammer, Felix. In: Working Paper. RePEc:bno:worpap:2020_18.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2021Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165.

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2020States and Wars: China’s Long March towards Unity and its Consequences, 221 BC – 1911 AD. (2020). Ma, Debin ; Shuo, Chen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:505.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2020The role of exchange rate in remittance inflows: Evidence from Indonesia. (2020). Kuncoro, Haryo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00900.

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2020Macroeconomic implications of population aging: Evidence from Japan. (2020). Wong, Koi ; McNown, Robert ; Goh, Soo Khoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300427.

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2021The Daily Economic Indicator: tracking economic activity daily during the lockdown. (2021). Rua, Antonio ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000894.

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2020Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S.. (2020). , Jingyu ; Zhu, Yanjian ; Jiang, Yuexiang ; Wang, Jiazhen ; Yu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:428-444.

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2021The distributional impact of the pandemic. (2021). Hacioglu Hoke, Sinem ; Haciolu-Hoke, Sinem ; Surico, Paolo ; Kanzig, Diego R. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000337.

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2020Managing volumetric risk of long-term power purchase agreements. (2020). Hansen, Rasmus Thrane ; Tranberg, BO ; Catania, Leopoldo. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303627.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741.

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2020Does data portability facilitate entry?. (2020). Liu, Xingyi ; Wynne, Wing Man. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:69:y:2020:i:c:s016771871930092x.

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2020Post-cartel tacit collusion: Determinants, consequences, and prevention. (2020). Chowdhury, Subhasish ; Crede, Carsten J. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:70:y:2020:i:c:s0167718720300126.

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2020The term structure of volatility predictability. (2020). Zakamulin, Valeriy. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:723-737.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2021Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124.

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2021Measuring and forecasting retail trade in real time using card transactional data. (2021). Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Rodrigo, Tomasa ; Pacce, Matias ; Garcia, Juan R. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1235-1246.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2021Consumption responses to COVID-19 payments: Evidence from a natural experiment and bank account data. (2021). Toyama, Yuta ; Onishi, Koichiro ; Kubota, SO. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1-17.

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2020How do monetary transmission channels influence inflation in the short and long run? Evidence from the QQE regime in Japan. (2020). Lau, Wee Yeap ; Yip, Tien-Ming. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300049.

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2021Lockdowned: Everyday mobility changes in response to COVID-19. (2021). Szmelter-Jarosz, Agnieszka ; Jadewska-Gutta, Magdalena ; Borkowski, Przemysaw. In: Journal of Transport Geography. RePEc:eee:jotrge:v:90:y:2021:i:c:s0966692320309832.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2021The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market. (2021). du Toit, Elda ; Hall, John H ; Pradhan, Rudra P. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309648.

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2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

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2020Behavioral data-driven analysis with Bayesian method for risk management of financial services. (2020). Yu, Min-Teh ; Sun, Edward W. In: International Journal of Production Economics. RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301250.

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2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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2021Credit supply conditions and business cycles: New evidence from bank lending survey data. (2021). Chatziantoniou, Ioannis ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309399.

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2020Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference. (2020). Živkov, Dejan ; Loncar, Sanja ; Kovacevic, Jelena ; Gajic-Glamoclija, Marina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:70:y:2020:i:5:p:461-486.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

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2021Censored Density Forecasts: Production and Evaluation. (2021). Mitchell, James ; Weale, Martin. In: Working Papers. RePEc:fip:fedcwq:92109.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2021Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade. (2021). Krane, Spencer ; Brave, Scott ; Aaronson, Daniel ; Karger, Ezra ; Fogarty, Michael. In: Working Paper Series. RePEc:fip:fedhwp:92147.

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2021Building a Model for Financial Management of Digital Technologies in the Areas of Combinatorial Effects. (2021). Zaytsev, Andrey A ; Dmitriev, Nikolay D ; Rakhmeeva, Irina I ; Blizkyi, Roman S. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:52-:d:531589.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2020Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case. (2020). Mukhtarov, Shahriyar ; Mammadov, Jeyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6752-:d:465967.

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2021Fear of the COVID-19 Pandemic and Social Distancing as Factors Determining the Change in Consumer Payment Behavior at Retail and Service Outlets. (2021). Szalacha-Jarmuek, Joanna ; Piotrowska, Anna Iwona ; Huterska, Agnieszka. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4191-:d:592344.

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2021Tobacco Endgame Simulation Modelling: Assessing the Impact of Policy Changes on Smoking Prevalence in 2035. (2021). Chaiton, Michael ; Schwartz, Robert ; Guindon, Emmanuel G ; Dubray, Jolene. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:17-275:d:534898.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2020Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues. (2020). Mixon, Franklin G ; Caudill, Steven B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:105-:d:362053.

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2020A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020. (2020). Carneiro, Andre Fluminense ; de Melo, Beatriz Vaz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:192-:d:403893.

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2020A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis. (2020). Sperlich, Stefan ; Jorda, Vanesa ; Prieto, Faustino ; Sarabia, Jose Maria. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:32-:d:341113.

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2020How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure. (2020). Bhattacharyya, Malay ; Patra, Saswat. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:76-:d:383117.

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2021Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach. (2021). Sheraz, Muhammad ; Nasir, Imran. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:89-:d:550572.

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2020Best–Worst Method for Modelling Mobility Choice after COVID-19: Evidence from Italy. (2020). Tesoriere, Giovanni ; Duleba, Szabolcs ; Szmelter-Jarosz, Agnieszka ; Campisi, Tiziana ; Moslem, Sarbast. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6824-:d:402668.

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2020The Impact of Interest Rate, Exchange Rate and European Business Climate on Economic Growth in Romania: An ARDL Approach with Structural Breaks. (2020). Ifrim, Mihaela ; Cautisanu, Cristina ; Hatmanu, Mariana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2798-:d:340203.

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2021Spatial Variability of Ozigo Wood Beams under Long-Term Loadings in Various Environmental Exposures. (2021). Nsouami, Valerie ; Bastidas-Arteaga, Emilio ; Pitti, Rostand Moutou ; Manfoumbi, Nicaise. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5356-:d:552553.

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2021The Impact of Residents’ Online Consumption on Offline Consumption—An Ordered Probit Semi-Parametric Estimation Method. (2021). Lv, Gangwu ; Zhang, Ming ; Shi, Victor ; Tu, Xianjin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10047-:d:631215.

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2021Frances Response to the Covid-19 Pandemic: between a Rock and a Hard Place. (2021). Steffen, Monika ; Durand-Zaleski, Isabelle ; Gandre, Coralie ; Or, Zeynep. In: Working Papers. RePEc:irh:wpaper:dt83.

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2021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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2021Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas. (2021). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10041-1.

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2021Technology, energy use, and agricultural value addition nexus: an exploratory analysis from SSA countries. (2021). Olabisi, Nafisat ; Adedeji, Abdulfatai A ; Oyinlola, Mutiu A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09286-5.

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2020Credit market conditions and impact of monetary policy in a developing economy context. (2020). Shaheen, Rozina. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-020-00461-7.

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2021Consumption and geographic mobility in pandemic times. Evidence from Mexico. (2021). Esquivel, Gerardo ; Campos-Vazquez, Raymundo M. In: Review of Economics of the Household. RePEc:kap:reveho:v:19:y:2021:i:2:d:10.1007_s11150-020-09539-2.

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2021The effect of COVID-19 lockdown and the subsequent reopening on consumption in Iran. (2021). Valizadeh, Abolmohsen ; Hoseini, Mohammad. In: Review of Economics of the Household. RePEc:kap:reveho:v:19:y:2021:i:2:d:10.1007_s11150-021-09557-8.

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2020Multiday expected shortfall under generalized t distributions: evidence from global stock market. (2020). Choudhry, Taufiq ; Baker, Rose ; Sorwar, Ghulam ; Iqbal, Robina . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00860-1.

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2020Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Mobarek, Asma ; Joseph, Nathan Lael. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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2020Forecasting with Unbalanced Panel Data. (2020). Liu, Long ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:221.

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2021From Transactions Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending. (2019). Sahm, Claudia R ; Lengermann, Paul ; Feiveson, Laura ; Dunn, Wendy ; Aron-Dine, Shifrah ; Aladangady, Aditya. In: NBER Chapters. RePEc:nbr:nberch:14267.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:29003.

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2020Revisiting the Demand for Money in Saudi Arabia. (2020). Al Rasasi, Moayad ; Qualls, John H. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:38-45.

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2021Monitoring the economy in real time with the weekly OeNB GDP indicator: background, experience and outlook. (2021). Stix, Helmut ; Fenz, Gerhard. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2021:i:q4/20-q1/21:b:1.

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2020FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems. (2020). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:102401.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Sims, Eric ; Leiva-Leon, Danilo ; Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202151.

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2020Cross-Currency Basis Spread and Its Impact on Corporate Lending Rates in the Czech Banking Sector. (2020). Staniek, Duan. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2020:y:2020:i:6:id:747:p:688-709.

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2020The expected time to cross a threshold and its determinants: A simple and flexible framework. (2020). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202006.

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2020ANALYSIS OF THE ECONOMIC AND SOCIAL EFFECTS OF UNEMPLOYMENT IN ROMANIA. (2020). Diaconu, Silviu ; Niculescu, Marcela Antoaneta ; Buzoianu, Ovidiu. In: Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE. RePEc:rom:mancon:v:14:y:2020:i:1:p:705-711.

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More than 100 citations found, this list is not complete...

Works by John W. Galbraith:


YearTitleTypeCited
2007How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables In: Staff Working Papers.
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paper1
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
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paper6
2008ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 6
paper
2012Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts In: Journal of the Royal Statistical Society Series A.
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article18
1990Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article14
1997Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article2
1999Les modèles de prévisions économiques In: CIRANO Project Reports.
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paper0
2004Indicators of wireline/wireless competition in the market for telecommunication services In: CIRANO Project Reports.
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paper0
2001Autoregression-Based Estimators for ARFIMA Models In: CIRANO Working Papers.
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paper1
2001Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations In: CIRANO Working Papers.
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paper8
2000Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 8
paper
2001Forecasting Some Low-Predictability Time Series Using Diffusion Indices In: CIRANO Working Papers.
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paper15
2001Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data In: CIRANO Working Papers.
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paper0
2002Information Content of Volatility Forecasts at Medium-term Horizons In: CIRANO Working Papers.
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paper2
2002Circuit Breakers and the Tail Index of Equity Returns In: CIRANO Working Papers.
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paper13
2004Circuit Breakers and the Tail Index of Equity Returns.(2004) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 13
article
2008The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers.
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paper0
2008THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS.(2008) In: Departmental Working Papers.
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paper
2009A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics In: CIRANO Working Papers.
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paper54
2010A generalized asymmetric Student-t distribution with application to financial econometrics.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 54
article
2009A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS.(2009) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 54
paper
2009The Robustness of Economic Activity to Destructive Events In: CIRANO Working Papers.
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paper0
2009A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers.
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paper2
2009Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution In: CIRANO Working Papers.
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paper3
2009FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION.(2009) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 3
paper
2009Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers.
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paper1
2009Dimension Reduction and Model Averaging for Estimation of Artists Age-Valuation Profiles In: CIRANO Working Papers.
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paper7
2012Dimension reduction and model averaging for estimation of artists age-valuation profiles.(2012) In: European Economic Review.
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This paper has another version. Agregated cites: 7
article
2011A test of singularity for distribution functions In: CIRANO Working Papers.
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paper0
2011Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes In: CIRANO Working Papers.
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paper1
2011Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers.
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paper0
2013Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model In: CIRANO Working Papers.
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paper0
2013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers.
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paper4
2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
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paper40
2016Exchange rates and commodity prices: Measuring causality at multiple horizons.(2016) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 40
article
2013Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons.(2013) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2020Consumersâ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data In: CIRANO Working Papers.
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paper14
2020Consumers Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
2020Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data.(2020) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2021Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions In: CIRANO Working Papers.
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paper0
1999Content Horizons for Forecasts of Economic Time Series In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
1999CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES.(1999) In: Departmental Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article19
2007Forecast content and content horizons for some important macroeconomic time series In: Canadian Journal of Economics.
[Citation analysis]
article9
2007FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES.(2007) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2007Forecast content and content horizons for some important macroeconomic time series.(2007) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
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article
2013Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data In: Canadian Public Policy.
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article8
2020Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data In: CEPR Discussion Papers.
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paper1
1989A Test of the Importance of Tactical Voting: Great Britain, 1987 In: British Journal of Political Science.
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article3
1992The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors In: Econometric Theory.
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article2
2015Nowcasting GDP with electronic payments data In: Statistics Paper Series.
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paper3
1988Modelling Expectations Formation with Measurement Errors. In: Economic Journal.
[Full Text][Citation analysis]
article4
1987Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors In: Economics Letters.
[Full Text][Citation analysis]
article0
1990Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions In: Economics Letters.
[Full Text][Citation analysis]
article0
2020Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1991Estimation of a linear regression model with stationary ARMA(p, q) errors In: Journal of Econometrics.
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article4
1995Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics.
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article7
1999On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics.
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article11
2011Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article34
2005Content horizons for conditional variance forecasts In: International Journal of Forecasting.
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article12
2011Kernel-based calibration diagnostics for recession and inflation probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article12
2018Nowcasting with payments system data In: International Journal of Forecasting.
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article12
2019Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
1997Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data In: Journal of Health Economics.
[Full Text][Citation analysis]
article19
2000Testing for asymmetry in the link between the yield spread and output in the G-7 countries In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article61
1999TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES.(1999) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 61
paper
2009Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes In: Journal of Multivariate Analysis.
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article1
2018Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information In: Econometrics.
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article2
2020The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution In: Post-Print.
[Citation analysis]
paper0
2020Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Dynamiques de consommation dans la crise : les enseignements en temps réel des données bancaires In: Working Papers.
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paper1
1991Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series. In: International Economic Review.
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article22
1991Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series..(1991) In: Economics Series Working Papers.
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paper
1996Credit Rationing and Threshold Effects in the Relation between Money and Output. In: Journal of Applied Econometrics.
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article21
2015Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters In: Journal of Cultural Economics.
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article1
1999VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES In: Departmental Working Papers.
[Citation analysis]
paper0
2006HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES In: Departmental Working Papers.
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paper3
2006EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES In: Departmental Working Papers.
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paper0
2006ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2006REDUCED-DIMENSION CONTROL REGRESSION In: Departmental Working Papers.
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paper4
1989ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES. In: Economics Series Working Papers.
[Citation analysis]
paper1
1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue.
[Citation analysis]
book563
2004Évaluation de critères d’information pour les modèles de séries chronologiques In: L'Actualité Economique.
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article0
2005Les progrès dans les prévisions : météorologie et économique* In: L'Actualité Economique.
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article0
1993Inference in Expectations Models of the Term Structure: A Non-parametric Approach. In: Empirical Economics.
[Citation analysis]
article4
2009Extreme dependence in the NASDAQ and S&P 500 composite indexes In: Applied Financial Economics.
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article1
2002ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION In: Econometric Reviews.
[Full Text][Citation analysis]
article12
2015GARCH Model Estimation Using Estimated Quadratic Variation In: Econometric Reviews.
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