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)

15

H index

25

i10 index

1450

Citations

RESEARCH PRODUCTION:

38

Articles

49

Papers

1

Books

RESEARCH ACTIVITY:

   34 years (1987 - 2021). See details.
   Cites by year: 42
   Journals where John W. Galbraith has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 35 (2.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga235
   Updated: 2024-12-03    RAS profile: 2021-06-01    
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Relations with other researchers


Works with:

landais, camille (2)

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

Is cited by:

Harvey, Andrew (10)

Desai, Ajit (9)

Paya, Ivan (9)

Panopoulou, Ekaterini (9)

Galvão, Ana (9)

Marcellino, Massimiliano (8)

Hendry, David (8)

Vahey, Shaun (8)

Amano, Robert (7)

Sánchez-Fung, José (7)

Tkacz, Greg (7)

Cites to:

Diebold, Francis (30)

Bollerslev, Tim (25)

Tkacz, Greg (23)

van Norden, Simon (15)

Phillips, Peter (15)

Watson, Mark (14)

Kilian, Lutz (13)

Zinde-Walsh, Victoria (13)

Dufour, Jean-Marie (12)

Stock, James (12)

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
L'Actualit Economique2
Economics Letters2
Canadian Journal of Economics2
Econometric Reviews2
Journal of Empirical Finance2
Oxford Bulletin of Economics and Statistics2

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 (2024 and 2023)


YearTitle of citing document
2023Long Monthly European Temperature Series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Tersvirta, Timo ; Silvennoinen, Annastiina ; Kang, Jian ; He, Changli. In: Economics Working Papers. RePEc:aah:aarhec:2023-03.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Convolution-t Distributions. (2024). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2404.00864.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023.

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2023A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23.

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2023Consumption during the Covid-19 pandemic: evidence from Italian credit cards. (2023). Villa, Stefania ; Rondinelli, Concetta ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_769_23.

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2023Data science in central banking: applications and tools. (2023). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:59.

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2023Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064.

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2023.

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2023.

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2023.

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2023Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023Ace in Hand: The Value of Card Data in the Game of Nowcasting. (2023). Belka, Jan ; Adam, Tomas ; Schwarz, Jiri ; Prause, Hana ; Mateju, Jakub ; Hluze, Martin. In: Working Papers. RePEc:cnb:wpaper:2023/14.

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2023Do Clean Energy and Financial Innovation Induce SME Performance? Clarifying the Nexus between Financial Innovation, Technological Innovation, Clean Energy, Environmental Degradation, and SMEs Performa. (2023). Kler, Rajnish ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-36.

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2023Impacts of the COVID-19 crisis on single-person households in South Korea. (2023). Hong, Gihyeon ; Kim, Jun Hyung ; Jung, Haeil. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001130.

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2023Investigating the two-way relationship between mobility flows and COVID-19 cases. (2023). Boto-Garcia, David. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003200.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023Quasi score-driven models. (2023). Laurent, Sebastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:251-275.

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2023Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2023). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:166-179.

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2024Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2024). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003664.

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2023Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data. (2023). Galbraith, John W ; Camara, Youssouf ; Bounie, David. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002069.

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2023The asymmetric impact of COVID-19: A novel approach to quantifying financial distress across industries. (2023). Nikolov, Plamen ; Simons, Wouter ; Hobza, Alexandr ; Canton, Erik ; Archanskaia, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001381.

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2023FinTech and the COVID-19 pandemic: Evidence from electronic payment systems. (2023). Tut, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000043.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Long monthly European temperature series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Silvennoinen, Annastiina ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005017.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2023Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions. (2023). de Fondeville, Raphael ; Naveau, Philippe ; Fougeres, Anne-Laure ; Taillardat, Maxime. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1448-1459.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2023The COVID-19 shock and consumer credit: Evidence from credit card data. (2023). Wix, Carlo ; Kay, Benjamin ; Horvath, Akos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000791.

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2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2024Effects of bank branch/ATM consolidations on cash demand: Evidence from bank account transaction data in Japan. (2024). Ueda, Kozo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158324000017.

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2023The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

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2023The effect of energy price shocks on commodity currencies during the war in Ukraine. (2023). Iftiolu, Serhan ; Sokhanvar, Amin ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002829.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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2023Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective. (2023). Dagestani, Abd Alwahed ; Sadiq, Muhammad ; Sun, Xiaofei ; Wang, Yangjie ; Pan, Lijun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007444.

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2023Econometric modeling for the influence of economic variables on secondary copper production in India. (2023). Menon, Balagopal G ; Pavithran, Sagar ; Sourabh, Shalinee ; Mahanty, Biswajit. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008899.

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2024The rise of e-commerce and generational consumption inequality: Evidence from COVID-19 in South Korea. (2024). Yang, Dongyun ; Kwon, Eunjee ; Chun, Hyunbae. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:104:y:2024:i:c:s0166046223001060.

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2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

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2023The impact of COVID-19 infection on labor outcomes of Mexican formal workers. (2023). Lopez, Norma G ; Martinez, Luis A ; Alcaraz, Eduardo ; Esquivel, Gerardo ; Campos-Vazquez, Raymundo M ; Arceo-Gomez, Eva O. In: World Development Perspectives. RePEc:eee:wodepe:v:29:y:2023:i:c:s2452292923000048.

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2023The economics of art: price determinants and returns on investment in Indian paintings. (2023). Ananthakumar, Usha ; Gurjar, Shailendra. In: International Journal of Social Economics. RePEc:eme:ijsepp:ijse-06-2022-0419.

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2023Does r-g cause wealth inequality? The case of the United States/¿La r-g causa la desigualdad de la riqueza? El caso de Estados Unidos. (2023). Ventosa-Santaulària, Daniel ; Ventosa-Santaularia, Daniel ; Strauss, David. In: Estudios Económicos. RePEc:emx:esteco:v:38:y:2023:i:2:p:183-224.

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2023An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655.

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2023Research on the Relationship between CO 2 Emissions, Road Transport, Economic Growth and Energy Consumption on the Example of the Visegrad Group Countries. (2023). Cka, Irena ; Supro, Baej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1340-:d:1048041.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis. (2023). Muteba, John Weirstrass ; Mudiangombe, Benjamin Mudiangombe. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:319-:d:1185764.

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2023.

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2023.

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2024REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Ghosh, Saurabh ; Bhadury, Soumya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130.

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2023On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note. (2023). Tessierc, David ; Racicota, Franois-Eric. In: Working Papers. RePEc:ipg:wpaper:2023-001.

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2023Non-cash retail payments in selected banks during the COVID-19 pandemic – the case of Poland. (2023). Kotliski, Grzegorz ; Kaczmarek, Mirosawa ; Iwaczuk-Kaliska, Anna. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:3:p:309-334.

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2023Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments*. (2023). Baker, Scott ; Yannelis, Constantine ; Pagel, Michaela ; Meyer, Steffen ; Farrokhnia, Robert A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:2271-2304..

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2023Implications of the POCSO Act and determinants of child sexual abuse in India: insights at the state level. (2023). Chakraborty, Pronobesh Ranjan ; Maity, Shrabanti. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01469-x.

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2023Car enthusiasm during the second and fourth waves of COVID-19 pandemic. (2023). Szmelter-Jarosz, Agnieszka ; Suchanek, Micha. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02091-1.

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2023Loyalty rewards and redemption behavior: Stylized facts for the U.S. airline industry. (2023). Luttmann, Alexander ; Ladd, Daniel. In: MPRA Paper. RePEc:pra:mprapa:119214.

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2024Ocassional Bulletin of Economic Notes combined 2401. (2024). , Sarb. In: Occasional Bulletin of Economic Notes. RePEc:rbz:oboens:11050.

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2023Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation. (2023). Dionne, Georges ; Hassani, Samir Saissi. In: Working Papers. RePEc:ris:crcrmw:2023_002.

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2023Do We Learn From Errors? The Economic Impact of Differentiated Policy Restrictions in Italy. (2023). Pammolli, Fabio ; Bonaccorsi, Giovanni ; Flori, Andrea ; Scotti, Francesco. In: International Regional Science Review. RePEc:sae:inrsre:v:46:y:2023:i:5-6:p:613-648.

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2023A Statistical Analysis of Chinese Stock Indices Returns From Approach of Parametric Distributions Fitting. (2023). Nadarajah, Saralees ; Si, Yuancheng. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:1:d:10.1007_s40745-022-00421-9.

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2023Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8.

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2023Monitoring consumption Switzerland: data, background, and use cases. (2023). Koeniger, Winfried ; Fengler, Matthias ; Rohrkemper, Robert ; Lalive, Rafael ; Huwyler, Jonas ; Brown, Martin. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00108-9.

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2023Homogeneity tests for one-way models with dependent errors under correlated groups. (2023). Taniguchi, Masanobu ; Liu, Yan ; Arakaki, Koichi ; Goto, Yuichi. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00828-9.

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2023Monitoring Consumption Switzerland: Data, Background, and Use Cases. (2023). Fengler, Matthias ; Rohrkemper, Robert ; Lalive, Rafael ; Koeniger, Winfried ; Huwyler, Jonas ; Brown, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2023:01.

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2023The accuracy and informativeness of agricultural baselines. (2023). Kuethe, Todd H ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:4:p:1116-1148.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting. (2013). Huang, Hai ; Lu, Zudi ; Gerlach, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:534-550.

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2023Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia. (2023). Vilerts, Karlis ; Siliverstovs, Boriss ; Fadejeva, Ludmila ; Brinke, Anete. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:566-577.

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2024Forecasting CPI with multisource data: The value of media and internet information. (2024). Jin, Wei ; Fan, Xinyue ; Zheng, Tingguo ; Fang, Kuangnan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:702-753.

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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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paper2
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
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paper11
2008ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 11
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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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article29
1990Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics.
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article20
1997Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure. In: Oxford Bulletin of Economics and Statistics.
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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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paper2
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 nother version. Agregated cites: 8
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2001Forecasting Some Low-Predictability Time Series Using Diffusion Indices In: CIRANO Working Papers.
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paper16
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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paper4
2002Circuit Breakers and the Tail Index of Equity Returns In: CIRANO Working Papers.
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paper15
2004Circuit Breakers and the Tail Index of Equity Returns.(2004) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 15
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2008The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers.
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2008THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS.(2008) In: Departmental Working Papers.
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