15
H index
25
i10 index
1450
Citations
McGill University (98% 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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pga235 |
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Econometrics | 5 |
International Journal of Forecasting | 4 |
L'Actualit Economique | 2 |
Economics Letters | 2 |
Canadian Journal of Economics | 2 |
Econometric Reviews | 2 |
Journal of Empirical Finance | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / HAL | 3 |
Staff Working Papers / Bank of Canada | 2 |
Economics Series Working Papers / University of Oxford, Department of Economics | 2 |
Year | Title of citing document |
---|---|
2023 | Long 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. Full description at Econpapers || Download paper |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper |
2023 | Explaining 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. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2024 | Convolution-t Distributions. (2024). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2404.00864. Full description at Econpapers || Download paper |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Consumption 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. Full description at Econpapers || Download paper |
2023 | Data science in central banking: applications and tools. (2023). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:59. Full description at Econpapers || Download paper |
2023 | Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Anticipating 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. Full description at Econpapers || Download paper |
2023 | Disentangling 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. Full description at Econpapers || Download paper |
2023 | Ace 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Impacts 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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | Quasi 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. Full description at Econpapers || Download paper |
2023 | Statistical 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. Full description at Econpapers || Download paper |
2024 | Reprint: 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. Full description at Econpapers || Download paper |
2023 | Consumer 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | FinTech 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. Full description at Econpapers || Download paper |
2023 | Scrutinizing 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. Full description at Econpapers || Download paper |
2023 | Long 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. Full description at Econpapers || Download paper |
2023 | Connectedness 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. Full description at Econpapers || Download paper |
2023 | Empirically-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. Full description at Econpapers || Download paper |
2023 | Targeting 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. Full description at Econpapers || Download paper |
2023 | Evaluating 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. Full description at Econpapers || Download paper |
2024 | Words 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Currency 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. Full description at Econpapers || Download paper |
2024 | Effects 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Natural 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. Full description at Econpapers || Download paper |
2023 | Econometric 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Research 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. Full description at Econpapers || Download paper |
2023 | Relations 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. Full description at Econpapers || Download paper |
2023 | Dependence 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | REINVIGORATING 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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | Non-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. Full description at Econpapers || Download paper |
2023 | Income, 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.. Full description at Econpapers || Download paper |
2023 | Implications 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. Full description at Econpapers || Download paper |
2023 | Car 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. Full description at Econpapers || Download paper |
2023 | Loyalty rewards and redemption behavior: Stylized facts for the U.S. airline industry. (2023). Luttmann, Alexander ; Ladd, Daniel. In: MPRA Paper. RePEc:pra:mprapa:119214. Full description at Econpapers || Download paper |
2024 | Ocassional Bulletin of Economic Notes combined 2401. (2024). , Sarb. In: Occasional Bulletin of Economic Notes. RePEc:rbz:oboens:11050. Full description at Econpapers || Download paper |
2023 | Using 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Time-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. Full description at Econpapers || Download paper |
2023 | Monitoring 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. Full description at Econpapers || Download paper |
2023 | Homogeneity 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. Full description at Econpapers || Download paper |
2023 | Monitoring 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | TAIL 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Exponentially Smoothing the Skewed Laplace Distribution for Valueâ€atâ€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. Full description at Econpapers || Download paper |
2023 | Assessing 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2007 | How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2008 | ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2012 | Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 29 |
1990 | Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 20 |
1997 | Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 2 |
1999 | Les modèles de prévisions économiques In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2004 | Indicators of wireline/wireless competition in the market for telecommunication services In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2001 | Autoregression-Based Estimators for ARFIMA Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
2001 | Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 8 |
2000 | Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2001 | Forecasting Some Low-Predictability Time Series Using Diffusion Indices In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 16 |
2001 | Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Information Content of Volatility Forecasts at Medium-term Horizons In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | Circuit Breakers and the Tail Index of Equity Returns In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 15 |
2004 | Circuit Breakers and the Tail Index of Equity Returns.(2004) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2008 | The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS.(2008) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 83 |
2010 | A generalized asymmetric Student-t distribution with application to financial econometrics.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
2009 | A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS.(2009) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2009 | The Robustness of Economic Activity to Destructive Events In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION.(2009) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Dimension Reduction and Model Averaging for Estimation of Artists Age-Valuation Profiles In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
2012 | Dimension reduction and model averaging for estimation of artists age-valuation profiles.(2012) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2011 | A test of singularity for distribution functions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 70 |
2016 | Exchange rates and commodity prices: Measuring causality at multiple horizons.(2016) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2013 | Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2020 | Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 60 |
2020 | Consumers Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2020 | Consumers’ 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 nother version. Agregated cites: 60 | paper | |
2021 | Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Content Horizons for Forecasts of Economic Time Series In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES.(1999) In: Departmental Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1990 | Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 20 |
2007 | Forecast content and content horizons for some important macroeconomic time series In: Canadian Journal of Economics. [Citation analysis] | article | 13 |
2007 | FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES.(2007) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2007 | Forecast content and content horizons for some important macroeconomic time series.(2007) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2013 | Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data In: Canadian Public Policy. [Full Text][Citation analysis] | article | 12 |
2020 | Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
1989 | A Test of the Importance of Tactical Voting: Great Britain, 1987 In: British Journal of Political Science. [Full Text][Citation analysis] | article | 5 |
1992 | The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2015 | Nowcasting GDP with electronic payments data In: Statistics Paper Series. [Full Text][Citation analysis] | paper | 11 |
1988 | Modelling Expectations Formation with Measurement Errors. In: Economic Journal. [Full Text][Citation analysis] | article | 4 |
1987 | Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1990 | Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1991 | Estimation of a linear regression model with stationary ARMA(p, q) errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
1995 | Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
1999 | On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
2011 | Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 46 |
2005 | Content horizons for conditional variance forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2011 | Kernel-based calibration diagnostics for recession and inflation probability forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2018 | Nowcasting with payments system data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 29 |
2019 | Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
1997 | Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data In: Journal of Health Economics. [Full Text][Citation analysis] | article | 21 |
2000 | Testing 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] | article | 64 |
1999 | TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES.(1999) In: Departmental Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2009 | Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2018 | Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2020 | The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution In: Post-Print. [Citation analysis] | paper | 1 |
2020 | Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamiques de consommation dans la crise : les enseignements en temps réel des données bancaires In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1991 | Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series. In: International Economic Review. [Full Text][Citation analysis] | article | 24 |
1991 | Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series..(1991) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
1996 | Credit Rationing and Threshold Effects in the Relation between Money and Output. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
2015 | Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 2 |
1999 | VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES In: Departmental Working Papers. [Citation analysis] | paper | 0 |
2006 | HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | REDUCED-DIMENSION CONTROL REGRESSION In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 5 |
1989 | ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES. In: Economics Series Working Papers. [Citation analysis] | paper | 1 |
1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 696 |
2004 | Évaluation de critères d’information pour les modèles de séries chronologiques In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
2005 | Les progrès dans les prévisions : météorologie et économique* In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
1993 | Inference in Expectations Models of the Term Structure: A Non-parametric Approach. In: Empirical Economics. [Citation analysis] | article | 4 |
2009 | Extreme dependence in the NASDAQ and S&P 500 composite indexes In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2002 | ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION In: Econometric Reviews. [Full Text][Citation analysis] | article | 13 |
2015 | GARCH Model Estimation Using Estimated Quadratic Variation In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team