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

1447

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: 90.    Total self citations: 35 (2.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga235
   Updated: 2024-11-08    RAS profile: 2021-06-01    
   Missing citations? Add them    Incorrect content? Let us know

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)

Galvão, Ana (9)

Paya, Ivan (9)

Panopoulou, Ekaterini (9)

Desai, Ajit (9)

Vahey, Shaun (8)

Hendry, David (8)

Marcellino, Massimiliano (8)

Amano, Robert (7)

Sánchez-Fung, José (7)

Mitchell, James (7)

Cites to:

Diebold, Francis (30)

Bollerslev, Tim (25)

Tkacz, Greg (23)

Phillips, Peter (15)

van Norden, Simon (15)

Watson, Mark (14)

Kilian, Lutz (13)

Zinde-Walsh, Victoria (13)

Stock, James (12)

Dufour, Jean-Marie (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
Canadian Journal of Economics2
Economics Letters2
Econometric Reviews2
Oxford Bulletin of Economics and Statistics2
Journal of Empirical Finance2

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Structural 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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Central 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Monetary 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Preparing for a pandemic: spending dynamics and panic buying during the COVID?19 first wave. (2021). Smith, Kate ; de Paula, Aureo ; O'Connell, Martin. In: Fiscal Studies. RePEc:wly:fistud:v:42:y:2021:i:2:p:249-264.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by John W. Galbraith:

YearTitleTypeCited
2007How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables In: Staff Working Papers.
[Full Text][Citation analysis]		paper2
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
[Full Text][Citation analysis]		paper11
2008ELECTRONIC 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
2012Assessing 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]		article29
1990Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article20
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.
[Full Text][Citation analysis]		paper0
2004Indicators of wireline/wireless competition in the market for telecommunication services In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2001Autoregression-Based Estimators for ARFIMA Models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2001Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper8
2000Properties 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
2001Forecasting Some Low-Predictability Time Series Using Diffusion Indices In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper16
2001Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2002Information Content of Volatility Forecasts at Medium-term Horizons In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper4
2002Circuit Breakers and the Tail Index of Equity Returns In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper15
2004Circuit 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
2008The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2008THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS.(2008) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper83
2010A 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
2009A 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
2009The Robustness of Economic Activity to Destructive Events In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2009A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper4
2009Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper4
2009FORECASTING 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
2009Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2009Dimension Reduction and Model Averaging for Estimation of Artists Age-Valuation Profiles In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper7
2012Dimension 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
2011A test of singularity for distribution functions In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2011Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2011Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2013Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper5
2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper70
2016Exchange 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
2013Exchange 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
2020Consumersâ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper60
2020Consumers 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
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 nother version. Agregated cites: 60		paper
2021Consumer 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]		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 nother version. Agregated cites: 0		paper
1990Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article20
2007Forecast content and content horizons for some important macroeconomic time series In: Canadian Journal of Economics.
[Citation analysis]		article13
2007FORECAST 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
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]
This paper has nother version. Agregated cites: 13		article
2013Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data In: Canadian Public Policy.
[Full Text][Citation analysis]		article12
2020Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
1989A Test of the Importance of Tactical Voting: Great Britain, 1987 In: British Journal of Political Science.
[Full Text][Citation analysis]		article5
1992The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors In: Econometric Theory.
[Full Text][Citation analysis]		article2
2015Nowcasting GDP with electronic payments data In: Statistics Paper Series.
[Full Text][Citation analysis]		paper11
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]		article3
1991Estimation of a linear regression model with stationary ARMA(p, q) errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1995Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1999On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
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]		article46
2005Content horizons for conditional variance forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article29
2019Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
1997Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data In: Journal of Health Economics.
[Full Text][Citation analysis]		article21
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]		article64
1999TESTING 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
2009Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article1
2018Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information In: Econometrics.
[Full Text][Citation analysis]		article3
2020The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution In: Post-Print.
[Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper4
1991Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series. In: International Economic Review.
[Full Text][Citation analysis]		article24
1991Estimating 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
1996Credit Rationing and Threshold Effects in the Relation between Money and Output. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article21
2015Innovation, experience and artists’ age-valuation profiles: evidence from eighteenth-century rococo and neoclassical painters In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		paper3
2006EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES In: Departmental Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper5
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]		book694
2004Évaluation de critères d’information pour les modèles de séries chronologiques In: L'Actualité Economique.
[Full Text][Citation analysis]		article0
2005Les progrès dans les prévisions : météorologie et économique* In: L'Actualité Economique.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2002ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION In: Econometric Reviews.
[Full Text][Citation analysis]		article13
2015GARCH Model Estimation Using Estimated Quadratic Variation In: Econometric Reviews.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team