John W. Galbraith : Citation Profile


Are you John W. Galbraith?

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

13

H index

18

i10 index

964

Citations

RESEARCH PRODUCTION:

29

Articles

40

Papers

1

Books

RESEARCH ACTIVITY:

   26 years (1987 - 2013). See details.
   Cites by year: 37
   Journals where John W. Galbraith has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 21 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga235
   Updated: 2020-09-22    RAS profile: 2014-05-07    
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Relations with other researchers


Works with:

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

Is cited by:

Tkacz, Greg (10)

Harvey, Andrew (9)

Paya, Ivan (9)

Panopoulou, Ekaterini (9)

Vahey, Shaun (7)

Sánchez-Fung, José (7)

Amano, Robert (7)

Hendry, David (7)

Smyth, Russell (6)

Venetis, Ioannis (6)

Rousse, Olivier (5)

Cites to:

Diebold, Francis (25)

Bollerslev, Tim (22)

Phillips, Peter (14)

Zinde-Walsh, Victoria (12)

Kilian, Lutz (11)

van Norden, Simon (11)

Watson, Mark (10)

Stock, James (9)

Orphanides, Athanasios (8)

Rossi, Barbara (8)

Lütkepohl, Helmut (8)

Main data


Where John W. Galbraith has published?


Journals with more than one article published# docs
Journal of Econometrics4
L'Actualit Economique2
Economics Letters2
International Journal of Forecasting2
Canadian Journal of Economics2
Oxford Bulletin of Economics and Statistics2

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

Recent works citing John W. Galbraith (2020 and 2019)


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

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

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

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

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

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2019MARKET EFFICIENCY, FINANCIAL INTEGRATION, AND SHOCK TRANSMISSION (EMPIRICAL EVIDENCE FROM D-8 ECONOMIES). (2019). Imdad, Rana Shahid ; Hamid, Kashif ; Khurram, Muhammad Usman . In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2017:5:4:30.

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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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

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

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2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28133.

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2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk. (2019). Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28638.

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

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2019Forecasting campground demand in US national parks. (2019). Pan, Bing ; Park, So Young ; Rice, William L ; Newman, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438.

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2019A moving blocks empirical likelihood method for panel linear fixed effects models with serial correlations and cross-sectional dependences. (2019). Wu, Lang ; Ma, Qing ; Qiu, Jin . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:394-405.

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2019Dynamic semiparametric models for expected shortfall (and Value-at-Risk). (2019). Ziegel, Johanna F ; Patton, Andrew J ; Chen, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:388-413.

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2019Closed-form results for vector moving average models with a univariate estimation approach. (2019). Sbrana, Giacomo ; Poloni, Federico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:27-52.

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2019Black–Litterman model for continuous distributions. (2019). Palczewski, Andrzej. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:708-720.

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2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

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2019Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165.

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2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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

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

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran ; Ye, Wuyi ; Deschamps, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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

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2019Asymmetry in unemployment rate forecast errors. (2019). van Norden, Simon ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1613-1626.

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

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

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2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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2019On tail fatness of macroeconomic dynamics. (2019). Liu, Xiaochun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303367.

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2019Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour. (2019). Awan, Obaid A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318300060.

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

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2019Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:162-168.

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

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2019Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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2019Econometric evidence on the determinants of air transport in South Asian countries. (2019). Hakim, Md Mahbubul ; Merkert, Rico. In: Transport Policy. RePEc:eee:trapol:v:83:y:2019:i:c:p:120-126.

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

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

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2019Conditional Variance Forecasts for Long-Term Stock Returns. (2019). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch ; Mammen, Enno. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:113-:d:283683.

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

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

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2019Revising the Environmental Kuznets Curve for Deforestation: An Empirical Study for Bulgaria. (2019). Arabatzis, Garyfallos ; Kyriakopoulos, Grigorios ; Zafeiriou, Eleni ; Tsiantikoudis, Stavros. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4364-:d:257023.

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

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2019The Relative Importance of Health Care and Social Services for Population Health: A Time Series Investigation. (2019). Faroque, Akhter ; Yawney, Benjamin. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:10:p:93-105.

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2019Fast and Adaptive Cointegration Based Model for Forecasting High Frequency Financial Time Series. (2019). Salinas, Luis ; Kristjanpoller, Werner ; Antognini, Jonathan ; Arce, Paola. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9691-7.

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

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

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2019Empirical Investigation on the Relationship among Kenyan Public Debt, Tax Revenue and Government Expenditure. (2019). Kiminyei, Felix Kimtai. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:1:p:142-159.

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

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2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08.

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2019FINANCE FOR SDGs: Addressing Governance Challenge of Aid Utilisation in Bangladesh. (2019). Kamruzzaman, MD ; Saadat, Syed Yusuf ; Khatun, Fahmida. In: CPD Working Paper. RePEc:pdb:opaper:125.

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

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

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2020.

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2020.

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2019Test for tail index constancy of GARCH innovations based on conditional volatility. (2019). Lee, Sang Yeol ; Kim, Moosup . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:4:d:10.1007_s10463-018-0669-6.

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2019Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts. (2019). Oh, Dong-Yop ; Lee, Hyejin ; Meng, Ming. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1561-1.

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2020Thick modelling income and wealth effects: a forecast application to euro area private consumption. (2020). Zekaite, Zivile ; de Bondt, Gabe ; Gieseck, Arne. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01738-w.

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2020A review of Student’s t distribution and its generalizations. (2020). Nadarajah, Saralees ; Li, Rui. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1570-0.

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2019Budgetary institutions with or without coalition government: political economy of parliamentary democracies. (2019). Nakanishi, Makoto. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:13:y:2019:i:1:d:10.1007_s42495-018-0007-2.

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2019Determining the usual environment of cardholders as a key factor to measure the evolution of domestic tourism. (2019). Lapaz, Heribert Valero ; Bodas-Sagi, Diego J ; Arias, Juan Murillo ; de Dios, Juan. In: Information Technology & Tourism. RePEc:spr:infott:v:21:y:2019:i:1:d:10.1007_s40558-018-0130-y.

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2019Does Financial Development Reduce Poverty? Empirical Evidence from Indonesia. (2019). Abd. Majid, M. Shabri ; Dewi, Sovia ; Kassim, Salina H. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:10:y:2019:i:3:d:10.1007_s13132-017-0509-6.

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2020Are apprenticeships business cycle proof?. (2020). Wolter, Stefan ; Lüthi, Samuel ; Luthi, Samuel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-019-0047-1.

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2020Loss-based approach to two-piece location-scale distributions with applications to dependent data. (2020). Villa, Cristiano ; Rossini, Luca ; Leisen, Fabrizio. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00481-x.

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2019Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David. In: ESRB Working Paper Series. RePEc:srk:srkwps:201998.

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2019Does Exchange Rate Volatility Dampen Imports? Commodity-Level Evidence From India. (2019). Sharma, Chandan ; Pal, Debdatta. In: International Economic Journal. RePEc:taf:intecj:v:33:y:2019:i:4:p:696-718.

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2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Ganics, Gergely ; Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1689.

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2020Beyond the Unit Root Question: Uncertainty and Inference. (2020). Webb, Clayton ; Lebo, Matthew J ; Linn, Suzanna. In: American Journal of Political Science. RePEc:wly:amposc:v:64:y:2020:i:2:p:275-292.

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2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

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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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paper1
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
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paper5
2008ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers.
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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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article19
1990Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics.
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article13
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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paper1
2001Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations In: CIRANO Working Papers.
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paper8
2000Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001Forecasting Some Low-Predictability Time Series Using Diffusion Indices In: CIRANO Working Papers.
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paper15
2001Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data In: CIRANO Working Papers.
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paper0
2002Information Content of Volatility Forecasts at Medium-term Horizons In: CIRANO Working Papers.
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paper2
2002Circuit Breakers and the Tail Index of Equity Returns In: CIRANO Working Papers.
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2004Circuit Breakers and the Tail Index of Equity Returns.(2004) In: Journal of Financial Econometrics.
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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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2009A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics In: CIRANO Working Papers.
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2010A generalized asymmetric Student-t distribution with application to financial econometrics.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 46
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2009A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS.(2009) In: Departmental Working Papers.
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2009The Robustness of Economic Activity to Destructive Events In: CIRANO Working Papers.
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2009A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data In: CIRANO Working Papers.
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paper2
2009Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution In: CIRANO Working Papers.
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paper3
2009FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION.(2009) In: Departmental Working Papers.
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2009Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers.
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2009Dimension Reduction and Model Averaging for Estimation of Artists Age-Valuation Profiles In: CIRANO Working Papers.
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paper10
2012Dimension reduction and model averaging for estimation of artists age-valuation profiles.(2012) In: European Economic Review.
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2011A test of singularity for distribution functions In: CIRANO Working Papers.
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2011Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes In: CIRANO Working Papers.
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paper1
2011Analyzing Economic Effects of Extreme Events using Debit and Payments System Data In: CIRANO Working Papers.
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paper0
2013Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model In: CIRANO Working Papers.
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paper0
2013Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases In: CIRANO Working Papers.
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paper4
2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
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paper29
2013Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons.(2013) In: Cahiers de recherche.
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