John W. Galbraith : Citation Profile

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)

16

H index

25

i10 index

1472

Citations

RESEARCH PRODUCTION:

38

Articles

49

Papers

1

Books

RESEARCH ACTIVITY:

   34 years (1987 - 2021). See details.
   Cites by year: 43
   Journals where John W. Galbraith has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 35 (2.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga235
   Updated: 2025-04-19    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)

Desai, Ajit (9)

Chapman, James (9)

Panopoulou, Ekaterini (9)

Paya, Ivan (9)

Marcellino, Massimiliano (8)

Hendry, David (8)

Amano, Robert (7)

Tkacz, Greg (7)

Sánchez-Fung, José (7)

Galvão, Ana (6)

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)

Dufour, Jean-Marie (12)

Stock, James (12)

Ng, Serena (11)

Main data

Production by document typearticlebookpaper19871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where John W. Galbraith has published?

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

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

Recent works citing John W. Galbraith (2025 and 2024)

Year  ↓Title of citing document  ↓
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

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

Full description at Econpapers || Download paper

2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

Full description at Econpapers || Download paper

2025The Short Lags of Monetary Policy. (2025). Duarte, Joao ; Ortiz, A ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

Full description at Econpapers || Download paper

2025.

Full description at Econpapers || Download paper

2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

Full description at Econpapers || Download paper

2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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

2024Understanding climate policy uncertainty: Evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004149.

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

2025Compensating against fuel price inflation: Price subsidies or transfers?. (2025). Wilner, Lionel ; Fize, Tienne ; Bonnet, Odran ; Loisel, Tristan. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:129:y:2025:i:c:s0095069624001530.

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

2024Nowcasting economic activity with mobility data. (2024). Oh, Yusuke ; Sugo, Tomohiro ; Takahashi, Koji ; Matsumura, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:73:y:2024:i:c:s0889158324000236.

Full description at Econpapers || Download paper

2024The economic impacts of the UKs eat out to help out scheme. (2024). Overman, Henry ; Nunez-Chaim, Gonzalo ; Gonzalez-Pampillon, Nicolas. In: Journal of Urban Economics. RePEc:eee:juecon:v:143:y:2024:i:c:s0094119024000524.

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

2024Compensating against fuel price inflation: Price subsidies or transfers?. (2024). Wilner, Lionel ; Loisel, Tristan ; Fize, Tienne ; Bonnet, Odran. In: Institut des Politiques Publiques. RePEc:hal:ipppap:hal-04799412.

Full description at Econpapers || Download paper

2024Compensating against fuel price inflation: Price subsidies or transfers?. (2024). Loisel, Tristan ; Fize, Tienne ; Wilner, Lionel ; Bonnet, Odran. In: Post-Print. RePEc:hal:journl:hal-04799412.

Full description at Econpapers || Download paper

2024Compensating against fuel price inflation: Price subsidies or transfers?. (2024). Wilner, Lionel ; Loisel, Tristan ; Bonnet, Odran ; Fize, Tienne. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-04799412.

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

2024Information, classification and contestability: a cultural economics approach to Uber’s entry into the taxi industry. (2024). Evans, Anthony J. In: The Review of Austrian Economics. RePEc:kap:revaec:v:37:y:2024:i:4:d:10.1007_s11138-023-00624-0.

Full description at Econpapers || Download paper

2024The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Subramaniam, Yogeeswari ; Mursitama, Tirta Nugraha ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:810-828.

Full description at Econpapers || Download paper

2025The Short Lags of Monetary Policy. (2025). Duarte, Joao ; da Silva, Guilherme Alves ; Rodrguez, Jos V ; Rodrigo, Tomasa ; Moura, Afonso S ; Buda, Gergely ; Carvalho, Vasco M ; Corsetti, Giancarlo ; Ortiz, Lvaro ; Hansen, Stephen. In: Working Papers. RePEc:ptu:wpaper:w202501.

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

2024On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Zheng, QI ; Cui, Yunwei ; Wu, Rongning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6.

Full description at Econpapers || Download paper

2024Artwork pricing model integrating the popularity and ability of artists. (2024). Lee, Yoonjin ; Park, Jinsu ; Jung, Hohyun ; Yang, Daewon. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00504-3.

Full description at Econpapers || Download paper

2025Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. (2025). Rabbani, Mustafa Raza ; Uddin, Gazi Salah ; Hasan, Md Bokhtiar ; Hossain, Md Naiem ; Junttila, Juha. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04876-0.

Full description at Econpapers || Download paper

2024Pandemic, sentiments over COVID-19, and EU convergence. (2024). Zervoyianni, Athina ; Apergis, Nicholas ; Anastasiou, Athanasios. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02504-9.

Full description at Econpapers || Download paper

2024Evaluating the impact of the global COVID-19 pandemic on Banksy’s limited edition print market. (2024). Clark, Stephen. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:4:d:10.1007_s43546-024-00638-1.

Full description at Econpapers || Download paper

2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article25
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]		paper2
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]		paper82
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: 82		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: 82		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]		paper76
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: 76		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: 76		paper
2020Consumers’ 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]		paper40
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]		article6
1995Transforming the error-components model for estimation with general ARMA disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
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]		article11
2018Nowcasting with payments system data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
2019Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
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]		article5
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]		article3
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]		book697
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]		article14
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 April, 14 2025. Contact: CitEc Team