John W. Galbraith : Citation Profile

McGill University (98% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (1% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (1% share)

16

H index

27

i10 index

1512

Citations

RESEARCH PRODUCTION:

40

Articles

50

Papers

1

Books

RESEARCH ACTIVITY:

   36 years (1987 - 2023). See details.
   Cites by year: 42
   Journals where John W. Galbraith has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 36 (2.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga235
   Updated: 2025-12-20    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

landais, camille (2)

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

Is cited by:

Ortiz, Alvaro (10)

Harvey, Andrew (10)

Chapman, James (10)

Desai, Ajit (10)

Panopoulou, Ekaterini (9)

Paya, Ivan (9)

Hendry, David (9)

Marcellino, Massimiliano (9)

Sánchez-Fung, José (7)

Emiliozzi, Simone (7)

Amano, Robert (7)

Cites to:

Diebold, Francis (30)

Bollerslev, Tim (25)

Tkacz, Greg (24)

Phillips, Peter (15)

Watson, Mark (15)

van Norden, Simon (15)

Agarwal, Sumit (14)

Stock, James (13)

Zinde-Walsh, Victoria (13)

Kilian, Lutz (13)

Dufour, Jean-Marie (12)

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
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2
Economics Letters2
Canadian Journal of Economics2
European Economic Review2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers / HAL3
Post-Print / HAL2
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)

YearTitle of citing document
2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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

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

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2025The continuous-time limit of quasi score-driven volatility models. (2024). He, Ping ; Wu, Yinhao. In: Papers. RePEc:arx:papers:2409.14734.

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2025An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia. (2025). Badrawani, Wishnu. In: Papers. RePEc:arx:papers:2506.10369.

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2025A three-step machine learning approach to predict market bubbles with financial news. (2025). Atsiwo, Abraham. In: Papers. RePEc:arx:papers:2510.16636.

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2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2024Macroeconomic Variables€™ Impact on Rental Rate in the United Kingdom Islamic Home Financing Using Bound Cointegration Test. (2024). Salihu, Jamilu. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:10:p:635-647.

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2024E‐commerce, Pandemic Shock, and the Survival of Small and Medium Enterprises. (2024). Tu, Qin ; Williams, Nichola Latoya ; Cao, Zengdong. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:5:p:113-139.

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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.

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

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

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

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2025Inflation Forecast Targeting Revisited. (2025). Müller, Gernot ; Enders, Zeno ; Conrad, Christian ; Mller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12006.

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2024Level of Urbanization and Renewable Energy Consumption: The Case of Azerbaijan and Türkiye. (2024). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-67.

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2024The Relationship between Geopolitical Events and the Crude Oil Prices: An Application of ARDL Model. (2024). Obadi, Saleh ; Korcek, Matej. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-9.

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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.

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2025Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665.

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2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

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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.

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

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2024Closing the Efficiency Gap: Insights into curbing the direct rebound effect of residential electricity consumption in Saudi Arabia. (2024). Fateh, BELAID ; Mikayilov, Jeyhun I ; Belaid, Fateh. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003554.

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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.

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

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2024Targeted policies and household consumption dynamics: Evidence from high-frequency transaction data. (2024). Bonaccorsi, Giovanni ; Scotti, Francesco ; Pierri, Francesco ; Pammolli, Fabio ; Flori, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:111-134.

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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.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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

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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.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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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.

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

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

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2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

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2025Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis. (2025). doğan, buhari ; Doan, Buhari ; Radulescu, Magdalena ; Nassani, Abdelmohsen A ; Benlagha, Noureddine ; Baldan, Cristina Florentina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500228x.

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2024The economic impacts of the UK’s Eat Out to Help Out scheme. (2024). Overman, Henry ; Nunez-Chaim, Gonzalo ; Pampillon, Nicolas Gonzalez. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124044.

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2024Research on Medium- and Long-Term Hydropower Generation Forecasting Method Based on LSTM and Transformer. (2024). Qin, Hui ; Zhang, Guoyong ; Ni, Xiu ; Guo, Jun ; Wang, Weiying ; Li, Haochuan. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:22:p:5707-:d:1521261.

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

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

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

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

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2024Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. (2024). Nadarajah, Saralees ; Okorie, Idika E ; Nzeribe, Geraldine E ; Afuecheta, Emmanuel. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10340-9.

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2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

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2024How much does mobility matter for value-added tax revenue? Cross-country evidence around COVID-19. (2024). Wagner, Rodrigo ; Rosso, Lucas. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:31:y:2024:i:3:d:10.1007_s10797-023-09821-w.

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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.

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2024Consumption and income expectations during Covid-19. (2024). Oliviero, Tommaso ; Jappelli, Tullio ; immordino, giovanni. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:1:d:10.1007_s11150-023-09656-8.

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

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2024Effect of COVID-19 on the mutual trade between Germany and the Visegrad Four. (2024). Jindrichovska, Irena ; Uurlu, Erginbay. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03563-8.

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2024Predicting COVID-19 cases in Belo Horizonte—Brazil taking into account mobility and vaccination issues. (2024). , Alexandre ; Dias, Eder ; Guerra, Henrique L ; Souto, Giovanna R ; Malinowski, Simon ; Marques-Neto, Humberto Torres ; Jamil, Silvio. In: PLOS ONE. RePEc:plo:pone00:0269515.

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

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

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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.

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

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

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2024Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices. (2024). Managi, Shunsuke ; Inuduka, Takeshi ; Yokose, Akihito. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00106-3.

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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.

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2025Two-way random effects model with serial correlation. (2025). Baltagi, Badi ; Etienne, Jean-Michel ; Bresson, Georges. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02695-9.

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2024Assessment of regional development pattern towards sustainability urban areas: empirical evidence from Yogyakarta urban areas. (2024). Darwin, Muhadjir ; Pangaribowo, Evita Hanie ; Jaya, Wihana Kirana ; Rahajeng, Anggi. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03709-9.

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2025Predictive modeling for the Moroccan financial market: a nonlinear time series and deep learning approach. (2025). Guerbaz, Raby ; el Melhaoui, Said ; Faizi, Moustapha ; el Himdi, Khalid ; Oukhouya, Hassan ; Lmakri, Aziz ; el Yahyaoui, Mohamed. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00646-z.

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2025A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators. (2025). Mariani, Vincenzo ; Crispino, Marta. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00266-6.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2024Financial Development, R&D and Knowledge Production: Empirical Evidence from China. (2024). Han, LI ; Rauf, Abdul ; Jalil, Abdul. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01675-1.

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2024Ageing ascendances labour force participation in India: myth or reality?. (2024). Maity, Shrabanti ; Sinha, Anup ; Roy, Niranjan. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:26:y:2024:i:3:d:10.1007_s40847-023-00296-3.

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2025Environmental degradation on poverty reduction in Nigeria. (2025). Taiwo, Akinlo. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:27:y:2025:i:2:d:10.1007_s40847-024-00348-2.

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2025Modeling heavy-tails with two-piece Burr distributions via conditional values-at-risk. (2025). Shittu, Ekundayo ; Dorp, Johan Ren. In: METRON. RePEc:spr:metron:v:83:y:2025:i:2:d:10.1007_s40300-025-00290-1.

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2025Urban transport during the COVID-19 pandemic: a case study of Poland. (2025). Zajfert, Michal. In: Public Transport. RePEc:spr:pubtra:v:17:y:2025:i:1:d:10.1007_s12469-024-00359-6.

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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.

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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.

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2024Incorporating judgment in forecasting models in times of crisis. (2024). Franses, Philip Hans. In: Futures & Foresight Science. RePEc:wly:fufsci:v:6:y:2024:i:4:n:e193.

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2024Statistically identified structural VAR model with potentially skewed and fat‐tailed errors. (2024). Lanne, Markku ; Anttonen, Jetro ; Luoto, Jani. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:422-437.

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2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

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

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

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2025Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy. (2025). de Mendonça, Helder ; Vereda, Luciano ; Matos, Luan Mateus ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1884-1906.

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2024Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions. (2024). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127.

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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.
[Full Text][Citation analysis]		paper2
2007Electronic Transactions as High-Frequency Indicators of Economic Activity In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2008ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY.(2008) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 12		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]		paper3
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.
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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.
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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]		paper82
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: 82		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: 82		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]		paper62
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: 62		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: 62		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]		article14
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: 14		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: 14		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]		article11
2020Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
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]		paper12
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]		article10
1999On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2023Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data In: European Economic Review.
[Full Text][Citation analysis]		article12
2022Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
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
2019Measures of robustness for networked critical infrastructure: An empirical comparison on four electrical grids In: International Journal of Critical Infrastructure Protection.
[Full Text][Citation analysis]		article0
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]		article35
2019Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
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]		article65
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: 65		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]		book704
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

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