John W. Galbraith at IDEAS
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about: John W. Galbraith
Personal Details | Affiliation | Works
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Personal Details
First Name: John
Middle Name: W.
Last Name: Galbraith
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RePEc Short-ID: pga235
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Working papers
John Galbraith & Simon van Norden, 2009.
"Calibration and Resolution Diagnostics for Bank of England Density Forecasts ,"
CIRANO Working Papers
2009s-36, CIRANO.
[Downloadable!]
John Galbraith, 2009.
"The Robustness of Economic Activity to Destructive Events ,"
CIRANO Working Papers
2009s-22, CIRANO.
[Downloadable!]
John Galbraith & Douglas James Hodgson, 2009.
"Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles ,"
CIRANO Working Papers
2009s-41, CIRANO.
[Downloadable!]
John Galbraith & Dongming Zhu, 2009.
"A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics ,"
Departmental Working Papers
2009-02, McGill University, Department of Economics.
[Downloadable!] Other versions:
John Galbraith & Greg Tkacz, 2009.
"A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data ,"
CIRANO Working Papers
2009s-23, CIRANO.
[Downloadable!]
John Galbraith & Dongming Zhu, 2009.
"Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution ,"
Departmental Working Papers
2009-01, McGill University, Department of Economics.
[Downloadable!] Other versions:
John Galbraith & Simon van Norden, 2008.
"The Calibration of Probabilistic Economic Forecasts ,"
CIRANO Working Papers
2008s-28, CIRANO.
[Downloadable!] Other versions:
John W. Galbraith & Greg Tkacz, 2007.
"Forecast Content And Content Horizons For Some Important Macroeconomic Time Series ,"
Departmental Working Papers
2007-01, McGill University, Department of Economics.
[Downloadable!] Published as:
John W. Galbraith & Greg Tkacz, 2007.
"Electronic Transactions as High-Frequency Indicators of Economic Activity ,"
Working Papers
07-58, Bank of Canada.
[Downloadable!] Other versions:
John W. Galbraith & Greg Tkacz, 2007.
"How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables ,"
Working Papers
07-1, Bank of Canada.
[Downloadable!]
Serguei Zernov & Victoria Zindle-Walsh & John Galbraith, 2006.
"Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions ,"
Departmental Working Papers
2006-16, McGill University, Department of Economics.
[Downloadable!]
John G. Galbraith & Serguei Zernov, 2006.
"Extreme Dependence In The Nasdaq And S&P Composite Indexes ,"
Departmental Working Papers
2006-14, McGill University, Department of Economics.
[Downloadable!]
John Galbraith & Victoria Zinde-Walsh, 2006.
"Reduced-Dimension Control Regression ,"
Departmental Working Papers
2006-17, McGill University, Department of Economics.
[Downloadable!]
John G. Galbraith & Greg Tkacz, 2006.
"How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series ,"
Departmental Working Papers
2006-13, McGill University, Department of Economics.
[Downloadable!]
Krzysztof Dzieciolowski & John Galbraith, 2004.
"Indicators of wireline/wireless competition in the market for telecommunication services ,"
CIRANO Project Reports
2004rp-21, CIRANO.
[Downloadable!]
John Galbraith & Serguei Zernov, 2002.
"Circuit Breakers and the Tail Index of Equity Returns ,"
CIRANO Working Papers
2002s-62, CIRANO.
[Downloadable!] Published as:
John Galbraith & Turgut Kisinbay, 2002.
"Information Content of Volatility Forecasts at Medium-term Horizons ,"
CIRANO Working Papers
2002s-21, CIRANO.
[Downloadable!]
Marc Brisson & Bryan Campbell & John Galbraith, 2001.
"Forecasting Some Low-Predictability Time Series Using Diffusion Indices ,"
CIRANO Working Papers
2001s-46, CIRANO.
[Downloadable!]
John Galbraith & Victoria Zinde-Walsh, 2001.
"Autoregression-Based Estimators for ARFIMA Models ,"
CIRANO Working Papers
2001s-11, CIRANO.
[Downloadable!]
John Galbraith & Serguei Zernov & Victoria Zinde-Walsh, 2001.
"Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data ,"
CIRANO Working Papers
2001s-61, CIRANO.
[Downloadable!]
John W. Galbraith & Victoria Zinde-Walsh, 2000.
"Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations ,"
Econometric Society World Congress 2000 Contributed Papers
1800, Econometric Society.
[Downloadable!] Other versions:
John Galbraith & René Garcia, 1999.
"Les modèles de prévisions économiques ,"
CIRANO Project Reports
1999rp-09, CIRANO.
[Downloadable!]
John W. Galbraith & Greg Tkacz, 1999.
"Testing For Asymmetry In The Link Between The Yield Spread And Output In The G-7 Countries ,"
Departmental Working Papers
1999-02, McGill University, Department of Economics.
Published as:
John W. Galbraith, 1999.
"Content Horizons For Forecasts Of Economic Time Series ,"
Departmental Working Papers
1999-01, McGill University, Department of Economics.
Other versions:
John W. Galbraith & Victoria Zinde-Walsh & Aman Ullah, 1999.
"Var_based Estimation Of The Vector Moving Average Model And Links Between Wholesale And Retail Inventories ,"
Departmental Working Papers
1999-03, McGill University, Department of Economics.
Dolado, J. & Galbraith, J.W. & Banerjee, A., 1991.
"Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series ,"
Economics Series Working Papers
99111, University of Oxford, Department of Economics.
Published as:
Dolado, Juan & Galbraith, John W & Banerjee, Anindya, 1991.
"Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(4), pages 919-36, November.
[Downloadable!] (restricted)
Dolado, J. & Galbraith, J.W. & Banerjee, A., 1989.
"Estimating Euler Equations With Integrated Series ,"
Economics Series Working Papers
9981, University of Oxford, Department of Economics.
Articles
John Galbraith & Serguei Zernov, 2009.
"Extreme dependence in the NASDAQ and S&P 500 composite indexes ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 19(13), pages 1019-1028.
[Downloadable!] (restricted)
Zernov, Serguei & Zinde-Walsh, Victoria & Galbraith, John W., 2009.
"Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes ,"
Journal of Multivariate Analysis ,
Elsevier, vol. 100(3), pages 497-508, March.
[Downloadable!] (restricted)
John W. Galbraith & Greg Tkacz, 2007.
"Forecast content and content horizons for some important macroeconomic time series ,"
Canadian Journal of Economics ,
Canadian Economics Association, vol. 40(3), pages 935-953, August.
[Downloadable!] (restricted) Other versions:
Galbraith, John W. & KI[#x1e63]Inbay, Turgut, 2005.
"Content horizons for conditional variance forecasts ,"
International Journal of Forecasting ,
Elsevier, vol. 21(2), pages 249-260.
[Downloadable!] (restricted)
John W. Galbraith, 2004.
"Circuit Breakers and the Tail Index of Equity Returns ,"
Journal of Financial Econometrics ,
Oxford University Press, vol. 2(1), pages 109-129.
[Downloadable!] (restricted) Other versions:
John Galbraith & Aman Ullah & Victoria Zinde-Walsh, 2002.
"Estimation Of The Vector Moving Average Model By Vector Autoregression ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(2), pages 205-219.
[Downloadable!] (restricted)
Galbraith, John W. & Tkacz, Greg, 2000.
"Testing for asymmetry in the link between the yield spread and output in the G-7 countries ,"
Journal of International Money and Finance ,
Elsevier, vol. 19(5), pages 657-672, October.
[Downloadable!] (restricted) Other versions:
Galbraith, JohnW. & Zinde-Walsh, Victoria, 1999.
"On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components ,"
Journal of Econometrics ,
Elsevier, vol. 93(1), pages 25-47, November.
[Downloadable!] (restricted)
Campbell, Bryan & Galbraith, John W, 1997.
"Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 59(2), pages 265-84, May.
Galbraith, John W. & Kaiserman, Murray, 1997.
"Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data ,"
Journal of Health Economics ,
Elsevier, vol. 16(3), pages 287-301, June.
[Downloadable!] (restricted)
Galbraith, John W, 1996.
"Credit Rationing and Threshold Effects in the Relation between Money and Output ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 11(4), pages 419-29, July-Aug..
[Downloadable!] (restricted)
Galbraith, John W. & Zinde-Walsh, Victoria, 1995.
"Transforming the error-components model for estimation with general ARMA disturbances ,"
Journal of Econometrics ,
Elsevier, vol. 66(1-2), pages 349-355.
[Downloadable!] (restricted)
Campbell, Bryan & Galbraith, John W, 1993.
"Inference in Expectations Models of the Term Structure: A Non-parametric Approach ,"
Empirical Economics ,
Springer, vol. 18(4), pages 623-38.
Zinde-Walsh, Victoria & Galbraith, John W., 1991.
"Estimation of a linear regression model with stationary ARMA(p, q) errors ,"
Journal of Econometrics ,
Elsevier, vol. 47(2-3), pages 333-357, February.
[Downloadable!] (restricted)
Dolado, Juan & Galbraith, John W & Banerjee, Anindya, 1991.
"Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(4), pages 919-36, November.
[Downloadable!] (restricted) Other versions:
Banerjee, Anindya & Galbraith, John W & Dolado, Juan, 1990.
"Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 52(1), pages 95-104, February.
Robert D. Cairns & John W. Galbraith, 1990.
"Artificial Compatibility, Barriers to Entry, and Frequent-Flyer Programs ,"
Canadian Journal of Economics ,
Canadian Economics Association, vol. 23(4), pages 807-16, November.
[Downloadable!] (restricted)
Banerjee, Anindya & Dolado, Juan & Galbraith, John W., 1990.
"Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions ,"
Economics Letters ,
Elsevier, vol. 32(1), pages 19-24, January.
[Downloadable!] (restricted)
Galbraith, John W, 1988.
"Modelling Expectations Formation with Measurement Errors ,"
Economic Journal ,
Royal Economic Society, vol. 98(391), pages 412-28, June.
[Downloadable!] (restricted)
Galbraith, John W. & Dolado, Juan & Banerjee, Anindya, 1987.
"Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors ,"
Economics Letters ,
Elsevier, vol. 25(3), pages 243-247.
[Downloadable!] (restricted)
NEP Fields 21 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-CBA : Central Banking (3) 2008-11-25 2009-05-16 2009-08-30
NEP-COM : Industrial Competition (1) 2006-06-03
NEP-CUL : Cultural Economics (1) 2009-10-03
NEP-ECM : Econometrics (10) 2006-09-23 2006-09-23 2006-09-23 2007-02-10 2008-11-25 2009-05-16 2009-05-16 2009-06-03 2009-08-30 2009-10-03 Author is listed
NEP-ETS : Econometric Time Series (5) 2006-09-23 2006-09-23 2007-02-10 2007-04-21 2008-11-25 Author is listed
NEP-FIN : Finance (2) 2002-07-04 2006-09-23
NEP-FMK : Financial Markets (2) 2002-07-04 2006-09-23
NEP-FOR : Forecasting (9) 2006-09-23 2007-02-10 2007-04-21 2008-08-06 2008-11-25 2009-05-16 2009-05-16 2009-06-03 2009-08-30 Author is listed
NEP-HPE : History & Philosophy of Economics (1) 2009-06-03
NEP-MAC : Macroeconomics (4) 2007-02-10 2007-04-21 2008-01-05 2009-08-30
NEP-MST : Market Microstructure (2) 2008-01-05 2009-06-03
NEP-RMG : Risk Management (3) 2006-09-23 2009-05-16 2009-06-03
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This page was last updated on 2009-11-27.
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