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Information about:
John W. Galbraith

Personal Details | Affiliation | Works
This is information that was supplied by John Galbraith in registering through RePEc. If you are John W. Galbraith , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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:

  2. 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!]

  3. John W. Galbraith & Greg Tkacz, 2007. "Electronic Transactions as High-Frequency Indicators of Economic Activity," Working Papers 07-58, Bank of Canada. [Downloadable!]

  4. John Galbraith & Victoria Zinde-Walsh, 2006. "Reduced-Dimension Control Regression," Departmental Working Papers 2006-17, McGill University, Department of Economics. [Downloadable!]

  5. 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!]

  6. 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!]

  7. 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!]

  8. Krzysztof Dzieciolowski & John Galbraith, 2004. "Indicators of wireline/wireless competition in the market for telecommunication services," CIRANO Project Reports 2004rp-21, CIRANO. [Downloadable!]

  9. John Galbraith & Serguei Zernov, 2002. "Circuit Breakers and the Tail Index of Equity Returns," CIRANO Working Papers 2002s-62, CIRANO. [Downloadable!]
    Published as:

  10. John Galbraith & Turgut Kisinbay, 2002. "Information Content of Volatility Forecasts at Medium-term Horizons," CIRANO Working Papers 2002s-21, CIRANO. [Downloadable!]

  11. Marc Brisson & Bryan Campbell & John Galbraith, 2001. "Forecasting Some Low-Predictability Time Series Using Diffusion Indices," CIRANO Working Papers 2001s-46, CIRANO. [Downloadable!]

  12. John Galbraith & Victoria Zinde-Walsh, 2001. "Autoregression-Based Estimators for ARFIMA Models," CIRANO Working Papers 2001s-11, CIRANO. [Downloadable!]

  13. 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!]

  14. 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:

  15. John Galbraith & René Garcia, 1999. "Les modèles de prévisions économiques," CIRANO Project Reports 1999rp-09, CIRANO. [Downloadable!]

  16. 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:

  17. John W. Galbraith, 1999. "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers 1999-01, McGill University, Department of Economics.
    Other versions:

  18. 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.

  19. 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:

  20. 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

  1. 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:

  2. 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)

  3. 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:

  4. 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)

  5. 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:

  6. 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)

  7. 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.

  8. 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)

  9. 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)

  10. 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)

  11. 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.

  12. 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)

  13. 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:

  14. 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.

  15. 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)

  16. 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)

  17. Galbraith, John W, 1988. "Modelling Expectations Formation with Measurement Errors," Economic Journal, Royal Economic Society, vol. 98(391), pages 412-28, June. [Downloadable!] (restricted)

  18. 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

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-COM: Industrial Competition (1) 2006-06-03
  2. NEP-ECM: Econometrics (4) 2006-09-23 2006-09-23 2006-09-23 2007-02-10 Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2006-09-23 2006-09-23 2007-02-10 2007-04-21 Author is listed
  4. NEP-FIN: Finance (2) 2002-07-04 2006-09-23
  5. NEP-FMK: Financial Markets (2) 2002-07-04 2006-09-23
  6. NEP-FOR: Forecasting (3) 2006-09-23 2007-02-10 2007-04-21 Author is listed
  7. NEP-MAC: Macroeconomics (3) 2007-02-10 2007-04-21 2008-01-05 Author is listed
  8. NEP-MST: Market Microstructure (1) 2008-01-05
  9. NEP-RMG: Risk Management (1) 2006-09-23
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This page was last updated on 2008-10-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.