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John W. Galbraith

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First Name:John
Middle Name:W.
Last Name:Galbraith
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RePEc Short-ID:pga235
Email:[This author has chosen not to make the email address public]
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Location: Montréal, Canada
Homepage: http://www.mcgill.ca/economics/
Email:
Phone: (514) 398-3030
Fax: (514) 398-4938
Postal: 855 Sherbrooke St. W., Montréal, Québec, H3A 2T7
Handle: RePEc:edi:demcgca (more details at EDIRC)
Location: Montréal, Canada
Homepage: http://www.cireqmontreal.com/
Email:
Phone: (514) 343-6557
Fax: (514) 343-7221
Postal: C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7
Handle: RePEc:edi:cdmtlca (more details at EDIRC)
Location: Montréal, Canada
Homepage: http://www.cirano.qc.ca/
Email:
Phone: (514) 985-4000
Fax: (514) 985-4039
Postal: 1130 rue Sherbrooke Ouest, suite 1400, Montréal, Quéc, H3A 2M8
Handle: RePEc:edi:ciranca (more details at EDIRC)
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  1. John Galbraith & Liam Cheung, 2013. "Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model," CIRANO Working Papers 2013s-19, CIRANO.
  2. Hui Jun Zhang & Jean-Marie Dufour & John Galbraith, 2013. "Exchange rates and commodity prices: measuring causality at multiple horizons," CIRANO Working Papers 2013s-39, CIRANO.
  3. John Galbraith & Greg Tkacz, 2013. "Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases," CIRANO Working Papers 2013s-25, CIRANO.
  4. John Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
  5. Victoria Zinde-Walsh & John Galbraith, 2011. "A test of singularity for distribution functions," CIRANO Working Papers 2011s-06, CIRANO.
  6. John Galbraith & Greg Tkacz, 2011. "Analyzing Economic Effects of Extreme Events using Debit and Payments System Data," CIRANO Working Papers 2011s-70, CIRANO.
  7. 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.
  8. John Galbraith & Douglas James Hodgson, 2009. "Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles," CIRANO Working Papers 2009s-41, CIRANO.
  9. 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.
  10. John Galbraith & Simon van Norden, 2009. "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers 2009s-36, CIRANO.
  11. John Galbraith, 2009. "The Robustness of Economic Activity to Destructive Events," CIRANO Working Papers 2009s-22, CIRANO.
  12. John Galbraith & Greg Tkacz, 2009. "A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data," CIRANO Working Papers 2009s-23, CIRANO.
  13. John Galbraith & Simon van Norden, 2008. "The Calibration of Probabilistic Economic Forecasts," CIRANO Working Papers 2008s-28, CIRANO.
  14. John W. Galbraith & Greg Tkacz, 2007. "Electronic Transactions as High-Frequency Indicators of Economic Activity," Working Papers 07-58, Bank of Canada.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. John Galbraith & Victoria Zinde-Walsh, 2006. "Reduced-Dimension Control Regression," Departmental Working Papers 2006-17, McGill University, Department of Economics.
  20. 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.
  21. Krzysztof Dzieciolowski & John Galbraith, 2004. "Indicators of wireline/wireless competition in the market for telecommunication services," CIRANO Project Reports 2004rp-21, CIRANO.
  22. John Galbraith & Turgut Kisinbay, 2002. "Information Content of Volatility Forecasts at Medium-term Horizons," CIRANO Working Papers 2002s-21, CIRANO.
  23. John Galbraith & Serguei Zernov, 2002. "Circuit Breakers and the Tail Index of Equity Returns," CIRANO Working Papers 2002s-62, CIRANO.
  24. John Galbraith & Victoria Zinde-Walsh, 2001. "Autoregression-Based Estimators for ARFIMA Models," CIRANO Working Papers 2001s-11, CIRANO.
  25. Marc Brisson & Bryan Campbell & John Galbraith, 2001. "Forecasting Some Low-Predictability Time Series Using Diffusion Indices," CIRANO Working Papers 2001s-46, CIRANO.
  26. 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.
  27. 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.
  28. John Galbraith & René Garcia, 1999. "Les modèles de prévisions économiques," CIRANO Project Reports 1999rp-09, CIRANO.
  29. 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.
  30. 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.
  31. John W. Galbraith, 1999. "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers 1999-01, McGill University, Department of Economics.
  32. 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.
  33. 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.
  1. John W. Galbraith & Greg Tkacz, 2013. "Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data," Canadian Public Policy, University of Toronto Press, vol. 39(1), pages 119-134, March.
  2. John W. Galbraith & Simon van Norden, 2012. "Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(3), pages 713-727, 07.
  3. Galbraith, John W. & Hodgson, Douglas J., 2012. "Dimension reduction and model averaging for estimation of artists' age-valuation profiles," European Economic Review, Elsevier, vol. 56(3), pages 422-435.
  4. Galbraith, John W. & van Norden, Simon, 2011. "Kernel-based calibration diagnostics for recession and inflation probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1041-1057, October.
  5. Zhu, Dongming & Galbraith, John W., 2011. "Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 765-778, September.
  6. Zhu, Dongming & Galbraith, John W., 2010. "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, vol. 157(2), pages 297-305, August.
  7. John Galbraith & Serguei Zernov, 2009. "Extreme dependence in the NASDAQ and S&P 500 composite indexes," Applied Financial Economics, Taylor & Francis Journals, vol. 19(13), pages 1019-1028.
  8. 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.
  9. 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.
  10. Galbraith, John W., 2005. "Les progrès dans les prévisions : météorologie et économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 81(4), pages 559-593, décembre.
  11. 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.
  12. Galbraith, John W. & Zinde-Walsh, Victoria, 2004. "Évaluation de critères d’information pour les modèles de séries chronologiques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 207-227, Juin-Sept.
  13. John W. Galbraith, 2004. "Circuit Breakers and the Tail Index of Equity Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(1), pages 109-129.
  14. John Galbraith & Aman Ullah & Victoria Zinde-Walsh, 2002. "Estimation Of The Vector Moving Average Model By Vector Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 205-219.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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..
  20. 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.
  21. 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.
  22. Galbraith, John W. & Zinde-Walsh, Victoria, 1992. "The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors," Econometric Theory, Cambridge University Press, vol. 8(01), pages 95-111, March.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Galbraith, John W, 1988. "Modelling Expectations Formation with Measurement Errors," Economic Journal, Royal Economic Society, vol. 98(391), pages 412-28, June.
  29. 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.
  1. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107, March.
28 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2008-11-25 2009-05-16 2009-08-30
  2. NEP-COM: Industrial Competition (1) 2006-06-03
  3. NEP-CUL: Cultural Economics (1) 2009-10-03
  4. NEP-ECM: Econometrics (11) 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 2011-02-12. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2006-09-23 2006-09-23 2007-02-10 2007-04-21 2008-11-25 2014-04-18. Author is listed
  6. NEP-FIN: Finance (2) 2002-07-04 2006-09-23
  7. NEP-FMK: Financial Markets (2) 2002-07-04 2006-09-23
  8. NEP-FOR: Forecasting (10) 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 2014-04-18. Author is listed
  9. NEP-HPE: History & Philosophy of Economics (1) 2009-06-03
  10. NEP-IFN: International Finance (1) 2014-04-18
  11. NEP-INT: International Trade (1) 2014-04-18
  12. NEP-MAC: Macroeconomics (6) 2007-02-10 2007-04-21 2008-01-05 2009-08-30 2011-11-21 2014-04-18. Author is listed
  13. NEP-MST: Market Microstructure (2) 2008-01-05 2009-06-03
  14. NEP-OPM: Open Economy Macroeconomics (2) 2013-11-02 2014-04-18
  15. NEP-RMG: Risk Management (3) 2006-09-23 2009-05-16 2009-06-03
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