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John W. Galbraith · Study
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Author
John W. Galbraith
19 works
· latest 2021
· 3 institutions
cluster: provisional
ORCID 0000-0002-6019-2169
Works
19 shown
Electronic Transactions as High-Frequency Indicators of Economic Activity
·
2021
·
2 authors
·
Open access
22
citations
Consumers' Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data
SSRN Electronic Journal
·
2020
·
2 authors
·
preprint
·
Open access
97
citations
Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information
Econometrics
·
2018
·
2 authors
·
Open access
16
citations
Nowcasting with payments system data
International Journal of Forecasting
·
2017
·
2 authors
54
citations
Exchange rates and commodity prices: Measuring causality at multiple horizons
Journal of Empirical Finance
·
2015
·
3 authors
106
citations
Analyzing Economic Effects of September 11 and Other Extreme Events Using Debit and Payments System Data
Canadian Public Policy
·
2013
·
2 authors
26
citations
Dimension reduction and model averaging for estimation of artists' age-valuation profiles
European Economic Review
·
2011
·
2 authors
15
citations
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
Journal of Empirical Finance
·
2011
·
1 author
86
citations
Circuit Breakers and the Tail Index of Equity Returns
Journal of Financial Econometrics
·
2004
·
1 author
·
Open access
43
citations
Content horizons for univariate time-series forecasts
International Journal of Forecasting
·
2003
·
1 author
62
citations
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
Econometric Reviews
·
2002
·
3 authors
·
Open access
40
citations
Testing for asymmetry in the link between the yield spread and output in the G-7 countries
Journal of International Money and Finance
·
2000
·
2 authors
81
citations
On the distributions of Augmented Dickey–Fuller statistics in processes with moving average components
Journal of Econometrics
·
1999
·
2 authors
36
citations
Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.
The Economic Journal
·
1996
·
4 authors
1,578
citations
Credit rationing and threshold effects in the relation between money and output
Journal of Applied Econometrics
·
1996
·
1 author
37
citations
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
·
1993
·
4 authors
·
book
1,758
citations
Testing for a Unit Root
·
1993
·
4 authors
·
chapter
872
citations
PRACTITIONER'S CORNER: Dynamic Specification and Linear Transformations of the Autoregressive‐Distributed Lag Model*
Oxford Bulletin of Economics and Statistics
·
1990
·
3 authors
59
citations
Rejections of orthogonality in rational expectations models
Economics Letters
·
1987
·
3 authors
·
Open access
20
citations