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John W Galbraith
John W Galbraith
Professor of Economics, McGill University
Verified email at mcgill.ca
Title
Cited by
Cited by
Year
Co-integration, error correction, and the econometric analysis of non-stationary data
A Banerjee, JJ Dolado, JW Galbraith, D Hendry
Oxford university press, 1993
43951993
A generalized asymmetric Student-t distribution with application to financial econometrics
D Zhu, JW Galbraith
Journal of Econometrics 157 (2), 297-305, 2010
2142010
Consumers' mobility, expenditure and online-offline substitution response to COVID-19: evidence from French transaction data
D Bounie, Y Camara, JW Galbraith
Available at SSRN 3588373, 2022
1372022
Exchange rates and commodity prices: Measuring causality at multiple horizons
HJ Zhang, JM Dufour, JW Galbraith
Journal of Empirical Finance 36, 100-120, 2016
1342016
A test of the importance of tactical voting: Great Britain, 1987
JW Galbraith, NC Rae
British Journal of Political Science 19 (1), 126-136, 1989
1311989
Testing for asymmetry in the link between the yield spread and output in the G-7 countries
JW Galbraith, G Tkacz
Journal of International Money and Finance 19 (5), 657-672, 2000
1172000
Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
D Zhu, JW Galbraith
Journal of Empirical Finance 18 (4), 765-778, 2011
1152011
Taxation, smuggling and demand for cigarettes in Canada: evidence from time-series data
JW Galbraith, M Kaiserman
Journal of health economics 16 (3), 287-301, 1997
1121997
Artificial compatibility, barriers to entry, and frequent-flyer programs
RD Cairns, JW Galbraith
Canadian Journal of Economics, 807-816, 1990
881990
Content horizons for univariate time-series forecasts
JW Galbraith
International Journal of Forecasting 19 (1), 43-55, 2003
752003
A simple noniterative estimator for moving average models
JW Galbraith, V Zinde-Walsh
Biometrika 81 (1), 143-155, 1994
711994
Estimating intertemporal quadratic adjustment cost models with integrated series
J Dolado, JW Galbraith, A Banerjee
International Economic Review, 919-936, 1991
651991
Forecasting some low‐predictability time series using diffusion indices
M Brisson, B Campbell, JW Galbraith
Journal of Forecasting 22 (6‐7), 515-531, 2003
642003
Credit rationing and threshold effects in the relation between money and output
JW Galbraith
Journal of Applied Econometrics 11 (4), 419-429, 1996
641996
On some simple, autoregression-based estimation and identification techniques for ARMA models
JW Galbraith, V Zinde-Walsh
Biometrika 84 (3), 685-696, 1997
631997
Nowcasting with payments system data
JW Galbraith, G Tkacz
International Journal of Forecasting 34 (2), 366-376, 2018
582018
Dynamic specification and linear transformations of the autoregressive-distributed lag model
A Banerjee, JW Galbraith, J Dolado
Oxford Bulletin of Economics and Statistics 52 (1), 95-104, 1990
581990
Consumption dynamics in the covid crisis: real time insights from French transaction bank data
D Bounie, Y Camara, E Fize, J Galbraith, C Landais, C Lavest, T Pazem, ...
Covid Economics 59, 1-39, 2020
572020
Circuit breakers and the tail index of equity returns
JW Galbraith, S Zernov
Journal of Financial Econometrics 2 (1), 109-129, 2004
542004
Nonparametric Tests of the Unbiasedness of Olympic Figure‐Skating Judgments
B Campbell, JW Galbraith
Journal of the Royal Statistical Society: Series D (The Statistician) 45 (4 …, 1996
541996
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