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Détails d'un membre
Fellows
Courriel
john.galbraith@cirano.qc.ca
Université
Université McGill
Fonction(s)
Ph.D., Oxford University
Professeur titulaire
Département de science économique
Université McGill

Domaine(s) d'intérêt
Économétrie, Économétrie financière, Macroéconomie
Biographie
Titulaire d'un Doctorat en économétrie d'Oxford University, John W. Galbraith est professeur au département de sciences économiques de l'université McGill. Ses champs d'intérêt incluent l'économétrie des séries chronologiques, la macroéconomie et la finance empirique. Ses travaux...

Liste des publications scientifiques au CIRANO par John W. Galbraith

Code Publications
2013s-39 CS Hui Jun Zhang , Jean-Marie Dufour et John Galbraith. Exchange rates and commodity prices: measuring causality at multiple horizons
2013s-25 CS John Galbraith et Greg Tkacz. Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
2013s-19 CS John Galbraith et Liam Cheung. Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model
2011s-70 CS John Galbraith et Greg Tkacz. Analyzing Economic Effects of Extreme Events using Debit and Payments System Data
2011s-57 CS John Galbraith et Victoria Zinde-Walsh. Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes
2011s-06 CS Victoria Zinde-Walsh et John Galbraith. A test of singularity for distribution functions
2009s-41 CS John Galbraith et Douglas James Hodgson. Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles
2009s-36 CS John Galbraith et Simon van Norden. Calibration and Resolution Diagnostics for Bank of England Density Forecasts
2009s-22 CS John Galbraith. The Robustness of Economic Activity to Destructive Events
2009s-23 CS John Galbraith et Greg Tkacz. A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data
2009s-24 CS Dongming Zhu et John Galbraith. Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
2009s-13 CS Dongming Zhu et John Galbraith. A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
2008s-28 CS John Galbraith et Simon van Norden. The Calibration of Probabilistic Economic Forecasts
2004RP-21 RP Krzysztof Dzieciolowski et John Galbraith. Indicators of wireline/wireless competition in the market for telecommunication services
2002s-62 CS John Galbraith et Serguei Zernov. Circuit Breakers and the Tail Index of Equity Returns
2002s-21 CS John Galbraith et Turgut Kisinbay. Information Content of Volatility Forecasts at Medium-term Horizons
2001s-61 CS John Galbraith, Serguei Zernov et Victoria Zinde-Walsh. Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
2001s-46 CS Marc Brisson, Bryan Campbell et John Galbraith. Forecasting Some Low-Predictability Time Series Using Diffusion Indices
2001s-11 CS John Galbraith et Victoria Zinde-Walsh. Autoregression-Based Estimators for ARFIMA Models
2001s-15 CS John Galbraith et Victoria Zinde-Walsh. Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations
1999RP-09 RP John Galbraith et René Garcia. Les modèles de prévisions économiques
99s-17 CS John Galbraith. Content Horizons for Forecasts of Economic Time Series

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