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Publications

22 results

CS

Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data

David Bounie, Youssouf Camara and John W. Galbraith

Covid-19, Evaluation Of Projects, Programs and Public Policies and Health
CS

Exchange rates and commodity prices: measuring causality at multiple horizons

Hui Jun Zhang , Jean-Marie Dufour and John W. Galbraith

Financial risks
CS
CS

Analyzing Economic Effects of Extreme Events using Debit and Payments System Data

John W. Galbraith and Greg Tkacz

Data Sciences
CS

Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

John W. Galbraith and Victoria Zinde-Walsh

CS

A test of singularity for distribution functions

Victoria Zinde-Walsh and John W. Galbraith

CS

Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles

John W. Galbraith and Douglas James Hodgson

Simulation
CS

Calibration and Resolution Diagnostics for Bank of England Density Forecasts

John W. Galbraith and Simon van Norden

CS
CS
CS

Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution

Dongming Zhu and John W. Galbraith

Financial risks
CS

A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics

Dongming Zhu and John W. Galbraith

Econometrics
CS

The Calibration of Probabilistic Economic Forecasts

John W. Galbraith and Simon van Norden

RP

Indicators of wireline/wireless competition in the market for telecommunication services

Krzysztof Dzieciolowski and John W. Galbraith

Competition
CS

Circuit Breakers and the Tail Index of Equity Returns

John W. Galbraith and Serguei Zernov

CS

Information Content of Volatility Forecasts at Medium-term Horizons

John W. Galbraith and Turgut Kisinbay

CS

Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data

John W. Galbraith, Serguei Zernov and Victoria Zinde-Walsh

CS

Forecasting Some Low-Predictability Time Series Using Diffusion Indices

Marc Brisson, Bryan Campbell and John W. Galbraith

CS

Autoregression-Based Estimators for ARFIMA Models

John W. Galbraith and Victoria Zinde-Walsh

CS

Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations

John W. Galbraith and Victoria Zinde-Walsh

RP

Les modèles de prévisions économiques

John W. Galbraith and René Garcia

CS

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