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Publications

23 results

CS

Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions

David Bounie, Youssouf Camara and John W. Galbraith

Regional Development and Financial econometrics
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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, Financial econometrics, Evaluation Of Projects, Programs and Public Policies and Health
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Exchange rates and commodity prices: measuring causality at multiple horizons

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

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

John W. Galbraith and Greg Tkacz

Data Sciences
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Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

John W. Galbraith and Victoria Zinde-Walsh

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A test of singularity for distribution functions

Victoria Zinde-Walsh and John W. Galbraith

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

John W. Galbraith and Douglas James Hodgson

Simulation
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Calibration and Resolution Diagnostics for Bank of England Density Forecasts

John W. Galbraith and Simon van Norden

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

Dongming Zhu and John W. Galbraith

Econometrics
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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
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Circuit Breakers and the Tail Index of Equity Returns

John W. Galbraith and Serguei Zernov

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Information Content of Volatility Forecasts at Medium-term Horizons

John W. Galbraith and Turgut Kisinbay

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Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data

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

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Forecasting Some Low-Predictability Time Series Using Diffusion Indices

Marc Brisson, Bryan Campbell and John W. Galbraith

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Autoregression-Based Estimators for ARFIMA Models

John W. Galbraith and Victoria Zinde-Walsh

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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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