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
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
CS
Exchange rates and commodity prices: measuring causality at multiple horizons
Hui Jun Zhang , Jean-Marie Dufour and John W. Galbraith
CS
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
John W. Galbraith and Greg Tkacz
CS
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data
John W. Galbraith and Greg Tkacz
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
CS
Calibration and Resolution Diagnostics for Bank of England Density Forecasts
John W. Galbraith and Simon van Norden
CS
The Robustness of Economic Activity to Destructive Events
John W. Galbraith
CS
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data
John W. Galbraith and Greg Tkacz
CS
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
Dongming Zhu and John W. Galbraith
CS
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Dongming Zhu and John W. Galbraith
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
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
