John W. Galbraith

McGill University - Department of Economics

855 Sherbrooke St. W

Montreal, Quebec H3A 2T7

Canada

Center for Interuniversity Research and Analysis on Organization (CIRANO)

2020 rue University, 25th floor

Montreal H3C 3J7, Quebec

Canada

  • McGill University - Department of Economics

  • Center for Interuniversity Research and Analysis on Organization (CIRANO)

SCHOLARLY PAPERS

19

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3,759

SSRN CITATIONS

71

CROSSREF CITATIONS

18

Scholarly Papers (19)

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1.

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

Number of pages: 44 Posted: 29 Apr 2020 Last Revised: 18 Oct 2022
David Bounie, David Bounie, Youssouf Camara and John W. Galbraith
Telecom ParisTechTélécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 2,082 (13,236)
Citation 51

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COVID-19, consumption expenditure, consumer mobility, online commerce, resiliency, transaction data

2.

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

CIRANO - Scientific Publications 2013s-39
Number of pages: 36 Posted: 19 Dec 2013 Last Revised: 14 Oct 2015
Hui Jun Zhang, Jean-Marie Dufour and John W. Galbraith
University of Cambridge, McGill University and McGill University - Department of Economics
Downloads 474 (104,944)
Citation 7

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multi-horizon causality, causality measures, commodity prices, exchange rates, stock prices, high-frequency data, spurious causality, financial markets

3.

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

Number of pages: 39 Posted: 05 Nov 2009
John W. Galbraith and Dongming Zhu
McGill University - Department of Economics and Peking University
Downloads 336 (155,076)
Citation 9

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asymmetric distribution, expected shortfall, maximum likelihood estimation

4.

Forecasting Expected Shortfall with a Generalized Asymmetric Student-T Distribution

CIRANO - Scientific Publications Paper No. 2009s-24
Number of pages: 19 Posted: 12 Nov 2009
Dongming Zhu and John W. Galbraith
Peking University and McGill University - Department of Economics
Downloads 178 (288,083)
Citation 5

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asymmetric distribution, expected shortfall, GARCH model

5.

Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases

CIRANO - Scientific Publications 2013s-25
Number of pages: 39 Posted: 19 Oct 2013
John W. Galbraith and Greg Tkacz
McGill University - Department of Economics and Saint Francis Xavier University - Economics
Downloads 107 (430,016)
Citation 13

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GDP, nowcasting, electronic payments

6.

Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions

Number of pages: 46 Posted: 20 Aug 2020
David Bounie, David Bounie, Youssouf Camara and John W. Galbraith
Telecom ParisTechTélécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 83 (507,313)
Citation 1

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consumption expenditure, consumer mobility, gravity model, inter-regional trade, e-commerce

7.

A Test of Singularity for Distribution Functions

CIRANO - Scientific Publications 2011s-06
Posted: 01 Feb 2011
Victoria Zinde‐Walsh and John W. Galbraith
McGill University - Department of Economics and McGill University - Department of Economics
Downloads 59 (610,348)
Citation 1

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generalized function, kernel density estimator, singularity

8.

Simple and Reliable Estimators of Coefficients of Interest in a Model With High-Dimensional Confounding Effects

Journal of Econometrics, Forthcoming
Number of pages: 40 Posted: 09 Jul 2020
John W. Galbraith and Victoria Zinde‐Walsh
McGill University - Department of Economics and McGill University - Department of Economics
Downloads 55 (631,084)

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confounding, high-dimensional data, principal components, subspace consistency, treatment effect, wide data

9.

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

CIRANO - Scientific Publications 209s-41
Number of pages: 18 Posted: 15 Nov 2009
John W. Galbraith and Douglas J. Hodgson
McGill University - Department of Economics and University of Quebec at Montreal (UQAM) - Department of Economics
Downloads 55 (631,084)
Citation 5

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Dimension reduction, factor-augmented model, model averaging

10.

Forecasting Financial Volatility with Combined QML and LAD-ARCH Estimators of the GARCH Model

CIRANO - Scientific Publications 2013s-19
Number of pages: 19 Posted: 17 Sep 2013
Liam Cheung and John W. Galbraith
McGill University and McGill University - Department of Economics
Downloads 52 (647,536)

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QML and LAD-ARCH estimators, GARCH models

11.

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

CIRANO - Scientific Publications 2011s-70
Number of pages: 17 Posted: 25 Nov 2011
John W. Galbraith and Greg Tkacz
McGill University - Department of Economics and Saint Francis Xavier University - Economics
Downloads 52 (647,536)
Citation 20

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debit card transactions, macroeconomic monitoring, real-time data

12.

A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data

CIRANO - Scientific Publications Paper No. 2009s-23
Number of pages: 12 Posted: 12 Nov 2009
John W. Galbraith and Greg Tkacz
McGill University - Department of Economics and Bank of Canada
Downloads 52 (647,536)
Citation 2

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debit cards, electronic transactions, monitoring

13.

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

CIRANO Working Paper 2021S-17
Number of pages: 49 Posted: 22 Apr 2021
David Bounie, David Bounie, Youssouf Camara and John W. Galbraith
Telecom ParisTechTélécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 49 (664,336)

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Consumption Expenditure, Consumer Mobility, Inter-Regional Trade, Ecommerce

14.

The Calibration of Probabilistic Economic Forecasts

CIRANO - Scientific Publications 2008s-28
Number of pages: 31 Posted: 20 Jan 2009
John W. Galbraith and Simon van Norden
McGill University - Department of Economics and HEC Montreal - Department of Finance
Downloads 39 (728,068)
Citation 1

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calibration, probability forecast, real-time data, inflation, recession

15.

Calibration and Resolution Diagnostics for Bank of England Density Forecasts

CIRANO - Scientific Publications 2009s-36
Number of pages: 27 Posted: 12 Nov 2009
John W. Galbraith and Simon van Norden
McGill University - Department of Economics and HEC Montreal - Department of Finance
Downloads 37 (742,226)

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calibration, density forecast, probability forecast, resolution

16.

The Robustness of Economic Activity to Destructive Events

CIRANO - Scientific Publications Paper No. 2009s-22
Posted: 12 Nov 2009
John W. Galbraith
McGill University - Department of Economics
Downloads 27 (819,534)

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Entropy, redundancy, robust design

17.

Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

CIRANO - Scientific Publication No. 2011s-57
Number of pages: 30 Posted: 24 Oct 2011
John W. Galbraith and Victoria Zinde‐Walsh
McGill University - Department of Economics and McGill University - Department of Economics
Downloads 22 (863,352)
Citation 1

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Dimension reduction, eigenvector, infinite-dimensional process, orthogonalized regressors

18.

Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data

CEPR Discussion Paper No. DP15474
Number of pages: 43 Posted: 02 Dec 2020
Camille Landais, David Bounie, David Bounie, Youssouf Camara, Etienne Fize, John W. Galbraith, Chloe Lavest, Tatiana Pazem and Baptiste Savatier
London School of Economics & Political Science (LSE) - London School of Economics, Telecom ParisTechTélécom Paris, Télécom Paris, Sciences Po Department of Economics, McGill University - Department of Economics, National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), London School of Economics & Political Science (LSE) - London School of Economics and Conseil Analyse Economique
Downloads 0 (1,058,168)
Citation 8
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19.

Circuit Breakers and the Tail Index of Equity Returns

Journal of Financial Econometrics, Vol. 2, pp. 109-129, 2004
Posted: 29 Feb 2008
John W. Galbraith and Serguei Zernov
McGill University - Department of Economics and McGill University

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circuit breaker, structural change tests, tail index