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

20

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4,323

TOTAL CITATIONS

138

Scholarly Papers (20)

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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, Youssouf Camara and John W. Galbraith
Télécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 2,274 (14,069)
Citation 63

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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 503 (118,922)
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 405 (153,696)
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 198 (321,322)
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 145 (421,204)
Citation 14

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GDP, nowcasting, electronic payments

6.

Consumer Mobility, Offline and Online Regional Trade: Evidence from High-Frequency Transaction Data

Number of pages: 54 Posted: 20 Aug 2020 Last Revised: 06 May 2024
David Bounie, Youssouf Camara and John W. Galbraith
Télécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 114 (508,356)
Citation 1

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

7.

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 76 (659,788)

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

8.

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 75 (664,648)
Citation 1

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generalized function, kernel density estimator, singularity

9.

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 68 (700,390)

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QML and LAD-ARCH estimators, GARCH models

10.

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 68 (700,390)
Citation 2

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debit cards, electronic transactions, monitoring

11.

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, Youssouf Camara and John W. Galbraith
Télécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 65 (716,887)

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

12.

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 65 (716,887)
Citation 5

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Dimension reduction, factor-augmented model, model averaging

13.

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 63 (728,406)
Citation 21

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debit card transactions, macroeconomic monitoring, real-time data

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 57 (764,967)
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 49 (820,270)

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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 37 (921,105)

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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 35 (950,021)
Citation 1

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

18.

Consumer Product Returns: High-Frequency Tracking Using Transaction Data

Number of pages: 29 Posted: 08 Oct 2024
David Bounie, Youssouf Camara and John W. Galbraith
Télécom Paris, Télécom Paris and McGill University - Department of Economics
Downloads 25 (1,047,170)

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e-commerce, environmental impact, ESG, product returns, online purchases, reimbursement, transaction data

19.

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, Youssouf Camara, Etienne Fize, John W. Galbraith, Chloe Lavest, Tatiana Pazem and Baptiste Savatier
London School of Economics, Télécom 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 and Conseil Analyse Economique
Downloads 1 (1,302,988)
Citation 8
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20.

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