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  3. John W. Galbraith
john.galbraith@cirano.qc.ca
514 985-4000 p3032
Website

Expertise

Econometrics, time series econometrics, empirical macroeconomics and finance

Biography

A CIRANO Researcher and Fellow since 1998, President of CIRANO Scientific Committee, John W. Galbraith is Full Professor in the Department of Economics at McGill University.

Holding a Ph.D. in Econometrics from Oxford University, his fields of interest include time series econometrics, and empirical macroeconomics and finance. His recent work concerns maximum horizons forforecasts with statistical models in the fields of macroeconomics and financialvolatility, and estimating long-memory models and GARCH models.

John W. Galbraith was Head of the Department of Economics at McGill University from 2010 to 2016. He was a member of the Board of Directors of the Canadian Economics Association (1997-2001, 2003-2006) and President in 2004-2005. He was co-editor of the Canadian Journal of Economics, 2000-2004.

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CIRANO Publications by John W. Galbraith

As an author

1 to 5 of 24 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
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, Financial econometrics, 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

CS

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

John W. Galbraith and Greg Tkacz

CS

Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model

John W. Galbraith and Liam Cheung

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

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

Exchange rates and commodity prices: measuring causality at multiple horizons

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

Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model

See more publications

External Publications

IDEAS/RePEc Publications

Galbraith, John W. & Zinde-Walsh, Victoria (2020) - Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects

Bounie, David & Camara, Youssouf & Fize, Etienne & Galbraith, John & Landais, Camille & Lavest, Chloe & Pazem, Tatiana & Savatier, Baptiste (2020) - Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data

David Bounie & Youssouf Camara & Etienne Fize & John Galbraith & Camille Landais & Chloé Lavest & Tatiana Pazem & Baptiste Savatier (2020) - Dynamiques de consommation dans la crise : les enseignements en temps réel des données bancaires

David Bounie & Youssouf Camara & John Galbraith (2020) - Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data

David Bounie & Youssouf Camara & John Galbraith (2020) - Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions

David Bounie & Youssouf Camara & John Galbraith (2020) - Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data

David Bounie & Youssouf Camara & John Galbraith (2020) - The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution

John W. Galbraith & Douglas J. Hodgson (2018) - Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information

Galbraith, John W. & Tkacz, Greg (2018) - Nowcasting with payments system data

John W. Galbraith & Victoria Zinde-Walsh & Jingmei Zhu (2015) - GARCH Model Estimation Using Estimated Quadratic Variation

News

October 4, 2019

Appointment of John W. Galbraith as the new President of CIRANO Scientific Committee

All news

Events

As a speaker

May 30, 2024

Special 30th anniversary session at Annual Canadian Economics Association Meetings

May 31, 2022

56th Annual Canadian Economics Association Meetings

October 18, 2019

2019 Canadian Econometric Study Group Meetings

CIRANO Projects

The value of financial advice: updating the study by applying the methodology developed by Claude Montmarquette in the 3e survey

John W. Galbraith, Alexandre Prud'homme

Behavioral Finance, Business Cycles

Increase the rate of adoption of electric vehicles in Quebec

John W. Galbraith

Evaluation Of Projects, Programs and Public Policies