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Publications

23 résultats

CS

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

David Bounie, Youssouf Camara et John W. Galbraith

Développement régional et Économétrie financière
CS

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

David Bounie, Youssouf Camara et John W. Galbraith

Covid-19, Économétrie financière, Évaluation de projets, des programmes et des politiques publiques et Santé
CS

Exchange rates and commodity prices: measuring causality at multiple horizons

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

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

John W. Galbraith et Greg Tkacz

Sciences des données
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Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes

John W. Galbraith et Victoria Zinde-Walsh

CS

A test of singularity for distribution functions

Victoria Zinde-Walsh et John W. Galbraith

CS

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

John W. Galbraith et Douglas James Hodgson

Simulation
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Calibration and Resolution Diagnostics for Bank of England Density Forecasts

John W. Galbraith et Simon van Norden

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

Dongming Zhu et John W. Galbraith

Économétrie
CS

The Calibration of Probabilistic Economic Forecasts

John W. Galbraith et Simon van Norden

RP

Indicators of wireline/wireless competition in the market for telecommunication services

Krzysztof Dzieciolowski et John W. Galbraith

Concurrence
CS

Circuit Breakers and the Tail Index of Equity Returns

John W. Galbraith et Serguei Zernov

CS

Information Content of Volatility Forecasts at Medium-term Horizons

John W. Galbraith et Turgut Kisinbay

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Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data

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

CS

Forecasting Some Low-Predictability Time Series Using Diffusion Indices

Marc Brisson, Bryan Campbell et John W. Galbraith

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Autoregression-Based Estimators for ARFIMA Models

John W. Galbraith et Victoria Zinde-Walsh

CS

Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations

John W. Galbraith et Victoria Zinde-Walsh

RP

Les modèles de prévisions économiques

John W. Galbraith et René Garcia

CS

Bottin CIRANO

1 résultat