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John W. Galbraith

Global rank #4458 94%

Institution: McGill University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1987

Most Recent: 2023

RePEc ID: pga235 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 1.01 2.68 0.00 4.69
All Time 0.00 5.03 10.39 0.00 21.62

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 17.84

Publications (19)

Year Article Journal Tier Authors
2023 Consumer mobility and expenditure during the COVID-19 containments: Evidence from French transaction data European Economic Review B 3
2020 Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects Journal of Econometrics A 2
2019 Asymmetry in unemployment rate forecast errors International Journal of Forecasting B 2
2018 Nowcasting with payments system data International Journal of Forecasting B 2
2012 Dimension reduction and model averaging for estimation of artists' age-valuation profiles European Economic Review B 2
2011 Kernel-based calibration diagnostics for recession and inflation probability forecasts International Journal of Forecasting B 2
2010 A generalized asymmetric Student-t distribution with application to financial econometrics Journal of Econometrics A 2
2007 Forecast content and content horizons for some important macroeconomic time series Canadian Journal of Economics C 2
2005 Content horizons for conditional variance forecasts International Journal of Forecasting B 2
2000 Testing for asymmetry in the link between the yield spread and output in the G-7 countries Journal of International Money and Finance B 2
1999 On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components Journal of Econometrics A 2
1997 Non-parametric Regression Models of Deviations from Orthogonality in the Expectations Theory of the Term Structure. Oxford Bulletin of Economics and Statistics B 2
1997 Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data Journal of Health Economics B 2
1995 Transforming the error-components model for estimation with general ARMA disturbances Journal of Econometrics A 2
1992 The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors Econometric Theory B 2
1991 Estimation of a linear regression model with stationary ARMA(p, q) errors Journal of Econometrics A 2
1990 Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. Oxford Bulletin of Economics and Statistics B 3
1990 Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions Economics Letters C 3
1987 Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors Economics Letters C 3