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Credit rationing and threshold effects in the relation between money and output

Galbraith, John W. - In: Journal of applied econometrics 11 (1996) 4, pp. 419-429

Persistent link: https://www.econbiz.de/10001202515

Content horizons for univariate time-series forecasts

Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10001735029

Extreme dependence in the NASDAQ and S&P 500 composite indexes

Galbraith, John W.; Zernov, Serguei - In: Applied financial economics 19 (2009) 13/15, pp. 1019-1028

Dependence among large observations in equity markets is usually examined using second-moment models such as those from the GARCH or SV classes. Such models treat the entire set of returns, and tend to produce similar estimates on different major equity markets, with a sum of estimated GARCH...

Persistent link: https://www.econbiz.de/10003885996

Forecast content and content horizons for some important macroeconomic time series

Galbraith, John W.; Tkacz, Greg - In: The Canadian journal of economics 40 (2007) 3, pp. 935-953

Persistent link: https://www.econbiz.de/10003549539

Content horizons for conditional variance forecasts

Galbraith, John W.; Kıṣınbay, Turgut - In: International journal of forecasting 21 (2005) 2, pp. 249-260

Persistent link: https://www.econbiz.de/10002687836

Testing the link between inflation and growth

Ambler, Steve; Van Norden, Simon - In: Price stability, inflation targets, and monetary policy …, (pp. 89-116). 1998

Persistent link: https://www.econbiz.de/10001304069

Non-parametric regression models of deviations from orthogonality in the expectations theory of the term structure

Campbell, Bryan - In: Oxford bulletin of economics and statistics 59 (1997) 2, pp. 265-284

Persistent link: https://www.econbiz.de/10001223699

Inference in expectations models of the term structure : a non-parametric approach

Campbell, Bryan - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 623-638

Persistent link: https://www.econbiz.de/10001331527

When do plastic bills lower the bill for the central bank? : a model and estimates for the U.S.

Bouhdaoui, Y.; Bounie, David; Van Hove, Leo - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10009706251

Consumer cash usage : a cross-country comparison with payment diary survey data

Bagnall, John; Bounie, David; Huynh, Kim P.; Kosse, Anneke - 2014

Persistent link: https://www.econbiz.de/10010359421