Concepedia

John W. Galbraith

JW

44

Publications

3.3K

Citations

26

H-Index

1987

Active since

Affiliations

McGill University(Current)

Center for Interuniversity Research and Analysis on Organizations

Bank of Canada

HEC Montréal

Télécom Paris

John W. Galbraith is an author at McGill University specializing in business, economics, and econometrics.

ORCID

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Publications per year

1987–2022

44

Publications

44

Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.

Anindya Banerjee, Juan J. Dolado, John W. Galbraith · The Economic Journal · 1996 · 1.6K citations

, , +14

A generalized asymmetric Student- distribution with application to financial econometrics

Dongming Zhu, John W. Galbraith · Journal of Econometrics · 2010 · 170 citations

, , +6

Exchange rates and commodity prices: Measuring causality at multiple horizons

Hui Jun Zhang, Jean‐Marie Dufour, John W. Galbraith · Journal of Empirical Finance · 2015 · 106 citations

, , +7

Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions

Dongming Zhu, John W. Galbraith · Journal of Empirical Finance · 2011 · 87 citations

, , +6

Testing for asymmetry in the link between the yield spread and output in the G-7 countries

John W. Galbraith, Greg Tkacz · Journal of International Money and Finance · 2000 · 81 citations

, , +9

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