Access Statistics for George Athanasopoulos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Complete VARMA Modelling Methodology Based on Scalar Components 0 0 0 153 0 0 3 382
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 0 39 0 1 4 51
Are VAR Models Good Enough? 0 0 0 3 0 0 1 382
Bayesian Inference for a 1-Factor Copula Model 0 0 0 21 1 1 2 75
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 1 2 94
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 0 289
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 0 1 2 107
Canadian monetary policy analysis using a structural VARMA model 0 0 0 16 0 1 2 69
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 0 196 0 0 0 534
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 0 0 3 56
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 0 1 5 108
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 1 3 178
Elucidate Structure in Intermittent Demand Series 0 0 1 28 0 0 2 51
FFORMA: Feature-based forecast model averaging 1 1 4 128 1 5 16 557
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 0 0 3 35
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 0 0 2 51
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 1 2 225 0 2 6 679
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 0 2 748
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 1 1 1 93 1 1 5 438
Forecasting hierarchical and grouped time series through trace minimization 0 0 2 89 2 4 11 196
Forecasting with Temporal Hierarchies 0 0 1 51 0 2 7 147
Forecasting with Temporal Hierarchies 0 0 2 74 0 1 9 247
Hierarchical Forecasting 0 0 1 106 1 2 8 223
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 1 1 2 384
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 0 4 303
Meta-learning how to forecast time series 0 1 6 213 0 4 16 591
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 1 2 326
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 60 1 3 3 135
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 0 2 319
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 0 2 129
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 0 0 3 247
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 0 1 505
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 0 1 1 254
Modelling and forecasting Australian domestic tourism 0 0 2 380 0 1 7 931
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 0 1 2 283
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 1 2 857
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 0 3 10 208
On the Evaluation of Hierarchical Forecasts 0 1 2 25 1 3 7 87
Optimal combination forecasts for hierarchical time series 0 1 1 286 0 4 11 683
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 2 3 7 65 3 8 28 153
Probabilisitic forecasts in hierarchical time series 0 0 0 61 0 0 4 133
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 1 7 108
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 0 1 927
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 1 5 61
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 1 1 4 83
The tourism forecasting competition 0 0 1 156 1 3 7 488
The value of feedback in forecasting competitions 0 1 1 60 0 1 2 197
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 0 2 365
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 0 2 6 500
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 0 1 3 729
Total Working Papers 4 10 37 5,459 15 65 242 15,683


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A complete VARMA modelling methodology based on scalar components 0 0 0 52 0 0 1 199
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 1 1 2 38 1 1 6 69
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 1 1 212
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 0 2 82
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 0 3 4 60
Canadian monetary policy analysis using a structural VARMA model 0 0 1 4 0 0 1 14
Cross-temporal coherent forecasts for Australian tourism 2 2 3 17 2 2 9 74
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 2 5 10 95
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 0 2 4 41
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 0 0 2 48
Elucidate structure in intermittent demand series 0 0 1 8 0 1 6 42
FFORMA: Feature-based forecast model averaging 1 4 9 47 1 9 31 227
Forecast reconciliation: A geometric view with new insights on bias correction 1 1 3 12 1 3 13 56
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 1 2 14 485
Forecasting tourist arrivals using time-varying parameter structural time series models 1 1 3 15 1 2 5 80
Forecasting with temporal hierarchies 0 1 7 22 3 11 30 106
Hierarchical forecasts for Australian domestic tourism 0 1 1 100 0 3 5 400
Macroeconomic forecasting for Australia using a large number of predictors 0 1 2 8 1 4 12 47
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 1 2 208 1 2 6 602
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 0 1 2 35
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 0 1 1 22
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 0 3 4 588
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 5 9 14 30 9 17 36 111
Optimal combination forecasts for hierarchical time series 0 0 3 86 5 9 22 380
Optimally Reconciling Forecasts in a Hierarchy 0 0 2 172 0 0 9 432
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 0 0 382
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 0 0 4 93 0 4 11 314
The tourism forecasting competition 0 1 2 27 0 1 10 192
The tourism forecasting competition 0 1 1 55 1 2 10 424
The value of feedback in forecasting competitions 0 0 0 12 1 2 4 133
The value of feedback in forecasting competitions 0 0 0 5 1 1 2 76
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 5 25 0 0 11 97
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 0 2 5 317
Total Journal Articles 12 24 68 1,648 31 94 289 6,442


Statistics updated 2025-10-06