Access Statistics for Farshid Vahid

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 1 2 17 91 3 4 33 220
Are VAR Models Good Enough? 0 0 0 3 0 6 26 276
CONSTRUCTING HISTORICAL EURO AREA DATA 1 6 20 80 5 20 101 248
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 1 7 147 0 1 22 405
Clustering Regression Functions in a Panel 0 5 23 204 2 14 65 556
Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version) 0 2 5 48 0 2 8 107
Common Cycles in Macroeconomic Aggregates 0 0 0 0 3 10 43 176
Common Cycles in Macroeconomic Aggregates (Revised Version) 0 0 0 0 0 0 5 68
Common Trends and Common Cycles 0 0 0 2 2 4 28 388
Constructing Historical Euro Area Data 3 8 20 96 4 13 64 308
Does International Trade Synchronize Business Cycles? 2 9 39 205 5 16 78 717
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 1 2 19 178 6 18 123 1,347
Forecasting Time-Series with Correlated Seasonality 2 6 27 216 3 9 58 599
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 1 6 31 81 7 16 81 196
Global Temperature Trends 2 6 32 69 6 22 136 226
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 1 1 5 157 6 12 53 670
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 3 16 66 66 10 37 94 94
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 9 23 23 6 25 66 66
Non-Synchronous Common Cycles 0 1 9 98 1 3 17 189
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 14 279 0 1 33 692
Nonlinear Correlograms and Partial Autocorrelograms 0 0 4 126 2 5 26 445
Predicting how People Play Games: a Simple Dynamic Model of Choice 2 2 8 170 5 8 39 683
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 2 5 33 282 2 8 72 799
Short-Run Forecasts of Electricity Loads and Peaks 0 0 0 3 6 13 57 407
Statistical Inference on Changes in Income Inequality in Australia 1 3 11 225 2 8 35 820
Strategy Similarity and Coordination 0 0 1 54 0 0 7 321
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 1 67 1 4 28 364
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 0 5 21 55 4 19 105 285
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 4 10 160 0 6 40 644
The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 7 54 1 7 30 210
The Importance of Common-Cyclical Features in VAR Analysis: A Monte-Carlo Study (Preliminary Version) 0 1 3 14 0 1 8 70
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 1 4 26 2 4 20 180
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 1 22 2 6 20 164
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 1 3 41 1 4 21 230
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 1 3 19 164 10 21 108 789
The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity 1 4 24 139 6 16 80 635
Turismo sustentável e alivio a pobreza: avaliação de impacto 2 3 54 54 3 7 28 28
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 1 10 46 4 8 55 160
VARMA versus VAR for Macroeconomic Forecasting 4 9 46 226 5 16 84 405
Total Working Papers 31 122 617 3,971 125 394 1,997 15,187

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 2 2 8 13 5 6 26 40
Aitken Generalization of the Gauss-Markov Theorem without Calculus 0 2 4 4 0 4 7 7
Codependent cycles 1 2 10 119 1 6 31 616
Common Trends and Common Cycles 6 14 80 519 40 82 326 1,568
Common cycles and the importance of transitory shocks to macroeconomic aggregates 1 3 20 80 2 6 31 209
Common features 0 3 5 32 0 5 11 80
Deriving Restricted Least Squares without a Lagrangean 0 1 2 2 1 7 9 9
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 3 21 72 2 11 57 203
Forecasting time series with multiple seasonal patterns 2 8 33 51 8 22 98 144
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 2 5 15 15 6 15 34 34
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 1 27 1 1 13 171
Necessity of negative serial correlation for mean-reversion of stock prices 0 4 40 76 15 33 163 282
Nonlinear Correlograms and Partial Autocorrelograms 0 0 2 19 1 2 15 186
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 1 17 51 1 4 53 207
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 1 55 0 0 14 238
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 12 0 0 6 99
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 2 33 0 1 9 113
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 1 7 7 0 2 14 14
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 2 4 10 43 2 7 25 115
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 4 27 0 2 27 102
Shorte-run forecasts of electricity loads and peaks 2 2 15 133 4 6 34 267
Statistical Inference and Changes in Income Inequality in Australia 1 1 8 66 2 4 24 292
Strategy Similarity and Coordination 0 0 0 11 0 0 3 89
Testing multiple equation systems for common nonlinear components 0 1 9 42 0 4 28 186
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 1 13 53 5 15 92 360
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 2 23 0 2 14 157
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 1 2 8 51 5 10 36 237
VARMA versus VAR for Macroeconomic Forecasting 0 6 25 33 0 9 51 64
Total Journal Articles 20 66 362 1,669 101 266 1,251 6,089

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Statistics updated 2009-11-04