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 3 6 24 69 10 24 56 177
Are VAR Models Good Enough? 0 0 2 3 6 12 56 246
CONSTRUCTING HISTORICAL EURO AREA DATA 6 12 50 50 13 45 104 104
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 1 3 9 135 3 14 38 371
Clustering Regression Functions in a Panel 5 7 21 179 7 12 51 481
Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version) 0 3 10 40 1 6 17 96
Common Cycles in Macroeconomic Aggregates 0 0 0 0 1 10 22 127
Common Cycles in Macroeconomic Aggregates (Revised Version) 0 0 0 0 1 3 12 60
Common Trends and Common Cycles 0 0 2 2 1 12 40 353
Constructing Historical Euro Area Data 2 6 33 74 11 40 150 229
Does International Trade Synchronize Business Cycles? 2 5 19 158 6 21 72 618
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 1 17 152 8 31 109 1,178
Forecasting Time-Series with Correlated Seasonality 2 5 25 181 8 28 107 510
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 2 16 43 43 7 32 90 90
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 1 3 16 150 4 26 80 599
Non-Synchronous Common Cycles 1 1 5 88 2 8 17 171
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 2 4 22 261 4 15 56 646
Nonlinear Correlograms and Partial Autocorrelograms 2 2 12 119 2 10 35 408
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 2 14 159 7 15 61 632
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 5 8 38 242 8 19 93 707
Short-Run Forecasts of Electricity Loads and Peaks 0 0 3 3 5 16 58 339
Statistical Inference on Changes in Income Inequality in Australia 0 3 20 199 6 33 91 756
Strategy Similarity and Coordination 0 1 4 51 1 6 22 307
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 10 64 6 18 74 317
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 5 7 28 28 20 47 121 121
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 1 4 7 148 4 18 48 590
The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 1 7 46 1 7 27 173
The Importance of Common-Cyclical Features in VAR Analysis: A Monte-Carlo Study (Preliminary Version) 0 0 0 10 1 2 6 60
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 3 22 3 9 25 155
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 1 1 12 20 5 14 52 141
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 1 3 11 35 4 13 36 205
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 3 5 23 142 11 44 146 660
The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity 2 4 31 108 6 24 188 536
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 2 6 34 34 6 23 86 88
VARMA versus VAR for Macroeconomic Forecasting 4 14 38 171 9 31 79 308
Total Working Papers 53 133 593 3,186 198 688 2,325 12,559

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 4 4 4 4 8 11 11 11
Codependent cycles 0 2 15 107 1 11 49 577
Common Trends and Common Cycles 3 13 68 419 13 50 186 1,183
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 5 16 58 0 8 36 170
Common features 0 0 7 25 0 3 18 66
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 3 9 34 49 7 20 81 129
Forecasting time series with multiple seasonal patterns 2 5 5 5 10 14 14 14
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 2 26 2 12 41 156
Necessity of negative serial correlation for mean-reversion of stock prices 2 6 27 27 7 29 87 87
Nonlinear Correlograms and Partial Autocorrelograms 0 0 8 16 2 16 86 162
Nonlinear autoregressive leading indicator models of output in G-7 countries 1 2 19 28 8 23 82 137
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 2 3 5 51 4 11 29 218
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 12 1 2 5 90
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 2 4 30 2 6 19 99
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 1 1 8 32 2 7 19 84
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 1 4 21 0 4 13 72
Shorte-run forecasts of electricity loads and peaks 2 9 27 111 5 14 49 223
Statistical Inference and Changes in Income Inequality in Australia 0 1 9 50 2 8 41 254
Strategy Similarity and Coordination 0 0 0 11 1 2 10 85
Testing multiple equation systems for common nonlinear components 1 3 8 32 2 12 35 148
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 2 2 18 34 7 41 136 222
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 1 4 20 5 12 34 137
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 2 14 39 7 17 68 182
Total Journal Articles 23 71 306 1,207 96 333 1,149 4,506

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-08-03