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 3 3 6 385
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 1 1 40 1 2 4 53
Are VAR Models Good Enough? 0 0 0 3 0 0 0 382
Bayesian Inference for a 1-Factor Copula Model 1 1 1 22 1 3 4 77
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 1 6 8 100
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 2 3 3 292
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 0 0 2 107
Canadian monetary policy analysis using a structural VARMA model 0 0 0 16 0 3 5 72
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 1 1 1 197 2 2 2 536
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 2 2 5 58
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 1 2 7 110
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 2 3 5 181
Elucidate Structure in Intermittent Demand Series 0 0 1 28 2 3 5 54
FFORMA: Feature-based forecast model averaging 0 1 4 128 1 3 18 559
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 0 2 5 37
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 1 1 3 52
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 1 2 226 3 8 13 687
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 3 5 751
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 2 2 94 2 10 14 447
Forecasting hierarchical and grouped time series through trace minimization 1 1 2 90 1 5 11 199
Forecasting with Temporal Hierarchies 0 0 0 74 1 4 10 251
Forecasting with Temporal Hierarchies 0 0 0 51 2 5 10 152
Hierarchical Forecasting 0 0 0 106 5 8 14 230
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 2 4 5 387
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 2 5 9 308
Meta-learning how to forecast time series 1 1 4 214 2 5 17 596
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 2 3 5 329
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 2 2 84 2 4 7 251
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 3 4 5 509
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 1 2 130
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 2 4 321
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 2 2 2 62 4 5 7 139
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 0 1 2 255
Modelling and forecasting Australian domestic tourism 0 0 2 380 1 1 8 932
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 3 3 4 286
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 3 5 7 862
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 0 1 7 209
On the Evaluation of Hierarchical Forecasts 0 0 2 25 0 3 8 89
Optimal combination forecasts for hierarchical time series 0 0 1 286 2 5 14 688
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 3 7 66 6 13 33 163
Probabilisitic forecasts in hierarchical time series 0 0 0 61 2 2 5 135
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 3 7 13 115
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 1 1 2 928
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 2 4 62
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 1 3 83
The tourism forecasting competition 0 0 1 156 5 8 14 495
The value of feedback in forecasting competitions 0 0 1 60 6 6 8 203
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 2 4 5 369
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 4 5 11 505
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 3 4 6 733
Total Working Papers 7 16 39 5,471 93 186 374 15,854


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 3 5 6 204
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 1 2 3 39 3 4 8 72
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 1 3 83
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 1 2 3 214
Canadian monetary policy analysis using a structural VARMA model 0 0 1 4 1 2 3 16
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 3 4 8 64
Cross-temporal coherent forecasts for Australian tourism 1 3 4 18 1 3 8 75
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 0 2 9 95
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 0 0 3 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 2 3 9 45
FFORMA: Feature-based forecast model averaging 1 3 11 49 4 7 34 233
Forecast reconciliation: A geometric view with new insights on bias correction 0 1 2 12 3 4 15 59
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 1 2 15 486
Forecasting tourist arrivals using time-varying parameter structural time series models 0 1 3 15 2 3 6 82
Forecasting with temporal hierarchies 0 1 8 23 3 12 36 115
Hierarchical forecasts for Australian domestic tourism 1 1 2 101 6 7 12 407
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 2 5 16 51
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 2 208 1 2 7 603
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 1 1 3 36
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 2 3 4 25
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 0 0 4 588
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 1 8 15 33 6 20 40 122
Optimal combination forecasts for hierarchical time series 0 0 2 86 7 15 27 390
Optimally Reconciling Forecasts in a Hierarchy 0 0 2 172 3 3 11 435
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 1 2 2 384
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 1 2 6 95 2 3 12 317
The tourism forecasting competition 0 0 1 55 3 7 16 430
The tourism forecasting competition 0 0 1 27 0 0 8 192
The value of feedback in forecasting competitions 0 0 0 12 3 4 7 136
The value of feedback in forecasting competitions 0 0 0 5 1 2 3 77
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 1 1 5 26 4 4 13 101
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 1 3 8 320
Total Journal Articles 7 24 73 1,660 70 135 361 6,546


Statistics updated 2025-12-06