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 1 4 7 386
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 1 1 40 0 2 4 53
Are VAR Models Good Enough? 0 0 0 3 2 2 2 384
Bayesian Inference for a 1-Factor Copula Model 0 1 1 22 1 3 5 78
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 2 8 9 102
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 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 10 13 15 82
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 1 1 197 2 4 4 538
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 0 2 5 58
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 2 4 9 112
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 1 4 5 182
Elucidate Structure in Intermittent Demand Series 0 0 1 28 2 5 7 56
FFORMA: Feature-based forecast model averaging 1 1 5 129 4 6 20 563
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 1 3 5 38
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 0 1 2 52
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 1 2 226 1 9 14 688
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 1 4 6 752
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 1 2 94 1 10 14 448
Forecasting hierarchical and grouped time series through trace minimization 0 1 2 90 0 3 9 199
Forecasting with Temporal Hierarchies 0 0 0 74 5 9 14 256
Forecasting with Temporal Hierarchies 0 0 0 51 6 11 14 158
Hierarchical Forecasting 0 0 0 106 3 10 16 233
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 3 6 7 390
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 5 8 308
Meta-learning how to forecast time series 0 1 3 214 3 8 17 599
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 1 4 6 330
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 6 8 10 327
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 2 6 7 511
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 62 3 7 10 142
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 84 1 5 8 252
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 3 4 5 133
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 3 4 5 258
Modelling and forecasting Australian domestic tourism 0 0 2 380 0 1 7 932
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 1 4 5 287
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 5 7 862
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 0 1 6 209
On the Evaluation of Hierarchical Forecasts 0 0 2 25 0 2 8 89
Optimal combination forecasts for hierarchical time series 0 0 1 286 2 7 15 690
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 2 3 9 68 4 14 35 167
Probabilisitic forecasts in hierarchical time series 1 1 1 62 1 3 5 136
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 2 9 13 117
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 1 2 3 929
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 2 3 5 64
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 2 2 4 85
The tourism forecasting competition 0 0 0 156 3 10 15 498
The value of feedback in forecasting competitions 0 0 1 60 4 10 11 207
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 2 6 7 371
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 4 9 15 509
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 3 7 9 736
Total Working Papers 4 16 41 5,475 101 272 444 15,955


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 2 7 8 206
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 1 2 39 0 3 7 72
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 1 2 4 84
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 2 3 214
Canadian monetary policy analysis using a structural VARMA model 0 0 1 4 1 3 4 17
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 2 6 10 66
Cross-temporal coherent forecasts for Australian tourism 0 1 4 18 1 2 9 76
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 0 0 7 95
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 2 5 43
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 2 2 4 50
Elucidate structure in intermittent demand series 0 0 1 8 1 4 10 46
FFORMA: Feature-based forecast model averaging 1 3 11 50 5 11 35 238
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 12 7 10 21 66
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 1 2 16 487
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 2 15 2 4 7 84
Forecasting with temporal hierarchies 2 3 10 25 6 15 41 121
Hierarchical forecasts for Australian domestic tourism 0 1 2 101 2 9 12 409
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 3 7 18 54
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 1 2 8 604
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 1 2 4 37
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 3 6 7 28
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 4 4 8 592
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 3 15 33 4 15 42 126
Optimal combination forecasts for hierarchical time series 0 0 2 86 4 14 28 394
Optimally Reconciling Forecasts in a Hierarchy 0 0 2 172 2 5 12 437
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 2 2 384
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 0 2 6 95 2 5 13 319
The tourism forecasting competition 0 0 1 27 1 1 7 193
The tourism forecasting competition 0 0 1 55 4 10 18 434
The value of feedback in forecasting competitions 0 0 0 5 1 2 3 78
The value of feedback in forecasting competitions 0 0 0 12 0 3 6 136
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 2 26 1 5 9 102
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 0 3 8 320
Total Journal Articles 3 15 70 1,663 66 170 396 6,612


Statistics updated 2026-01-09