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 1 1 154 2 6 12 394
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 1 40 0 1 6 56
Are VAR Models Good Enough? 0 0 0 3 0 7 11 393
Bayesian Inference for a 1-Factor Copula Model 0 0 1 22 1 2 11 85
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 2 7 21 114
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 2 8 297
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 0 2 13 119
Canadian monetary policy analysis using a structural VARMA model 0 0 0 16 0 3 21 89
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 2 7 541
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 1 4 9 65
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 1 4 11 118
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 1 10 187
Elucidate Structure in Intermittent Demand Series 0 0 0 28 1 6 15 66
FFORMA: Feature-based forecast model averaging 0 0 3 130 3 7 29 581
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 1 1 21 2 7 9 60
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 2 3 11 46
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 2 226 1 3 16 693
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 4 15 763
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 2 94 0 3 22 459
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 1 8 22 214
Forecasting with Temporal Hierarchies 0 0 0 74 1 5 18 264
Forecasting with Temporal Hierarchies 0 0 0 51 1 3 21 166
Hierarchical Forecasting 0 0 0 106 0 4 22 243
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 1 2 19 402
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 1 3 12 315
Meta-learning how to forecast time series 1 1 3 215 5 15 45 632
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 4 17 342
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 1 16 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 2 10 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 0 3 17 264
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 1 4 14 519
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 2 16 335
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 0 3 12 265
Modelling and forecasting Australian domestic tourism 0 1 2 382 0 3 14 944
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 0 3 11 293
Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries 0 0 1 80 1 3 13 218
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 2 4 16 872
On the Evaluation of Hierarchical Forecasts 1 1 3 27 1 5 15 99
Optimal combination forecasts for hierarchical time series 0 0 1 286 0 3 24 703
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 2 2 8 70 4 16 51 196
Probabilisitic forecasts in hierarchical time series 0 0 1 62 1 2 12 145
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 4 7 24 131
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 0 6 933
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 0 4 12 72
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 4 10 92
The tourism forecasting competition 0 0 1 157 2 4 23 508
The value of feedback in forecasting competitions 0 0 1 60 1 3 20 216
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 2 13 378
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 1 4 17 515
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 2 4 17 745
Total Working Papers 4 7 38 5,487 47 204 816 16,434


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 1 12 211
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 2 39 0 2 10 78
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 2 8 20 231
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 0 5 10 92
Canadian monetary policy analysis using a structural VARMA model 0 0 0 4 0 1 7 21
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 0 6 19 76
Cross-temporal coherent forecasts for Australian tourism 0 0 3 18 0 5 13 85
Crude oil price forecasting based on internet concern using an extreme learning machine 1 1 1 23 1 5 14 104
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 0 2 14 53
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 0 0 6 54
Elucidate structure in intermittent demand series 0 0 1 9 2 4 24 65
FFORMA: Feature-based forecast model averaging 1 2 10 53 4 12 48 266
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 13 0 14 40 93
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 0 3 12 495
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 1 15 0 1 13 91
Forecasting with temporal hierarchies 0 0 4 25 5 9 46 141
Hierarchical forecasts for Australian domestic tourism 0 1 3 102 2 10 35 432
Macroeconomic forecasting for Australia using a large number of predictors 0 0 1 8 0 2 22 65
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 208 0 6 20 620
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 0 3 10 44
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 0 1 14 35
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 1 6 15 600
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 4 10 24 45 8 25 82 176
Optimal combination forecasts for hierarchical time series 1 1 2 88 8 21 59 430
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 0 1 13 445
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 2 9 391
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 0 0 2 95 0 3 20 330
The tourism forecasting competition 1 1 2 28 2 6 19 210
The tourism forecasting competition 0 0 2 56 2 10 28 450
The value of feedback in forecasting competitions 0 0 0 12 1 3 14 145
The value of feedback in forecasting competitions 0 0 0 5 0 2 7 82
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 0 2 10 107
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 116 1 3 12 327
Total Journal Articles 8 16 63 1,687 39 184 697 7,045


Statistics updated 2026-07-10