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 1 154 0 2 12 394
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 1 1 2 41 1 2 7 58
Are VAR Models Good Enough? 0 0 0 3 0 0 11 393
Bayesian Inference for a 1-Factor Copula Model 0 0 1 22 0 1 11 85
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 2 20 114
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 8 297
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 0 0 12 119
Canadian monetary policy analysis using a structural VARMA model 0 0 0 16 0 0 20 89
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 0 7 541
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 0 1 9 65
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 0 1 10 118
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 1 1 10 188
Elucidate Structure in Intermittent Demand Series 0 0 0 28 0 1 15 66
FFORMA: Feature-based forecast model averaging 0 0 3 130 1 4 26 582
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 21 1 4 11 62
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 0 2 11 46
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 226 0 1 14 693
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 1 1 16 764
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 2 94 2 2 24 461
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 1 2 21 215
Forecasting with Temporal Hierarchies 0 0 0 51 0 1 19 166
Forecasting with Temporal Hierarchies 0 0 0 74 0 1 17 264
Hierarchical Forecasting 0 0 0 106 0 0 21 243
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 2 3 21 404
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 1 2 13 316
Meta-learning how to forecast time series 1 2 3 216 4 10 46 637
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 1 1 17 343
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 2 2 12 141
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 2 3 16 521
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 0 0 17 264
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 2 3 18 337
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 0 14 148
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 0 1 12 266
Modelling and forecasting Australian domestic tourism 0 0 2 382 1 1 14 945
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 1 1 11 294
Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries 0 0 1 80 2 3 12 220
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 2 15 872
On the Evaluation of Hierarchical Forecasts 0 1 2 27 1 2 14 100
Optimal combination forecasts for hierarchical time series 1 1 1 287 3 3 23 706
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 3 8 71 2 7 49 199
Probabilisitic forecasts in hierarchical time series 0 0 1 62 1 3 14 147
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 3 12 31 139
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 1 2 14 74
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 1 1 11 93
The tourism forecasting competition 0 0 1 157 0 3 22 509
The value of feedback in forecasting competitions 0 0 0 60 0 1 19 216
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 1 1 14 379
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 1 2 16 516
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 0 2 16 745
Total Working Papers 3 8 36 5,491 40 100 819 16,487


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 0 12 211
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 2 39 1 2 12 80
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 2 19 231
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 3 3 13 95
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 0 1 17 77
Canadian monetary policy analysis using a structural VARMA model 0 0 0 4 0 0 7 21
Cross-temporal coherent forecasts for Australian tourism 0 0 3 18 1 1 14 86
Crude oil price forecasting based on internet concern using an extreme learning machine 0 1 1 23 0 1 11 104
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 2 14 55
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 1 2 10 4 8 29 71
FFORMA: Feature-based forecast model averaging 0 1 7 53 3 12 48 274
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 13 27 28 66 121
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 0 0 11 495
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 1 15 0 0 12 91
Forecasting with temporal hierarchies 1 1 4 26 4 11 44 147
Hierarchical forecasts for Australian domestic tourism 0 0 2 102 1 3 33 433
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 8 1 2 21 67
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 208 1 1 20 621
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 0 2 11 46
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 1 2 15 37
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 1 5 16 604
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 5 13 29 54 15 36 102 204
Optimal combination forecasts for hierarchical time series 2 4 5 91 6 16 63 438
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 1 1 14 446
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 0 9 391
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 0 0 2 95 1 1 17 331
The tourism forecasting competition 0 1 1 28 2 4 20 212
The tourism forecasting competition 0 0 1 56 2 6 31 454
The value of feedback in forecasting competitions 0 0 0 5 0 0 7 82
The value of feedback in forecasting competitions 0 0 0 12 1 3 15 147
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 0 0 10 107
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 116 0 1 10 327
Total Journal Articles 8 22 65 1,701 78 154 749 7,160


Statistics updated 2026-09-10