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 3 7 388
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 1 40 0 1 5 54
Are VAR Models Good Enough? 0 0 0 3 0 4 4 386
Bayesian Inference for a 1-Factor Copula Model 0 0 1 22 2 6 9 83
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 1 7 14 107
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 3 6 295
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 0 10 12 117
Canadian monetary policy analysis using a structural VARMA model 0 0 0 16 1 14 19 86
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 3 5 539
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 0 3 6 61
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 1 51 0 4 8 114
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 5 9 186
Elucidate Structure in Intermittent Demand Series 0 0 0 28 0 6 10 60
FFORMA: Feature-based forecast model averaging 1 2 5 130 3 12 26 571
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 0 1 3 53
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 1 5 8 42
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 2 226 0 3 13 690
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 2 7 11 758
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 2 94 2 5 16 452
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 0 7 14 206
Forecasting with Temporal Hierarchies 0 0 0 51 0 11 18 163
Forecasting with Temporal Hierarchies 0 0 0 74 0 6 12 257
Hierarchical Forecasting 0 0 0 106 1 9 19 239
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 6 11 15 398
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 4 11 312
Meta-learning how to forecast time series 0 0 3 214 2 16 29 612
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 4 9 14 338
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 5 7 135
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 1 6 11 515
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 10 13 331
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 6 13 145
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 3 8 14 259
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 0 6 8 261
Modelling and forecasting Australian domestic tourism 0 0 2 380 2 7 12 939
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 0 4 8 290
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 6 13 868
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 1 1 80 1 5 9 214
On the Evaluation of Hierarchical Forecasts 1 1 3 26 2 3 10 92
Optimal combination forecasts for hierarchical time series 0 0 1 286 2 10 22 698
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 2 8 68 2 14 43 177
Probabilisitic forecasts in hierarchical time series 0 1 1 62 3 7 10 142
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 7 18 122
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 4 5 932
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 6 9 68
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 1 5 6 88
The tourism forecasting competition 0 0 0 156 1 6 18 501
The value of feedback in forecasting competitions 0 0 1 60 0 10 17 213
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 4 9 373
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 0 6 16 511
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 1 8 13 741
Total Working Papers 2 7 38 5,478 46 328 627 16,182


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 5 11 209
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 2 39 3 4 10 76
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 3 8 11 222
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 3 5 86
Canadian monetary policy analysis using a structural VARMA model 0 0 1 4 0 3 6 19
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 1 5 12 69
Cross-temporal coherent forecasts for Australian tourism 0 0 4 18 1 5 10 80
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 0 4 10 99
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 9 12 50
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 1 5 5 53
Elucidate structure in intermittent demand series 0 0 1 8 4 13 21 58
FFORMA: Feature-based forecast model averaging 0 2 12 51 2 15 44 248
Forecast reconciliation: A geometric view with new insights on bias correction 1 1 3 13 4 16 27 75
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 1 15 1 8 12 90
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 2 5 19 491
Forecasting with temporal hierarchies 0 2 5 25 1 13 38 128
Hierarchical forecasts for Australian domestic tourism 0 0 2 101 2 14 24 421
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 5 12 25 63
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 1 9 15 612
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 1 4 6 40
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 1 9 13 34
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 0 6 10 594
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 0 14 33 10 24 58 146
Optimal combination forecasts for hierarchical time series 0 1 3 87 3 14 36 404
Optimally Reconciling Forecasts in a Hierarchy 0 0 1 172 1 9 17 444
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 1 5 7 389
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 0 0 6 95 1 7 18 324
The tourism forecasting competition 0 0 1 55 0 7 19 437
The tourism forecasting competition 0 0 1 27 2 9 13 201
The value of feedback in forecasting competitions 0 0 0 5 0 3 5 80
The value of feedback in forecasting competitions 0 0 0 12 1 6 11 142
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 3 27 0 2 8 103
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 0 2 8 322
Total Journal Articles 1 7 66 1,667 54 263 546 6,809


Statistics updated 2026-03-04