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 0 12 394
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 1 2 41 0 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 0 10 85
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 0 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 1 1 10 66
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 0 0 10 118
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 1 10 188
Elucidate Structure in Intermittent Demand Series 0 0 0 28 1 1 16 67
FFORMA: Feature-based forecast model averaging 0 0 2 130 1 2 26 583
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 21 1 3 12 63
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 0 0 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 0 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 0 1 16 764
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 1 94 0 2 23 461
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 1 2 20 216
Forecasting with Temporal Hierarchies 0 0 0 51 1 1 20 167
Forecasting with Temporal Hierarchies 0 0 0 74 2 2 19 266
Hierarchical Forecasting 0 0 0 106 2 2 22 245
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 2 20 404
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 1 13 316
Meta-learning how to forecast time series 0 1 3 216 1 6 47 638
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 1 17 343
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 2 62 0 0 13 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 2 18 337
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 2 16 521
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 2 12 141
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 0 1 14 945
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 2 3 13 296
Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries 0 0 1 80 0 2 12 220
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 0 15 872
On the Evaluation of Hierarchical Forecasts 0 0 2 27 0 1 13 100
Optimal combination forecasts for hierarchical time series 0 1 1 287 0 3 23 706
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 2 7 72 5 8 51 204
Probabilisitic forecasts in hierarchical time series 0 0 1 62 2 4 16 149
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 8 31 139
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 1 1 7 934
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 0 2 13 74
The Australian Macro Database: An online resource for macroeconomic research in Australia 1 1 1 39 1 2 11 94
The tourism forecasting competition 0 0 1 157 0 1 21 509
The value of feedback in forecasting competitions 0 0 0 60 0 0 19 216
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 1 2 15 380
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 1 2 17 517
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 0 0 16 745
Total Working Papers 2 6 34 5,493 24 77 828 16,511


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 1 39 0 2 11 80
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 1 4 14 96
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 0 19 231
Canadian monetary policy analysis using a structural VARMA model 0 0 0 4 0 0 7 21
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 0 1 17 77
Cross-temporal coherent forecasts for Australian tourism 0 0 1 18 0 1 12 86
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 1 23 1 1 10 105
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 0 2 14 55
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 1 1 7 55
Elucidate structure in intermittent demand series 0 1 2 10 4 10 33 75
FFORMA: Feature-based forecast model averaging 1 1 7 54 10 18 57 284
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 1 13 2 30 67 123
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 0 0 10 495
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 15 0 0 11 91
Forecasting with temporal hierarchies 1 2 5 27 5 11 46 152
Hierarchical forecasts for Australian domestic tourism 1 1 3 103 5 6 38 438
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 8 0 2 20 67
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 208 1 2 20 622
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 1 3 12 47
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 1 3 16 38
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 0 4 16 604
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 5 14 29 59 16 44 109 220
Optimal combination forecasts for hierarchical time series 1 4 6 92 3 11 61 441
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 1 2 15 447
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 1 1 3 96 3 4 20 334
The tourism forecasting competition 0 0 1 56 3 7 33 457
The tourism forecasting competition 0 0 1 28 0 2 20 212
The value of feedback in forecasting competitions 0 0 0 12 0 2 14 147
The value of feedback in forecasting competitions 0 0 0 5 0 0 6 82
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 1 1 11 108
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 116 1 1 11 328
Total Journal Articles 10 24 63 1,711 60 175 778 7,220


Statistics updated 2026-10-11