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 0 3 4 382
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 0 39 0 0 2 49
Are VAR Models Good Enough? 0 0 0 3 0 0 3 382
Bayesian Inference for a 1-Factor Copula Model 0 0 0 21 0 1 2 74
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 0 1 93
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 0 289
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 1 1 2 106
Canadian monetary policy analysis using a structural VARMA model 0 0 1 16 1 1 2 68
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 196 0 0 1 534
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 0 3 3 56
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 1 3 51 0 2 5 107
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 0 2 177
Elucidate Structure in Intermittent Demand Series 0 1 1 28 0 1 1 50
FFORMA: Feature-based forecast model averaging 0 1 1 125 2 5 11 548
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 1 1 3 35
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 20 1 1 4 51
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 224 0 2 5 677
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 2 2 748
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 0 92 0 2 3 436
Forecasting hierarchical and grouped time series through trace minimization 0 1 3 89 0 2 10 192
Forecasting with Temporal Hierarchies 0 0 3 74 0 2 10 245
Forecasting with Temporal Hierarchies 0 0 1 51 0 1 5 145
Hierarchical Forecasting 0 0 3 106 0 3 10 220
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 0 2 383
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 0 3 301
Meta-learning how to forecast time series 0 0 7 211 3 4 22 586
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 0 0 324
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 1 2 318
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 1 3 129
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 60 0 0 1 132
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 188 0 1 4 505
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 1 2 2 246
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 0 0 0 253
Modelling and forecasting Australian domestic tourism 2 2 2 380 2 3 5 929
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 2 120 0 0 3 282
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 0 0 855
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 79 0 2 12 205
On the Evaluation of Hierarchical Forecasts 0 0 0 23 0 2 5 83
Optimal combination forecasts for hierarchical time series 0 0 1 285 0 1 9 677
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 3 4 62 1 4 13 137
Probabilisitic forecasts in hierarchical time series 0 0 0 61 0 1 4 132
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 1 8 105
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 1 1 927
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 0 3 59
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 1 3 82
The tourism forecasting competition 0 0 1 156 0 1 3 484
The value of feedback in forecasting competitions 0 0 0 59 0 0 2 196
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 1 3 365
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 0 2 2 496
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 0 0 2 728
Total Working Papers 3 9 39 5,445 13 62 208 15,583


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 0 198
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 1 37 0 3 5 68
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 0 0 0 211
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 1 1 1 9 1 1 4 82
Canadian monetary policy analysis using a structural VARMA model 0 0 0 3 0 0 0 13
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 0 1 2 57
Cross-temporal coherent forecasts for Australian tourism 0 1 1 15 1 4 11 72
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 2 22 0 1 6 89
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 0 1 3 39
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 0 1 2 48
Elucidate structure in intermittent demand series 1 1 1 8 2 4 5 40
FFORMA: Feature-based forecast model averaging 0 0 5 39 2 5 31 209
Forecast reconciliation: A geometric view with new insights on bias correction 1 1 2 11 3 4 10 51
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 2 14 0 0 5 78
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 0 11 13 482
Forecasting with temporal hierarchies 0 1 7 20 2 7 23 92
Hierarchical forecasts for Australian domestic tourism 0 0 3 99 0 0 6 397
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 6 2 3 6 40
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 206 0 2 3 598
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 0 1 2 34
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 0 0 0 21
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 186 1 1 2 585
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 3 9 21 1 9 22 93
Optimal combination forecasts for hierarchical time series 0 0 5 84 0 0 18 368
Optimally Reconciling Forecasts in a Hierarchy 0 2 2 172 1 4 8 429
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 0 1 382
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 1 1 1 90 1 1 4 307
The tourism forecasting competition 0 0 4 26 1 2 14 189
The tourism forecasting competition 0 0 0 54 0 2 7 418
The value of feedback in forecasting competitions 0 0 0 5 0 0 1 75
The value of feedback in forecasting competitions 0 0 0 12 0 1 2 131
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 8 25 1 3 17 97
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 115 0 1 3 314
Total Journal Articles 4 12 56 1,610 19 73 236 6,307


Statistics updated 2025-05-12