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 3 4 9 391
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 1 40 1 2 7 56
Are VAR Models Good Enough? 0 0 0 3 7 7 11 393
Bayesian Inference for a 1-Factor Copula Model 0 0 1 22 1 3 10 84
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 5 6 19 112
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 0 0 0 77 0 0 6 295
Canadian Monetary Policy Analysis using a Structural VARMA Model 0 0 0 55 2 2 13 119
Canadian monetary policy analysis using a structural VARMA model 0 0 0 16 2 3 20 88
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 2 2 7 541
Cross-temporal coherent forecasts for Australian tourism 0 0 0 24 2 2 7 63
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 3 3 10 117
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 0 9 186
Elucidate Structure in Intermittent Demand Series 0 0 0 28 4 4 14 64
FFORMA: Feature-based forecast model averaging 0 1 5 130 3 9 29 577
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 29 1 3 9 44
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 1 1 1 21 5 5 7 58
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 2 226 2 2 15 692
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 4 7 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 3 9 23 459
Forecasting hierarchical and grouped time series through trace minimization 0 0 1 90 6 6 20 212
Forecasting with Temporal Hierarchies 0 0 0 51 1 1 19 164
Forecasting with Temporal Hierarchies 0 0 0 74 4 6 18 263
Hierarchical Forecasting 0 0 0 106 2 3 21 241
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 8 17 400
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 0 11 312
Meta-learning how to forecast time series 0 0 3 214 4 11 35 621
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 3 7 17 341
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 1 3 16 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 2 4 10 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 3 16 334
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 3 4 13 518
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 2 7 17 263
Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach 0 0 0 64 3 4 12 265
Modelling and forecasting Australian domestic tourism 0 1 1 381 2 6 14 943
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 2 2 10 292
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 1 1 14 869
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 80 2 4 12 217
On the Evaluation of Hierarchical Forecasts 0 1 3 26 4 8 15 98
Optimal combination forecasts for hierarchical time series 0 0 1 286 3 7 26 703
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 0 0 6 68 9 14 52 189
Probabilisitic forecasts in hierarchical time series 0 0 1 62 1 5 12 144
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 3 5 22 127
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 1 6 933
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 2 10 69
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 2 3 8 90
The tourism forecasting competition 0 1 1 157 2 6 22 506
The value of feedback in forecasting competitions 0 0 1 60 1 1 18 214
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 3 11 376
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 2 2 17 513
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 2 3 15 743
Total Working Papers 1 5 36 5,481 119 213 766 16,349


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 12 210
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 2 39 1 4 9 77
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 9 3 4 8 90
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 3 7 15 226
Canadian monetary policy analysis using a structural VARMA model 0 0 1 4 0 1 7 20
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 5 7 18 75
Cross-temporal coherent forecasts for Australian tourism 0 0 3 18 4 5 12 84
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 0 22 2 2 12 101
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 5 14 53
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 0 2 6 54
Elucidate structure in intermittent demand series 0 1 1 9 2 9 23 63
FFORMA: Feature-based forecast model averaging 1 1 13 52 4 12 49 258
Forecast reconciliation: A geometric view with new insights on bias correction 0 1 2 13 6 14 34 85
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 1 15 0 1 12 90
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 2 5 12 494
Forecasting with temporal hierarchies 0 0 5 25 3 8 43 135
Hierarchical forecasts for Australian domestic tourism 0 0 2 101 2 5 27 424
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 2 7 25 65
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 4 7 20 618
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 2 4 9 43
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 0 3 0 1 13 34
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 4 4 13 598
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 4 6 18 39 11 26 69 162
Optimal combination forecasts for hierarchical time series 0 0 3 87 7 15 48 416
Optimally Reconciling Forecasts in a Hierarchy 0 0 0 172 0 1 15 444
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 1 2 8 390
Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods 0 0 5 95 3 7 23 330
The tourism forecasting competition 0 0 1 27 3 8 18 207
The tourism forecasting competition 0 1 2 56 8 11 30 448
The value of feedback in forecasting competitions 0 0 0 5 2 2 7 82
The value of feedback in forecasting competitions 0 0 0 12 2 3 13 144
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 2 4 10 107
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 2 4 12 326
Total Journal Articles 5 10 66 1,676 92 198 646 6,953


Statistics updated 2026-05-06