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 1 153 2 2 4 381
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 1 1 3 74
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 1 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 0 0 1 105
Canadian monetary policy analysis using a structural VARMA model 0 0 1 16 0 0 1 67
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 2 2 2 55
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 1 2 50 1 3 4 106
Domestic and outbound tourism demand in Australia: a System-of-Equations Approach 0 0 0 52 0 1 2 177
Elucidate Structure in Intermittent Demand Series 1 1 1 28 1 1 1 50
FFORMA: Feature-based forecast model averaging 1 1 2 125 2 4 13 545
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 20 0 1 3 50
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 1 1 29 0 2 2 34
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 224 2 3 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 1 1 1 747
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study 0 0 0 92 2 3 4 436
Forecasting hierarchical and grouped time series through trace minimization 1 1 3 89 2 4 11 192
Forecasting with Temporal Hierarchies 0 0 3 74 2 4 11 245
Forecasting with Temporal Hierarchies 0 0 1 51 1 3 5 145
Hierarchical Forecasting 0 0 3 106 3 4 12 220
Hierarchical forecasts for Australian domestic tourism 0 0 0 128 0 1 4 383
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 2 3 301
Meta-learning how to forecast time series 0 1 8 211 1 4 21 583
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 82 1 1 1 245
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 0 4 504
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 0 2 128
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 1 2 318
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 0 0 1 378 1 3 5 927
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 2 3 12 205
On the Evaluation of Hierarchical Forecasts 0 0 0 23 1 1 5 82
Optimal combination forecasts for hierarchical time series 0 0 2 285 0 2 13 676
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 1 2 60 1 4 10 134
Probabilisitic forecasts in hierarchical time series 0 0 0 61 1 2 4 132
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 2 11 104
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 1 1 1 927
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 1 3 59
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 1 2 3 82
The tourism forecasting competition 0 1 2 156 0 2 3 483
The value of feedback in forecasting competitions 0 0 0 59 0 1 2 196
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 0 2 364
VARMA models for Malaysian Monetary Policy Analysis 0 0 1 172 1 1 2 495
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 345 0 1 3 728
Total Working Papers 4 8 42 5,440 34 75 212 15,555

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 1 52 0 0 2 198
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 1 1 37 1 2 4 66
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 0 0 0 8 0 1 3 81
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 1 1 3 57
Cross-temporal coherent forecasts for Australian tourism 0 0 0 14 2 3 12 70
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 2 22 1 3 6 89
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 0 0 2 38
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 1 2 2 48
Elucidate structure in intermittent demand series 0 0 0 7 1 1 3 37
FFORMA: Feature-based forecast model averaging 0 1 5 39 0 5 30 204
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 1 10 1 4 8 48
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 1 122 1 1 6 472
Forecasting tourist arrivals using time-varying parameter structural time series models 0 2 3 14 0 2 6 78
Forecasting with temporal hierarchies 1 5 9 20 5 11 23 90
Hierarchical forecasts for Australian domestic tourism 0 0 5 99 0 2 9 397
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 6 1 3 5 38
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 206 1 1 3 597
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 1 1 2 34
Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach 0 0 1 3 0 0 1 21
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 186 0 0 2 584
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 1 1 9 19 4 6 22 88
Optimal combination forecasts for hierarchical time series 0 0 5 84 0 5 19 368
Optimally Reconciling Forecasts in a Hierarchy 1 1 6 171 2 3 13 427
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 0 0 1 89 0 1 5 306
The tourism forecasting competition 0 0 1 54 2 4 10 418
The tourism forecasting competition 0 0 4 26 1 4 14 188
The value of feedback in forecasting competitions 0 0 0 12 1 2 2 131
The value of feedback in forecasting competitions 0 0 0 5 0 1 2 75
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 3 7 24 1 7 15 95
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 115 1 2 3 314
Total Journal Articles 3 14 64 1,601 29 78 238 6,263

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Statistics updated 2025-03-03