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 0 4 382
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 0 39 1 2 4 51
Are VAR Models Good Enough? 0 0 0 3 0 0 1 382
Bayesian Inference for a 1-Factor Copula Model 0 0 0 21 0 0 1 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 0 0 2 106
Canadian monetary policy analysis using a structural VARMA model 0 0 1 16 0 0 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 0 3 56
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 0 0 4 107
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 0 1 28 0 1 2 51
FFORMA: Feature-based forecast model averaging 0 2 3 127 3 7 14 555
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 1 29 0 0 3 35
Forecast Reconciliation: A geometric View with New Insights on Bias Correction 0 0 0 20 0 0 2 51
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 1 224 1 1 5 678
Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study 0 0 0 193 0 0 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 1 4 437
Forecasting hierarchical and grouped time series through trace minimization 0 0 3 89 2 2 10 194
Forecasting with Temporal Hierarchies 0 0 1 51 0 0 5 145
Forecasting with Temporal Hierarchies 0 0 2 74 0 1 9 246
Hierarchical Forecasting 0 0 3 106 0 1 8 221
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 2 4 303
Meta-learning how to forecast time series 0 1 7 212 1 2 18 588
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 1 1 325
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 60 1 1 1 133
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 0 1 3 247
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 1 3 319
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 0 1 505
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 0 3 129
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 2 380 1 2 7 931
Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand 0 0 0 120 0 0 1 282
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 1 1 856
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 1 1 11 206
On the Evaluation of Hierarchical Forecasts 0 1 1 24 0 1 4 84
Optimal combination forecasts for hierarchical time series 0 0 0 285 0 2 7 679
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization 1 1 5 63 4 12 24 149
Probabilisitic forecasts in hierarchical time series 0 0 0 61 0 1 5 133
Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation 0 0 0 53 0 2 6 107
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 0 1 927
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 1 4 60
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 0 3 82
The tourism forecasting competition 0 0 1 156 0 1 4 485
The value of feedback in forecasting competitions 0 0 0 59 0 0 1 196
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 0 2 365
VARMA models for Malaysian Monetary Policy Analysis 0 0 0 172 0 2 4 498
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 1 1 3 729
Total Working Papers 1 5 35 5,450 16 51 213 15,634


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 1 199
Analysis of shock transmissions to a small open emerging economy using a SVARMA model 0 0 1 37 0 0 5 68
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 1 9 0 0 2 82
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals 0 0 0 43 1 1 1 212
Canadian monetary policy analysis using a structural VARMA model 0 0 0 5 3 3 4 60
Canadian monetary policy analysis using a structural VARMA model 0 1 1 4 0 1 1 14
Cross-temporal coherent forecasts for Australian tourism 0 0 1 15 0 0 8 72
Crude oil price forecasting based on internet concern using an extreme learning machine 0 0 1 22 2 3 8 92
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 2 2 4 41
Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis 0 0 0 14 0 0 2 48
Elucidate structure in intermittent demand series 0 0 1 8 0 1 6 41
FFORMA: Feature-based forecast model averaging 1 5 6 44 4 13 31 222
Forecast reconciliation: A geometric view with new insights on bias correction 0 0 2 11 2 4 13 55
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 0 122 1 2 13 484
Forecasting tourist arrivals using time-varying parameter structural time series models 0 0 2 14 0 0 3 78
Forecasting with temporal hierarchies 1 2 8 22 5 8 28 100
Hierarchical forecasts for Australian domestic tourism 0 0 2 99 0 0 4 397
Macroeconomic forecasting for Australia using a large number of predictors 0 1 1 7 0 3 8 43
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 1 207 0 2 5 600
Modelling Australian domestic and international inbound travel: a spatial–temporal approach 0 0 0 2 0 0 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 0 186 0 0 1 585
Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization 0 0 7 21 2 3 23 96
Optimal combination forecasts for hierarchical time series 0 2 3 86 0 3 14 371
Optimally Reconciling Forecasts in a Hierarchy 0 0 2 172 0 3 11 432
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 3 4 93 2 5 9 312
The tourism forecasting competition 0 0 0 54 0 4 9 422
The tourism forecasting competition 0 0 1 26 0 2 10 191
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 0 2 131
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 6 25 0 0 14 97
VARMA versus VAR for Macroeconomic Forecasting 0 1 1 116 2 3 5 317
Total Journal Articles 2 16 53 1,626 26 67 249 6,374


Statistics updated 2025-08-05