Access Statistics for Farshid Vahid

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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 1 3 5 382
Are VAR Models Good Enough? 0 0 0 3 0 0 3 382
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 0 1 93
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 2 2 433
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 196 0 0 1 534
Clustering Regression Functions in a Panel 0 0 0 231 0 0 0 752
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 0 72 1 1 1 167
Common cycles in macroeconomic aggregates 0 0 0 0 0 1 1 261
Common cycles in macroeconomic aggregates (revised version) 0 0 0 1 1 1 1 98
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 0 1 206
Constructing Historical Euro Area Data 0 0 0 125 0 0 0 514
Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach 0 0 2 65 1 2 7 203
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 0 1 107 1 1 4 389
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 1 2 3 51 1 4 5 107
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 0 2 286
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 1 1 354
Does Climate Sensitivity Differ Across Regions? 0 2 4 16 1 5 11 34
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 0 2 901
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 1 2 19 1 3 6 35
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 1 2 194
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 0 1 1 1,467
Forecasting Time-Series with Correlated Seasonality 0 0 0 262 0 0 2 769
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 0 0 1 405
Forecasting with EC-VARMA models 0 0 1 48 0 0 4 103
Global Temperature Trends 0 0 1 142 0 0 3 175
Global Temperature Trends 0 0 1 150 1 1 6 520
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 1 3 35 1 3 7 76
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 1 5 92
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 1 3 301
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 0 0 783
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 60 0 0 1 132
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 1 1 3 129
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 1 188 1 1 4 505
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 0 1 1 245
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 0 0 855
Nonlinear Correlograms and Partial Autocorrelograms 0 0 1 148 0 0 1 545
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 79 0 2 12 205
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 0 0 0 816
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 2 3 998
Sectoral Employment Dynamics in Australia 0 0 0 15 0 1 1 74
Sectoral employment dynamics in Australia 0 0 0 27 0 0 1 81
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 1 1 927
Strategy Similarity and Coordination 0 0 0 62 0 1 1 375
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 1 3 82
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 0 3 59
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 1 1 462
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 0 0 0 91 0 0 1 442
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 1 1 1 50 1 2 5 94
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 0 0 0 762
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 0 0 0 996
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 0 26 0 0 0 115
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 1 90 0 2 4 372
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 38 1 1 2 250
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 1 1 1 741
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 27 1 2 3 263
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 0 0 0 303
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 1 1 3 365
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 1 1 3 98
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 0 1 2 728
VARs, Cointegration and Common Cycle Restrictions 0 0 2 247 1 1 5 381
Total Working Papers 2 7 28 7,009 19 57 155 24,058

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies? 0 0 0 0 0 0 0 8
A complete VARMA modelling methodology based on scalar components 0 0 0 52 0 0 0 198
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 1 1 1 0 1 3 3
Asymmetric pricing of diesel at its source 0 1 1 9 0 1 1 56
Codependent cycles 0 0 2 197 0 0 3 831
Common Trends and Common Cycles 0 1 9 1,181 0 4 22 3,496
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 1 3 206 1 2 6 456
Common features 0 0 0 64 0 0 2 160
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 1 1 2 119
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 1 1 3 39
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 2 2 0 0 2 6
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 1 144
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 153 0 0 0 418
Forecasting time series with multiple seasonal patterns 0 0 0 187 0 2 4 663
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 0 2 2 13
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 0 0 2 183
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 0 7 141 0 2 13 224
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 6 0 2 4 38
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 0 2 11
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 206 1 2 3 598
Multi-population mortality projection: The augmented common factor model with structural breaks 0 1 2 6 0 3 10 23
Necessity of negative serial correlation for mean-reversion of stock prices 0 0 2 182 0 1 4 746
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 2 272
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 186 0 0 2 584
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 1 1 307
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 0 120
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 0 0 148
On weak identification in structural VARMA models 0 0 1 8 0 0 1 38
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 1 3 171
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 0 0 4 243
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 0 1 1 242
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 0 1 1 76
Shorte-run forecasts of electricity loads and peaks 0 1 3 234 0 1 4 515
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 0 1 382
Strategy Similarity and Coordination 0 0 0 23 0 0 3 184
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 38 0 0 2 126
Testing multiple equation systems for common nonlinear components 0 0 2 126 0 1 6 395
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 3 112 0 0 6 718
The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition 0 0 0 0 0 0 2 4
The global effects of productivity gains in Asian emerging economies 0 1 1 6 0 1 1 24
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 1 2 97 0 1 4 366
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 3 121 0 1 6 533
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 1 1 8 25 1 3 16 96
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 115 0 2 3 314
Total Journal Articles 1 9 54 4,267 5 38 158 14,291

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nonlinear Trending Time Series:Theory and Practice 0 3 4 4 0 4 6 6
Total Books 0 3 4 4 0 4 6 6

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applications in Climate Change 0 1 2 2 0 1 7 7
Introduction 0 0 0 0 0 0 0 0
Testing for Common Trends 0 0 0 0 2 4 5 5
Time Series Regressions with Strong Trends 0 1 2 2 0 1 3 3
Time Series Regressions with Weak Trends 0 0 0 0 0 0 1 1
Trending Time Series Models 1 1 1 1 1 1 3 3
Total Chapters 1 3 5 5 3 7 19 19

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Statistics updated 2025-04-04