Access Statistics for Farshid Vahid

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
Are VAR Models Good Enough? 0 0 0 3 0 0 1 382
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 0 0 1 93
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 0 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 0 0 1 167
Common cycles in macroeconomic aggregates 0 0 0 0 0 0 1 261
Common cycles in macroeconomic aggregates (revised version) 0 1 1 2 0 1 3 100
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 1 8 204
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 0 0 107 0 0 4 390
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 0 0 4 107
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 0 3 287
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 0 1 354
Does Climate Sensitivity Differ Across Regions? 0 0 3 16 0 0 7 34
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 0 0 901
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 2 19 0 0 4 35
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 1 2 195
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 1 1 2 1,468
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 1 2 406
Forecasting with EC-VARMA models 0 0 1 48 0 2 5 105
Global Temperature Trends 0 0 1 150 0 0 6 520
Global Temperature Trends 0 0 1 142 0 0 3 175
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 2 35 0 0 6 76
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 0 5 92
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 2 4 303
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 1 1 325
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 82 0 1 3 247
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 57 0 0 3 129
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 0 0 1 505
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 1 1 856
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 1 1 1 546
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 1 1 11 206
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 0 1 1 817
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 3 998
Sectoral Employment Dynamics in Australia 0 0 0 15 0 0 1 74
Sectoral Employment Dynamics in Australia 0 0 0 27 0 0 0 81
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 0 1 927
Strategy Similarity and Coordination 0 0 0 62 0 0 1 375
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 Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 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 2 443
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 0 0 4 94
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 0 1 1 763
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 1 1 1 997
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 0 4 372
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 38 0 0 2 250
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 1 1 2 28 1 3 6 266
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 0 0 1 741
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 0 0 2 365
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 0 1 3 99
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 1 1 3 729
VARs, Cointegration and Common Cycle Restrictions 0 0 1 247 0 0 2 381
Total Working Papers 1 2 21 7,011 8 25 154 24,088

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 1 1 199
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 1 1 2 2 5 5
Asymmetric pricing of diesel at its source 0 0 2 10 0 2 4 59
COMMON TRENDS AND COMMON CYCLES 0 0 0 0 2 3 3 3
Codependent cycles 0 0 1 197 1 1 2 832
Common Trends and Common Cycles 0 2 6 1,185 1 3 14 3,501
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 3 206 0 0 5 456
Common features 0 0 0 64 2 2 3 162
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 0 2 119
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 8 2 2 4 41
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 1 2 0 0 3 8
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 1 145
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 154 0 1 2 420
Forecasting time series with multiple seasonal patterns 0 0 0 187 0 0 3 663
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 0 1 3 14
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 0 0 1 183
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 1 8 142 1 2 15 226
Macroeconomic forecasting for Australia using a large number of predictors 0 1 1 7 0 3 8 43
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 1 1 207 0 2 5 600
Multi-population mortality projection: The augmented common factor model with structural breaks 0 0 2 6 0 2 11 25
Necessity of negative serial correlation for mean-reversion of stock prices 0 1 2 183 0 2 5 748
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 0 186 0 0 1 585
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 0 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 1 1 1 149
On weak identification in structural VARMA models 0 0 0 8 1 1 1 39
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 0 2 171
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 1 2 5 245
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 0 0 1 242
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 1 2 77
Shorte-run forecasts of electricity loads and peaks 1 1 4 235 1 1 6 517
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 1 1 3 185
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 38 0 0 1 126
Testing multiple equation systems for common nonlinear components 0 0 2 126 0 1 7 396
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 2 112 0 0 5 718
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 3 4 7
The global effects of productivity gains in Asian emerging economies 0 0 1 6 1 1 2 25
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 2 97 0 1 5 367
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 1 3 123 0 1 6 536
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 1 9 51 4,281 20 47 177 14,351

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 2 4 8 8 3 5 11 11
Total Books 2 4 8 8 3 5 11 11

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applications in Climate Change 0 0 2 2 0 2 9 9
Introduction 0 0 0 0 0 1 1 1
Testing for Common Trends 0 0 1 1 0 0 6 6
Time Series Regressions with Strong Trends 0 0 2 2 0 0 3 3
Time Series Regressions with Weak Trends 0 0 0 0 1 1 2 2
Trending Time Series Models 0 0 1 1 1 1 4 4
Total Chapters 0 0 6 6 2 5 25 25

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