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 0 0 1 378
Are VAR Models Good Enough? 0 0 0 3 0 1 3 381
Bayesian Rank Selection in Multivariate Regression 0 0 1 51 0 0 5 92
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 0 0 431
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 1 1 1 196 1 1 1 534
Clustering Regression Functions in a Panel 0 0 0 231 0 0 3 752
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 72 0 0 1 166
Common cycles in macroeconomic aggregates 0 0 0 0 0 0 1 260
Common cycles in macroeconomic aggregates (revised version) 0 0 0 1 0 0 0 97
Common non-linearities in multiple series of stock market volatility 0 0 1 118 1 1 4 206
Constructing Historical Euro Area Data 0 0 1 125 0 0 2 514
Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach 1 1 1 64 2 2 2 198
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 0 0 2 386
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 1 1 49 0 1 1 103
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 1 105 1 1 3 285
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 0 2 353
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 1 3 901
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 17 0 0 4 31
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 1 1 193
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 0 0 0 1,466
Forecasting Time-Series with Correlated Seasonality 0 0 0 262 0 0 0 767
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 1 1 1 405
Forecasting with EC-VARMA models 0 0 0 47 0 1 3 100
Global Temperature Trends 0 0 0 149 1 1 1 515
Global Temperature Trends 0 0 0 141 0 0 0 172
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 2 33 0 0 3 70
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 0 1 87
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 1 2 299
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 57 0 0 0 126
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 1 2 317
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 82 0 0 1 244
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 1 1 188 0 2 5 504
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 1 1 79 3 5 7 198
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 1 1 1 996
Sectoral Employment Dynamics in Australia 0 0 0 15 0 0 0 73
Sectoral employment dynamics in Australia 0 0 0 27 0 0 2 81
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 0 0 926
Strategy Similarity and Coordination 0 0 0 62 0 0 0 374
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 0 0 79
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 0 0 1 56
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 0 461
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 0 0 0 91 1 1 2 442
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 49 1 2 2 91
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 0 89 0 0 1 368
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 0 0 0 740
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 38 1 1 2 249
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 26 0 0 2 260
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 0 0 1 303
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 0 2 363
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 0 0 3 96
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 345 0 0 1 726
VARs, Cointegration and Common Cycle Restrictions 0 1 2 246 0 1 5 379
Total Working Papers 2 6 20 6,979 15 27 92 23,922

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 1 52 0 0 3 198
Asymmetric pricing of diesel at its source 0 0 0 8 0 0 1 55
Codependent cycles 0 1 1 196 0 2 2 830
Common Trends and Common Cycles 0 3 10 1,179 0 7 25 3,487
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 3 203 0 0 6 451
Common features 0 0 0 64 0 0 1 159
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 0 0 117
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 1 7 0 0 2 37
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 1 144
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 153 0 0 1 418
Forecasting time series with multiple seasonal patterns 0 0 0 187 0 0 2 660
Global temperatures and greenhouse gases: A common features approach 0 0 2 4 0 0 5 11
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 1 53 0 0 4 182
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 1 1 7 135 1 1 10 212
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 6 0 0 3 35
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 0 0 9
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 206 0 0 2 595
Multi-population mortality projection: The augmented common factor model with structural breaks 1 1 3 5 1 1 11 15
Necessity of negative serial correlation for mean-reversion of stock prices 0 1 1 181 0 1 1 743
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 0 270
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 1 2 186 0 1 3 584
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 0 0 306
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 2 38
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 0 3 169
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 0 1 2 240
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 0 0 2 241
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 0 0 1 75
Shorte-run forecasts of electricity loads and peaks 0 0 3 231 1 1 6 512
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 1 1 2 382
Strategy Similarity and Coordination 0 0 0 23 0 1 2 182
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 38 0 0 2 125
Testing multiple equation systems for common nonlinear components 0 0 2 124 1 1 5 390
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 1 110 0 0 3 713
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 1 1 3
The global effects of productivity gains in Asian emerging economies 0 0 0 5 0 0 0 23
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 0 95 1 1 2 363
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 1 2 120 0 2 4 530
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 1 2 4 20 2 3 11 85
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 115 0 1 2 312
Total Journal Articles 3 11 45 4,232 8 27 133 14,177

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Statistics updated 2024-09-04