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 3 4 9 391
Are VAR Models Good Enough? 0 0 0 3 7 7 11 393
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 5 6 19 112
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 3 12 445
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 2 2 7 541
Clustering Regression Functions in a Panel 1 1 1 232 4 5 12 764
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 73 4 6 13 180
Common cycles in macroeconomic aggregates 0 0 1 1 0 2 9 270
Common cycles in macroeconomic aggregates (revised version) 0 0 1 2 1 3 8 107
Common non-linearities in multiple series of stock market volatility 0 0 0 118 2 2 8 214
Constructing Historical Euro Area Data 0 0 0 125 2 2 11 525
Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach 0 0 0 65 2 3 11 214
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 0 1 108 2 6 17 407
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 3 3 10 117
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 3 4 11 298
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 4 11 365
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 3 3 7 41
Does International Trade Synchronize Business Cycles? 0 0 0 277 2 3 13 914
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 1 3 14 49
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 1 1 9 203
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 5 7 15 1,482
Forecasting Time-Series with Correlated Seasonality 0 0 1 263 4 4 15 784
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 3 4 28 433
Forecasting with EC-VARMA models 0 0 0 48 5 6 17 120
Global Temperature Trends 0 0 0 150 2 6 13 533
Global Temperature Trends 0 0 0 142 1 4 12 187
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 2 4 13 89
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 4 5 14 106
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 0 11 312
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 1 1 7 790
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 3 7 17 341
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 3 4 13 518
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 2 7 17 263
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 1 3 16 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 3 16 334
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 2 4 10 139
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 1 1 14 869
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 1 1 8 553
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 80 2 4 12 217
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 3 3 14 830
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 8 1,006
Sectoral Employment Dynamics in Australia 0 0 0 15 2 2 4 78
Sectoral Employment Dynamics in Australia 0 0 0 27 0 2 7 88
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 1 6 933
Strategy Similarity and Coordination 0 0 1 63 1 2 9 384
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 2 10 69
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 2 3 8 90
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 3 5 9 471
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 5 12 455
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 50 3 3 7 101
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 2 2 10 772
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 4 4 10 1,006
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 1 27 2 5 9 124
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 1 91 4 4 13 385
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 3 4 9 750
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 39 2 3 10 260
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 28 3 4 12 275
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 6 8 14 317
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 3 11 376
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 4 6 17 115
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 2 3 15 743
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 4 5 16 397
Total Working Papers 1 1 19 7,028 144 226 730 24,793

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 6 8 8 16
A complete VARMA modelling methodology based on scalar components 0 0 0 52 0 1 12 210
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 0 1 1 4 8 11
Asymmetric pricing of diesel at its source 1 1 1 11 7 13 23 80
COMMON TRENDS AND COMMON CYCLES 0 1 7 7 4 5 23 23
Codependent cycles 0 0 0 197 2 3 12 843
Common Trends and Common Cycles 0 1 8 1,191 1 3 22 3,520
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 2 208 0 3 13 469
Common features 0 0 0 64 1 1 9 169
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 3 5 13 132
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 5 14 53
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 2 6 15 23
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 1 1 6 150
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 155 2 4 15 434
Forecasting time series with multiple seasonal patterns 0 0 1 188 3 6 15 678
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 1 2 12 25
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 3 5 12 195
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 0 5 146 2 3 11 235
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 2 7 25 65
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 1 1 4 15
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 4 7 20 618
Multi-population mortality projection: The augmented common factor model with structural breaks 0 0 1 7 0 0 7 30
Necessity of negative serial correlation for mean-reversion of stock prices 1 1 3 185 3 3 8 754
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 2 2 7 279
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 4 4 13 598
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 1 2 4 311
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 1 4 124
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 1 5 153
On weak identification in structural VARMA models 0 0 0 8 6 11 19 57
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 3 19 190
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 1 2 11 254
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 0 0 9 251
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 2 9 85
Shorte-run forecasts of electricity loads and peaks 0 1 3 237 0 3 13 529
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 1 2 8 390
Strategy Similarity and Coordination 0 0 0 23 2 2 7 191
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 1 1 39 1 9 16 142
Testing multiple equation systems for common nonlinear components 0 0 1 127 3 4 24 419
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 0 112 3 3 5 723
The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition 0 0 0 0 3 3 11 15
The global effects of productivity gains in Asian emerging economies 0 0 0 6 2 3 10 34
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 0 97 0 0 7 373
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 1 123 3 5 17 552
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 2 4 10 107
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 2 4 12 326
Total Journal Articles 2 6 43 4,315 88 166 547 14,851

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 1 1 5 9 1 1 12 18
Total Books 1 1 5 9 1 1 12 18

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 0 2 2 2 6 13
Introduction 0 0 0 0 5 5 8 8
Testing for Common Trends 0 0 0 1 1 1 6 12
Time Series Regressions with Strong Trends 0 0 1 3 2 2 6 9
Time Series Regressions with Weak Trends 0 0 1 1 3 3 7 8
Trending Time Series Models 0 0 0 1 2 3 10 13
Total Chapters 0 0 2 8 15 16 43 63

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Statistics updated 2026-05-06