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 3 148 1 2 14 358
Are VAR Models Good Enough? 0 0 0 3 1 1 7 369
Bayesian Rank Selection in Multivariate Regression 0 0 0 49 0 2 12 76
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 2 2 9 424
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 1 1 2 193 2 2 9 528
Clustering Regression Functions in a Panel 0 0 0 229 0 0 0 742
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 70 0 0 7 162
Common cycles in macroeconomic aggregates 0 0 0 0 0 2 4 253
Common cycles in macroeconomic aggregates (revised version) 0 0 0 1 0 0 1 93
Common non-linearities in multiple series of stock market volatility 0 0 0 116 0 2 9 194
Constructing Historical Euro Area Data 0 0 0 124 0 0 14 505
Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach 0 1 3 56 0 6 15 153
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 3 5 104 1 6 25 345
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 48 0 3 21 97
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 1 1 1 101 1 1 5 274
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 1 14 346
Does International Trade Synchronize Business Cycles? 0 1 3 275 2 3 10 882
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 0 12 182
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 207 0 0 2 1,459
Forecasting Time-Series with Correlated Seasonality 0 0 0 258 1 2 14 752
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 1 1 3 166 1 1 7 395
Forecasting with EC-VARMA models 0 1 2 43 2 4 18 65
Global Temperature Trends 1 1 1 144 4 6 16 505
Global Temperature Trends 0 1 2 137 1 2 9 135
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 1 10 10 2 8 20 20
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 1 4 19 23
Macroeconomic forecasting for Australia using a large number of predictors 0 0 3 172 0 4 29 278
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 177 0 0 3 771
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 113 5 6 13 311
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 80 3 5 14 224
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 186 1 4 10 491
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 66 2 2 5 305
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 1 2 56 4 5 13 118
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 58 1 1 3 123
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 325 1 1 12 844
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 1 1 8 538
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 1 3 77 0 1 17 184
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 203 1 2 7 810
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 355 0 0 10 990
Sectoral Employment Dynamics in Australia 3 7 12 12 5 22 53 53
Sectoral employment dynamics in Australia 6 18 18 18 13 48 48 48
Statistical Inference on Changes in Income Inequality in Australia 0 1 2 259 1 2 7 921
Strategy Similarity and Coordination 0 0 0 62 0 1 4 370
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 20 1 1 14 46
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 1 37 0 4 18 68
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 3 32 460
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 1 1 2 86 1 5 9 428
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 1 4 45 0 4 14 78
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 181 1 2 6 752
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 1 1 8 961
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 0 26 2 4 9 109
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 3 86 2 3 15 358
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 1 1 4 726
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 37 0 2 9 243
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 25 1 3 10 246
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 0 0 4 294
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 1 89 1 1 14 329
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 9 0 2 14 70
VARMA versus VAR for Macroeconomic Forecasting 0 0 3 341 2 3 24 702
VARs, Cointegration and Common Cycle Restrictions 0 0 2 241 0 0 10 362
Total Working Papers 15 42 97 6,818 74 204 763 22,948

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 1 1 1 4
A complete VARMA modelling methodology based on scalar components 0 0 1 50 0 0 5 181
Asymmetric pricing of diesel at its source 0 0 1 4 0 0 2 43
Codependent cycles 0 0 1 190 0 2 9 818
Common Trends and Common Cycles 1 7 22 1,131 3 17 66 3,376
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 7 185 0 1 22 414
Common features 0 0 0 64 0 0 2 151
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 2 0 3 10 28
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 6 0 1 7 31
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 5 136
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 152 0 1 4 414
Forecasting time series with multiple seasonal patterns 0 0 3 172 1 7 17 599
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 51 0 1 3 170
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 5 21 100 0 6 34 158
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 2 0 1 8 16
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 0 1 1 1 1
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 1 1 9 199 3 4 18 574
Necessity of negative serial correlation for mean-reversion of stock prices 1 1 2 176 1 3 4 725
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 3 266
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 182 0 0 9 568
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 74 0 1 4 303
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 1 120
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 0 1 147
On weak identification in structural VARMA models 0 0 0 5 0 0 6 28
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 2 2 47 0 3 7 146
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 96 0 0 1 234
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 65 0 2 8 228
Shorte-run forecasts of electricity loads and peaks 1 2 9 210 1 3 26 470
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 79 1 2 7 370
Strategy Similarity and Coordination 0 0 0 23 0 1 5 177
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 37 0 0 3 118
Testing multiple equation systems for common nonlinear components 1 1 3 114 1 2 13 370
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 1 4 106 1 2 10 697
The global effects of productivity gains in Asian emerging economies 0 1 1 1 1 5 6 6
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 2 90 0 1 15 351
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 1 113 0 0 8 509
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 4 6 2 7 33 42
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 113 0 0 5 302
Total Journal Articles 5 22 95 3,966 17 78 389 13,291
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Statistics updated 2020-09-04