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 0 153 1 3 7 388
Are VAR Models Good Enough? 0 0 0 3 0 4 4 386
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 1 7 14 107
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 7 10 443
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 3 5 539
Clustering Regression Functions in a Panel 0 0 0 231 0 5 7 759
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 73 0 4 8 174
Common cycles in macroeconomic aggregates 0 0 1 1 2 8 9 270
Common cycles in macroeconomic aggregates (revised version) 0 0 1 2 2 4 9 106
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 5 6 212
Constructing Historical Euro Area Data 0 0 0 125 0 5 9 523
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 1 5 10 212
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 1 1 108 2 9 15 403
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 1 51 0 4 8 114
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 3 8 294
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 5 8 362
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 3 5 38
Does International Trade Synchronize Business Cycles? 0 0 0 277 1 9 11 912
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 2 10 14 48
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 0 4 8 202
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 1 8 9 1,476
Forecasting Time-Series with Correlated Seasonality 0 1 1 263 0 9 11 780
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 1 16 25 430
Forecasting with EC-VARMA models 0 0 0 48 1 9 12 115
Global Temperature Trends 0 0 0 142 3 6 11 186
Global Temperature Trends 0 0 0 150 4 7 12 531
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 2 7 12 87
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 8 9 101
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 4 11 312
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 3 6 789
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 4 9 14 338
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 0 10 13 331
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 1 6 11 515
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 5 7 135
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 6 13 145
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 3 8 14 259
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 6 13 868
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 0 4 7 552
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 1 1 80 1 5 9 214
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 0 4 11 827
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 5 8 1,006
Sectoral Employment Dynamics in Australia 0 0 0 27 2 6 7 88
Sectoral Employment Dynamics in Australia 0 0 0 15 0 2 2 76
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 4 5 932
Strategy Similarity and Coordination 0 0 1 63 0 5 7 382
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 1 6 9 68
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 1 5 6 88
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 3 4 466
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 0 0 0 91 3 7 11 453
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 0 2 5 98
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 0 7 8 770
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 0 3 6 1,002
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 1 27 1 2 5 120
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 1 91 0 7 9 381
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 39 1 6 9 258
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 28 1 5 10 272
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 0 5 6 746
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 1 5 7 310
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 4 9 373
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 1 10 13 110
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 1 8 13 741
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 1 8 13 393
Total Working Papers 0 3 20 7,027 49 362 577 24,616

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 9
A complete VARMA modelling methodology based on scalar components 0 0 0 52 0 5 11 209
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 0 1 2 4 6 9
Asymmetric pricing of diesel at its source 0 0 1 10 0 4 11 67
COMMON TRENDS AND COMMON CYCLES 1 4 7 7 1 11 19 19
Codependent cycles 0 0 0 197 0 4 9 840
Common Trends and Common Cycles 0 2 9 1,190 1 11 22 3,518
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 2 208 2 9 13 468
Common features 0 0 0 64 0 5 8 168
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 1 1 6 1 7 10 128
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 9 12 50
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 3 10 14 20
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 3 5 149
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 155 0 5 12 430
Forecasting time series with multiple seasonal patterns 0 0 1 188 2 7 11 674
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 1 7 11 24
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 1 6 8 191
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 0 5 146 1 2 9 233
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 5 12 25 63
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 3 3 14
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 1 9 15 612
Multi-population mortality projection: The augmented common factor model with structural breaks 0 0 1 7 0 3 7 30
Necessity of negative serial correlation for mean-reversion of stock prices 0 0 2 184 0 2 5 751
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 3 5 277
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 0 6 10 594
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 0 2 309
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 3 4 124
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 2 4 152
On weak identification in structural VARMA models 0 0 0 8 4 9 12 50
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 2 11 18 189
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 0 4 9 252
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 0 8 9 251
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 5 8 84
Shorte-run forecasts of electricity loads and peaks 0 0 2 236 2 7 13 528
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 1 5 7 389
Strategy Similarity and Coordination 0 0 0 23 0 3 5 189
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 38 4 9 11 137
Testing multiple equation systems for common nonlinear components 0 1 1 127 1 10 21 416
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 0 112 0 2 2 720
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 4 8 12
The global effects of productivity gains in Asian emerging economies 0 0 0 6 0 3 7 31
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 0 97 0 5 7 373
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 2 123 1 7 15 548
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 3 27 0 2 8 103
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 0 2 8 322
Total Journal Articles 1 9 44 4,310 41 249 440 14,726

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 0 4 8 0 2 11 17
Total Books 0 0 4 8 0 2 11 17

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 0 2 4 11
Introduction 0 0 0 0 0 1 3 3
Testing for Common Trends 0 0 1 1 0 2 8 11
Time Series Regressions with Strong Trends 0 0 1 3 0 2 4 7
Time Series Regressions with Weak Trends 0 0 1 1 0 2 4 5
Trending Time Series Models 0 0 1 1 1 6 9 11
Total Chapters 0 0 4 8 1 15 32 48

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