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 2 3 147 1 7 10 353
Are VAR Models Good Enough? 0 0 0 3 0 1 8 367
Bayesian Rank Selection in Multivariate Regression 0 0 0 49 2 5 11 71
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 1 112 3 4 8 420
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 1 4 192 0 7 12 526
Clustering Regression Functions in a Panel 0 0 0 229 0 0 2 742
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 69 0 3 8 159
Common cycles in macroeconomic aggregates 0 0 0 0 1 2 2 251
Common cycles in macroeconomic aggregates (revised version) 0 0 0 1 0 1 3 93
Common non-linearities in multiple series of stock market volatility 0 0 1 116 2 5 14 192
Constructing Historical Euro Area Data 0 0 1 124 4 8 20 505
Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach 0 0 3 53 0 3 10 142
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 1 1 100 5 11 19 335
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 1 2 47 1 7 17 87
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 1 100 1 2 6 272
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 4 7 15 343
Does International Trade Synchronize Business Cycles? 0 0 4 273 1 5 12 878
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 3 5 13 181
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 2 207 1 2 5 1,459
Forecasting Time-Series with Correlated Seasonality 0 0 0 258 3 7 13 748
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 163 1 4 6 392
Forecasting with EC-VARMA models 0 0 0 41 1 2 7 51
Global Temperature Trends 0 0 2 135 1 5 10 132
Global Temperature Trends 0 0 2 143 1 2 9 495
Global Temperatures and Greenhouse Gases: A Common Features Approach 2 6 7 7 3 5 5 5
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 2 4 11 11
Macroeconomic forecasting for Australia using a large number of predictors 0 1 3 171 2 8 28 266
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 1 177 1 2 4 770
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 54 2 3 6 108
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 186 2 5 10 487
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 58 1 1 10 121
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 66 1 1 7 302
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 79 2 3 9 214
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 1 112 1 3 16 302
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 1 325 3 7 13 840
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 2 4 10 535
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 2 75 6 9 15 178
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 203 0 2 5 806
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 1 355 2 9 12 989
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 257 1 2 4 918
Strategy Similarity and Coordination 0 0 0 62 0 1 6 368
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 36 1 5 10 59
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 1 20 1 4 15 40
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 5 10 16 438
The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition 0 0 1 84 1 2 5 422
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 4 42 3 4 18 71
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 2 181 1 1 9 748
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 1 188 1 6 24 960
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 1 26 0 4 8 105
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 1 83 0 5 11 349
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 25 2 4 6 241
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 37 1 3 10 240
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 0 0 3 723
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 2 2 7 294
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 88 1 6 11 325
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 9 3 5 16 64
VARMA versus VAR for Macroeconomic Forecasting 1 1 4 340 4 14 34 695
VARs, Cointegration and Common Cycle Restrictions 0 0 2 240 3 7 13 361
Total Working Papers 3 14 63 6,742 96 256 627 22,549

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 3
A complete VARMA modelling methodology based on scalar components 0 0 0 49 0 1 2 178
Asymmetric pricing of diesel at its source 0 1 1 4 0 2 6 43
Codependent cycles 0 0 3 189 0 0 6 812
Common Trends and Common Cycles 1 4 20 1,117 8 17 54 3,340
Common cycles and the importance of transitory shocks to macroeconomic aggregates 1 1 13 180 2 7 32 406
Common features 0 0 1 64 0 0 4 149
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 2 2 1 1 7 22
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 6 2 2 7 29
Financial integration and the construction of historical financial data for the Euro Area 0 0 2 31 3 4 9 135
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 152 0 2 6 413
Forecasting time series with multiple seasonal patterns 0 1 2 171 2 5 11 589
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 51 1 1 5 169
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 1 30 87 0 5 46 139
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 2 1 1 11 11
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 1 38 0 0 3 235
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 4 193 1 4 14 562
Necessity of negative serial correlation for mean-reversion of stock prices 0 0 2 175 0 0 4 722
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 1 1 3 265
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 4 182 1 4 15 563
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 74 0 2 3 302
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 1 1 120
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 0 0 146
On weak identification in structural VARMA models 0 0 1 5 1 1 7 25
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 45 2 2 3 142
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 96 0 0 3 234
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 65 0 0 3 222
Shorte-run forecasts of electricity loads and peaks 0 4 12 206 1 8 23 458
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 79 0 2 3 366
Strategy Similarity and Coordination 0 0 0 23 0 1 5 173
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 37 0 1 6 118
Testing multiple equation systems for common nonlinear components 1 2 3 113 2 7 14 368
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 3 4 105 2 6 8 693
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 2 88 3 7 17 346
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 1 113 1 5 13 508
Two Canonical VARMA Forms: Scalar Component Models Vis-Ã -Vis the Echelon Form 2 2 2 4 6 10 19 23
VARMA versus VAR for Macroeconomic Forecasting 0 1 1 113 0 3 5 300
Total Journal Articles 5 22 114 3,949 42 113 378 13,329

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Statistics updated 2020-02-04