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 1 1 154 2 6 12 394
Are VAR Models Good Enough? 0 0 0 3 0 7 11 393
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 2 7 21 114
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 2 7 541
Clustering Regression Functions in a Panel 0 1 1 232 0 5 13 765
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 0 1 73 0 5 14 181
Common cycles in macroeconomic aggregates 0 0 1 1 0 0 9 270
Common cycles in macroeconomic aggregates (revised version) 0 0 0 2 0 1 7 107
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 2 8 214
Constructing Historical Euro Area Data 0 0 0 112 0 1 12 445
Constructing Historical Euro Area Data 0 0 0 125 0 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 0 2 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 0 2 17 407
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 0 51 1 4 11 118
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 4 12 299
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 2 4 14 368
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 5 9 43
Does International Trade Synchronize Business Cycles? 0 0 0 277 1 3 14 915
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 0 1 14 49
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 0 1 8 203
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 1 7 17 1,484
Forecasting Time-Series with Correlated Seasonality 0 0 1 263 0 4 15 784
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 0 4 28 434
Forecasting with EC-VARMA models 0 0 0 48 1 6 16 121
Global Temperature Trends 0 0 0 150 0 2 13 533
Global Temperature Trends 0 0 0 142 0 1 12 187
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 0 3 14 90
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 4 14 106
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 1 3 12 315
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 1 7 790
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 0 4 17 342
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 62 0 1 16 148
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 0 2 10 139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 84 0 3 17 264
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 1 4 14 519
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 1 2 16 335
Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries 0 0 1 80 1 3 13 218
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 2 4 16 872
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 1 2 9 554
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 1 4 14 831
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 27 0 1 8 89
Sectoral Employment Dynamics in Australia 0 0 0 15 0 2 4 78
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 0 0 6 933
Strategy Similarity and Coordination 0 0 1 63 0 1 9 384
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 0 4 12 72
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 0 4 10 92
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 4 10 472
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 2 13 456
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 50 1 4 8 102
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 0 2 9 772
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 0 4 10 1,006
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 0 1 27 0 2 9 124
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 1 91 1 5 14 386
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 39 0 2 10 260
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 1 6 12 753
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 28 2 5 12 277
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 0 6 14 317
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 0 2 13 378
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 0 15 27 126
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 2 4 17 745
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 0 6 18 399
Total Working Papers 0 2 19 7,029 26 209 778 24,858

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 6 8 16
A complete VARMA modelling methodology based on scalar components 0 0 0 52 0 1 12 211
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 0 1 0 2 9 12
Asymmetric pricing of diesel at its source 0 1 1 11 0 7 21 80
COMMON TRENDS AND COMMON CYCLES 0 1 8 8 0 7 25 26
Codependent cycles 0 0 0 197 0 3 13 844
Common Trends and Common Cycles 0 2 8 1,193 2 6 25 3,525
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 2 208 0 2 15 471
Common features 0 0 0 64 0 1 9 169
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 1 5 15 134
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 0 2 14 53
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 0 4 17 25
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 5 150
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 155 0 2 14 434
Forecasting time series with multiple seasonal patterns 0 0 1 188 0 4 16 679
Global temperatures and greenhouse gases: A common features approach 1 1 1 5 1 2 12 26
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 0 3 12 195
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 0 4 146 0 4 12 237
Macroeconomic forecasting for Australia using a large number of predictors 0 0 1 8 0 2 22 65
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 1 4 15
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 1 208 0 6 20 620
Multi-population mortality projection: The augmented common factor model with structural breaks 0 0 1 7 0 1 6 31
Necessity of negative serial correlation for mean-reversion of stock prices 0 1 2 185 0 3 6 754
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 3 8 280
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 1 6 15 600
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 1 2 5 312
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 4 124
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 1 6 154
On weak identification in structural VARMA models 0 0 0 8 0 6 19 57
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 0 19 190
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 0 2 11 255
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 3 11 87
Shorte-run forecasts of electricity loads and peaks 1 1 4 238 1 1 14 530
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 2 9 391
Strategy Similarity and Coordination 0 0 0 23 1 3 8 192
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 1 39 0 2 17 143
Testing multiple equation systems for common nonlinear components 0 0 1 127 0 3 23 419
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 0 112 2 5 7 725
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 3 8 15
The global effects of productivity gains in Asian emerging economies 0 0 0 6 0 2 10 34
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 0 97 0 1 7 374
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 0 123 1 4 17 553
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 0 2 27 0 2 10 107
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 116 1 3 12 327
Total Journal Articles 2 7 40 4,320 13 129 561 14,892

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 1 3 9 0 4 13 21
Total Books 0 1 3 9 0 4 13 21

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 13
Introduction 0 0 0 0 0 5 7 8
Testing for Common Trends 0 0 0 1 1 2 7 13
Time Series Regressions with Strong Trends 0 0 1 3 0 3 7 10
Time Series Regressions with Weak Trends 0 0 1 1 0 3 7 8
Trending Time Series Models 0 0 0 1 0 2 10 13
Total Chapters 0 0 2 8 1 17 42 65

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