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 1 4 7 386
Are VAR Models Good Enough? 0 0 0 3 2 2 2 384
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 2 8 9 102
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 3 5 436
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 1 1 197 2 4 4 538
Clustering Regression Functions in a Panel 0 0 0 231 2 4 4 756
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 1 1 73 0 3 4 170
Common cycles in macroeconomic aggregates 0 1 1 1 1 2 3 263
Common cycles in macroeconomic aggregates (revised version) 0 0 1 2 2 3 7 104
Common non-linearities in multiple series of stock market volatility 0 0 0 118 1 2 2 208
Constructing Historical Euro Area Data 0 0 0 125 1 4 5 519
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 4 7 208
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 0 0 0 107 2 4 8 396
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 51 2 4 9 112
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 2 5 7 293
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 2 4 357
Does Climate Sensitivity Differ Across Regions? 0 0 2 16 0 1 6 35
Does International Trade Synchronize Business Cycles? 0 0 0 277 2 3 4 905
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 2 20 2 4 8 40
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 1 1 63 1 2 6 199
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 5 5 7 1,473
Forecasting Time-Series with Correlated Seasonality 1 1 1 263 4 6 6 775
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 9 15 18 423
Forecasting with EC-VARMA models 0 0 0 48 2 3 5 108
Global Temperature Trends 0 0 0 150 1 4 6 525
Global Temperature Trends 0 0 0 142 3 7 8 183
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 1 35 1 3 8 81
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 1 2 3 94
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 0 5 8 308
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 1 3 4 787
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 1 4 6 330
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 84 1 5 8 252
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 3 4 5 133
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 2 6 7 511
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 62 3 7 10 142
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 6 8 10 327
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 5 7 862
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 1 3 4 549
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 0 1 6 209
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 1 6 8 824
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 2 4 7 1,003
Sectoral Employment Dynamics in Australia 0 0 0 15 1 1 2 75
Sectoral Employment Dynamics in Australia 0 0 0 27 0 0 1 82
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 1 2 3 929
Strategy Similarity and Coordination 0 1 1 63 1 3 4 378
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 2 3 5 64
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 2 2 4 85
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 1 2 463
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 5 447
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 2 4 6 98
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 2 2 3 765
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 1 1 4 1,000
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 1 1 27 0 3 3 118
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 1 1 91 2 4 6 376
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 1 1 2 742
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 1 1 39 2 4 5 254
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 28 2 3 8 269
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 1 2 3 306
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 2 6 7 371
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 2 2 5 102
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 3 7 9 736
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 1 5 6 386
Total Working Papers 1 13 23 7,025 102 232 355 24,356

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 8
A complete VARMA modelling methodology based on scalar components 0 0 0 52 2 7 8 206
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 1 1 0 0 3 5
Asymmetric pricing of diesel at its source 0 0 2 10 1 3 9 64
COMMON TRENDS AND COMMON CYCLES 1 2 4 4 2 5 10 10
Codependent cycles 0 0 0 197 2 4 7 838
Common Trends and Common Cycles 2 3 10 1,190 4 7 19 3,511
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 3 208 2 3 7 461
Common features 0 0 0 64 2 3 5 165
Dating the Timeline of House Price Bubbles in Australian Capital Cities 1 1 1 6 2 2 5 123
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 2 2 5 43
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 0 2 4 10
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 2 146
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 155 5 8 12 430
Forecasting time series with multiple seasonal patterns 0 1 1 188 2 5 8 669
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 0 1 6 17
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 2 4 4 187
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 2 5 146 0 3 9 231
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 3 7 18 54
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 0 0 11
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 1 2 8 604
Multi-population mortality projection: The augmented common factor model with structural breaks 0 0 2 7 1 2 8 28
Necessity of negative serial correlation for mean-reversion of stock prices 0 0 2 184 0 0 4 749
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 2 2 274
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 4 4 8 592
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 1 3 309
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 2 2 122
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 1 2 3 151
On weak identification in structural VARMA models 0 0 0 8 4 6 7 45
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 1 3 9 179
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 2 3 7 250
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 1 2 3 244
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 2 5 80
Shorte-run forecasts of electricity loads and peaks 0 0 3 236 1 3 8 522
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 0 2 2 384
Strategy Similarity and Coordination 0 0 0 23 0 1 2 186
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 38 0 1 2 128
Testing multiple equation systems for common nonlinear components 1 1 1 127 3 13 15 409
The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition 0 0 0 112 1 1 1 719
The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition 0 0 0 0 1 1 5 9
The global effects of productivity gains in Asian emerging economies 0 0 1 6 2 5 7 30
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 1 97 2 3 5 370
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 2 123 0 3 9 541
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 0 1 2 26 1 5 9 102
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 0 3 8 320
Total Journal Articles 5 11 48 4,306 59 139 283 14,536

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 7 8 1 2 14 16
Total Books 0 0 7 8 1 2 14 16

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 1 2 1 1 4 10
Introduction 0 0 0 0 1 2 3 3
Testing for Common Trends 0 0 1 1 1 2 9 10
Time Series Regressions with Strong Trends 0 0 2 3 0 1 3 5
Time Series Regressions with Weak Trends 0 0 1 1 1 1 3 4
Trending Time Series Models 0 0 1 1 0 1 3 5
Total Chapters 0 0 6 8 4 8 25 37

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Statistics updated 2026-01-08