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 5 8 387
Are VAR Models Good Enough? 0 0 0 3 2 4 4 386
Bayesian Rank Selection in Multivariate Regression 0 0 0 51 4 7 13 106
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 6 8 10 442
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 1 1 197 1 5 5 539
Clustering Regression Functions in a Panel 0 0 0 231 3 6 7 759
Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) 0 1 1 73 4 6 8 174
Common cycles in macroeconomic aggregates 0 1 1 1 5 7 7 268
Common cycles in macroeconomic aggregates (revised version) 0 0 1 2 0 3 7 104
Common non-linearities in multiple series of stock market volatility 0 0 0 118 4 5 6 212
Constructing Historical Euro Area Data 0 0 0 125 4 7 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 3 7 10 211
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach 1 1 1 108 5 9 13 401
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 1 51 2 5 9 114
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 1 3 8 294
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 4 4 7 361
Does Climate Sensitivity Differ Across Regions? 0 0 1 16 3 4 7 38
Does International Trade Synchronize Business Cycles? 0 0 0 277 6 9 10 911
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 6 10 12 46
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 3 4 9 202
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model 0 0 0 209 2 7 9 1,475
Forecasting Time-Series with Correlated Seasonality 0 1 1 263 5 9 11 780
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 6 20 24 429
Forecasting with EC-VARMA models 0 0 0 48 6 9 11 114
Global Temperature Trends 0 0 0 150 2 4 8 527
Global Temperature Trends 0 0 0 142 0 7 8 183
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 1 35 4 7 11 85
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 7 8 10 101
Macroeconomic forecasting for Australia using a large number of predictors 0 0 0 175 4 6 11 312
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 2 4 6 789
Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions 0 0 0 116 4 7 10 334
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 1 2 84 4 7 12 256
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 188 3 8 10 514
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 57 2 5 7 135
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 2 2 62 3 10 13 145
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 0 68 4 11 14 331
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 6 9 13 868
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 3 4 7 552
Nonlinear autoregressive leading indicator models of output in G-7 countries 1 1 1 80 4 4 10 213
Predicting how People Play Games: a Simple Dynamic Model of Choice 0 0 0 204 3 6 11 827
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 3 5 9 1,006
Sectoral Employment Dynamics in Australia 0 0 0 15 1 2 3 76
Sectoral Employment Dynamics in Australia 0 0 0 27 4 4 5 86
Statistical Inference on Changes in Income Inequality in Australia 0 0 0 259 3 5 6 932
Strategy Similarity and Coordination 0 0 1 63 4 6 7 382
The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia 0 0 0 20 3 6 8 67
The Australian Macro Database: An online resource for macroeconomic research in Australia 0 0 0 38 2 4 6 87
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 3 3 5 466
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 5 8 450
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 0 4 6 98
The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study 0 0 0 182 5 7 8 770
The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity 0 0 0 188 2 3 6 1,002
The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) 0 1 1 27 1 2 4 119
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 1 1 91 5 9 11 381
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 1 1 39 3 7 8 257
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 0 162 4 5 6 746
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity 0 0 1 28 2 5 10 271
The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity 0 0 0 48 3 5 6 309
Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form 0 0 0 89 2 6 9 373
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 7 9 12 109
VARMA versus VAR for Macroeconomic Forecasting 0 0 0 345 4 10 12 740
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 6 10 12 392
Total Working Papers 2 12 22 7,027 211 392 552 24,567

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 3 8 11 209
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 1 1 2 2 5 7
Asymmetric pricing of diesel at its source 0 0 2 10 3 5 12 67
COMMON TRENDS AND COMMON CYCLES 2 4 6 6 8 12 18 18
Codependent cycles 0 0 0 197 2 5 9 840
Common Trends and Common Cycles 0 3 9 1,190 6 13 21 3,517
Common cycles and the importance of transitory shocks to macroeconomic aggregates 0 0 2 208 5 7 11 466
Common features 0 0 0 64 3 5 8 168
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 1 1 6 4 6 9 127
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 8 5 7 10 48
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 7 9 11 17
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 3 4 5 149
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 155 0 8 12 430
Forecasting time series with multiple seasonal patterns 0 0 1 188 3 6 10 672
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 6 7 11 23
Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues 0 0 0 53 3 6 7 190
John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) 0 1 5 146 1 2 10 232
Macroeconomic forecasting for Australia using a large number of predictors 0 0 2 8 4 9 21 58
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 3 3 3 14
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions 0 0 2 208 7 9 15 611
Multi-population mortality projection: The augmented common factor model with structural breaks 0 0 1 7 2 4 9 30
Necessity of negative serial correlation for mean-reversion of stock prices 0 0 2 184 2 2 6 751
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 3 4 5 277
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 2 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 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 3 3 123
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 1 2 4 152
On weak identification in structural VARMA models 0 0 0 8 1 5 8 46
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 8 10 17 187
Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice 0 0 0 98 2 5 9 252
Predicting How People Play Games: A Simple Dynamic Model of Choice 0 0 0 66 7 8 10 251
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 3 5 8 83
Shorte-run forecasts of electricity loads and peaks 0 0 2 236 4 6 11 526
Statistical Inference and Changes in Income Inequality in Australia 0 0 0 82 4 5 6 388
Strategy Similarity and Coordination 0 0 0 23 3 3 5 189
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation 0 0 0 38 5 6 7 133
Testing multiple equation systems for common nonlinear components 0 1 1 127 6 17 21 415
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 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 3 4 8 12
The global effects of productivity gains in Asian emerging economies 0 0 0 6 1 4 7 31
The importance of common cyclical features in VAR analysis: a Monte-Carlo study 0 0 0 97 3 5 7 373
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity 0 0 2 123 6 8 14 547
Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form 1 2 3 27 1 6 9 103
VARMA versus VAR for Macroeconomic Forecasting 0 0 1 116 2 3 9 322
Total Journal Articles 3 12 45 4,309 149 257 417 14,685

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 1 3 11 17
Total Books 0 0 4 8 1 3 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 1 2 4 11
Introduction 0 0 0 0 0 2 3 3
Testing for Common Trends 0 0 1 1 1 3 9 11
Time Series Regressions with Strong Trends 0 0 1 3 2 3 4 7
Time Series Regressions with Weak Trends 0 0 1 1 1 2 4 5
Trending Time Series Models 0 0 1 1 5 5 8 10
Total Chapters 0 0 4 8 10 17 32 47

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Statistics updated 2026-02-12