Details about George Athanasopoulos
Access statistics for papers by George Athanasopoulos.
Last updated 2012-06-12. Update your information in the RePEc Author Service.
Short-id: pat48
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Working Papers
2011
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) View citations (4)
Also in Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2010)  Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2009)  Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009)  Working Papers Series, Central Bank of Brazil, Research Department (2010) View citations (1) Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2010) 
See also Journal Article in Journal of Econometrics (2011)
- The value of feedback in forecasting competitions
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
See also Journal Article in International Journal of Forecasting (2011)
2010
- Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2009
- Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 
See also Journal Article in International Journal of Forecasting (2011)
- Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- The tourism forecasting competition
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
See also Journal Article in International Journal of Forecasting (2011)
- Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
- VARMA models for Malaysian Monetary Policy Analysis
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2007
- Hierarchical forecasts for Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
See also Journal Article in International Journal of Forecasting (2009)
- Optimal combination forecasts for hierarchical time series
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
See also Journal Article in Computational Statistics & Data Analysis (2011)
2006
- A Complete VARMA Modelling Methodology Based on Scalar Components
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
See also Journal Article in Journal of Time Series Analysis (2008)
- Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro 
Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (6) Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations (7)
- Modelling and forecasting Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
- VARMA versus VAR for Macroeconomic Forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
See also Journal Article in Journal of Business & Economic Statistics (2008)
2004
- Are VAR Models Good Enough?
Econometric Society 2004 Australasian Meetings, Econometric Society
2002
- Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 
See also Journal Article in Journal of Applied Econometrics (2007)
- Statistical Inference on Changes in Income Inequality in Australia
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
See also Journal Article in The Economic Record (2003)
2001
- Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
Journal Articles
2012
- Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods
Applied Economics, 2012, 44, (29), 3841-3856
2011
- Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
International Journal of Forecasting, 2011, 27, (3), 887-901 View citations (1)
See also Working Paper (2009)
- Forecasting tourist arrivals using time-varying parameter structural time series models
International Journal of Forecasting, 2011, 27, (3), 855-869
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Journal of Econometrics, 2011, 164, (1), 116-129 View citations (3)
See also Working Paper (2011)
- Optimal combination forecasts for hierarchical time series
Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (2)
See also Working Paper (2007)
- The tourism forecasting competition
International Journal of Forecasting, 2011, 27, (3), 822-844 View citations (3)
See also Working Paper (2009)
- The value of feedback in forecasting competitions
International Journal of Forecasting, 2011, 27, (3), 845-849 View citations (3)
See also Working Paper (2011)
2009
- Hierarchical forecasts for Australian domestic tourism
International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (9)
See also Working Paper (2007)
2008
- A complete VARMA modelling methodology based on scalar components
Journal of Time Series Analysis, 2008, 29, (3), 533-554 View citations (3)
See also Working Paper (2006)
- VARMA versus VAR for Macroeconomic Forecasting
Journal of Business & Economic Statistics, 2008, 26, 237-252 View citations (13)
See also Working Paper (2006)
2007
- Nonlinear autoregressive leading indicator models of output in G-7 countries
Journal of Applied Econometrics, 2007, 22, (1), 63-87 View citations (1)
See also Working Paper (2002)
2003
- Statistical Inference and Changes in Income Inequality in Australia
The Economic Record, 2003, 79, (247), 412-424 View citations (8)
See also Working Paper (2002)
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