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

Working Papers

2011

1. 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)
2. 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

3. 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

4. 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)
5. 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
6. 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)
7. 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)
8. VARMA models for Malaysian Monetary Policy Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2007

9. 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)
10. 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

11. 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)
12. 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)
13. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
14. 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

15. Are VAR Models Good Enough?
    Econometric Society 2004 Australasian Meetings, Econometric Society

2002

16. 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)
17. 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

18. 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

1. 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

2. 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)
3. Forecasting tourist arrivals using time-varying parameter structural time series models
   International Journal of Forecasting, 2011, 27, (3), 855-869
4. 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)
5. Optimal combination forecasts for hierarchical time series
   Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (2)
   See also Working Paper (2007)
6. The tourism forecasting competition
   International Journal of Forecasting, 2011, 27, (3), 822-844 View citations (3)
   See also Working Paper (2009)
7. 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

8. Hierarchical forecasts for Australian domestic tourism
   International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (9)
   See also Working Paper (2007)

2008

9. 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)
10. VARMA versus VAR for Macroeconomic Forecasting
    Journal of Business & Economic Statistics, 2008, 26, 237-252 View citations (13)
    See also Working Paper (2006)

2007

11. 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

12. 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)