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Details about George Athanasopoulos
Access statistics for papers by George Athanasopoulos.
Last updated 2008-06-27. Update your information in the RePEc Author Service.
Short-id: pat48
Jump to Journal Articles
Working Papers
2007
- Hierarchical forecasts for Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
- Optimal combination forecasts for hierarchical time series
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
- 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
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 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
Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2005) View citations
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations
- Modelling and forecasting Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
- VARMA versus VAR for Macroeconomic Forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
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 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
Journal Articles
2008
- A complete VARMA modelling methodology based on scalar components
Journal of Time Series Analysis, 2008, 29, (3), 533-554  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  See Also Working Paper (2002)
2003
- Statistical Inference and Changes in Income Inequality in Australia
The Economic Record, 2003, 79, (247), 412-424  See Also Working Paper (2002)
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