Details about George Athanasopoulos

Access statistics for papers by George Athanasopoulos.

Last updated 2009-06-09. Update your information in the RePEc Author Service.

Short-id: pat48

Working Papers

2009

1. 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

2007

2. Hierarchical forecasts for Australian domestic tourism
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
3. Optimal combination forecasts for hierarchical time series
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2006

4. 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)
5. Modelling and forecasting Australian domestic tourism
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
6. VARMA versus VAR for Macroeconomic Forecasting
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
   See also Journal Article in Journal of Business & Economic Statistics (2008)

2005

7. Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations

2002

8. 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)

2001

9. 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

1. A complete VARMA modelling methodology based on scalar components
   Journal of Time Series Analysis, 2008, 29, (3), 533-554
   See also Working Paper (2006)
2. VARMA versus VAR for Macroeconomic Forecasting
   Journal of Business & Economic Statistics, 2008, 26, 237-252 View citations
   See also Working Paper (2006)

2007

3. Nonlinear autoregressive leading indicator models of output in G-7 countries
   Journal of Applied Econometrics, 2007, 22, (1), 63-87 View citations
   See also Working Paper (2002)

2003

4. Statistical Inference and Changes in Income Inequality in Australia
   The Economic Record, 2003, 79, (247), 412-424 View citations