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

Working Papers

2007

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

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. 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
6. Modelling and forecasting Australian domestic tourism
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
7. VARMA versus VAR for Macroeconomic Forecasting
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations

2004

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

2002

9. 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)
10. 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

11. 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)

2007

2. 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

3. Statistical Inference and Changes in Income Inequality in Australia
   The Economic Record, 2003, 79, (247), 412-424
   See Also Working Paper (2002)