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Details about George Athanasopoulos

E-mail:
Homepage:http://www.buseco.monash.edu.au/about/staff/profile.php?cn=george-athanasopoulos
Phone:+613 99055838
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)
Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by George Athanasopoulos.

Last updated 2017-04-09. Update your information in the RePEc Author Service.

Short-id: pat48


Jump to Journal Articles

Working Papers

2017

  1. Macroeconomic forecasting for Australia using a large number of predictors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. The Australian Macro Database: An online resource for macroeconomic research in Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads

2016

  1. Bayesian Rank Selection in Multivariate Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2015

  1. Forecasting hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  2. Forecasting with Temporal Hierarchies
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (1)

2014

  1. Canadian monetary policy analysis using a structural VARMA model
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2013) Downloads

    See also Journal Article in Canadian Journal of Economics (2016)
  2. Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in Journal of Applied Econometrics (2016)

2013

  1. Domestic and outbound tourism demand in Australia: a System-of-Equations Approach
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2011

  1. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (22)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2010) Downloads View citations (5)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads View citations (2)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009) Downloads View citations (2)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2009) Downloads
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2010) Downloads View citations (2)

    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 Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2011)

2010

  1. 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 Downloads View citations (2)

2009

  1. 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 Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2011)
  2. 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 Downloads
  3. The tourism forecasting competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (10)
    See also Journal Article in International Journal of Forecasting (2011)
  4. 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 Downloads View citations (3)
  5. VARMA models for Malaysian Monetary Policy Analysis
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2007

  1. Hierarchical forecasts for Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2009)
  2. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2011)

2006

  1. A Complete VARMA Modelling Methodology Based on Scalar Components
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)
    See also Journal Article in Journal of Time Series Analysis (2008)
  2. 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 Downloads View citations (1)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2005) Downloads View citations (10)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) Downloads View citations (9)
  3. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (8)
  4. Nonlinear autoregressive leading indicator models of output in G-7 countries
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2002) Downloads

    See also Journal Article in Journal of Applied Econometrics (2007)
  5. VARMA versus VAR for Macroeconomic Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (10)
    See also Journal Article in Journal of Business & Economic Statistics (2008)

2004

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

2002

  1. Statistical Inference on Changes in Income Inequality in Australia
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in The Economic Record (2003)

2001

  1. 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 Downloads View citations (2)

Journal Articles

2016

  1. Canadian monetary policy analysis using a structural VARMA model
    Canadian Journal of Economics, 2016, 49, (1), 347-373 Downloads View citations (1)
    See also Working Paper (2014)
  2. Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations
    Journal of Applied Econometrics, 2016, 31, (6), 1100-1119 Downloads
    See also Working Paper (2014)

2014

  1. Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis
    The Economic Record, 2014, 90, (288), 49-62 Downloads
  2. Optimally Reconciling Forecasts in a Hierarchy
    Foresight: The International Journal of Applied Forecasting, 2014, (35), 42-48 Downloads View citations (2)

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 Downloads View citations (6)

2011

  1. Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
    International Journal of Forecasting, 2011, 27, (3), 887-901 Downloads View citations (4)
    Also in International Journal of Forecasting, 2011, 27, (3), 887-901 (2011) Downloads View citations (4)

    See also Working Paper (2009)
  2. Forecasting tourist arrivals using time-varying parameter structural time series models
    International Journal of Forecasting, 2011, 27, (3), 855-869 Downloads View citations (2)
    Also in International Journal of Forecasting, 2011, 27, (3), 855-869 (2011) Downloads View citations (2)
  3. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    Journal of Econometrics, 2011, 164, (1), 116-129 Downloads View citations (22)
    See also Working Paper (2011)
  4. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 Downloads View citations (23)
    See also Working Paper (2007)
  5. The tourism forecasting competition
    International Journal of Forecasting, 2011, 27, (3), 822-844 Downloads View citations (22)
    Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) Downloads View citations (22)

    See also Working Paper (2009)
  6. The value of feedback in forecasting competitions
    International Journal of Forecasting, 2011, 27, (3), 845-849 Downloads View citations (5)
    Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) Downloads View citations (4)

    See also Working Paper (2011)

2009

  1. Hierarchical forecasts for Australian domestic tourism
    International Journal of Forecasting, 2009, 25, (1), 146-166 Downloads View citations (24)
    See also Working Paper (2007)

2008

  1. A complete VARMA modelling methodology based on scalar components
    Journal of Time Series Analysis, 2008, 29, (3), 533-554 Downloads View citations (7)
    See also Working Paper (2006)
  2. VARMA versus VAR for Macroeconomic Forecasting
    Journal of Business & Economic Statistics, 2008, 26, 237-252 Downloads View citations (28)
    See also Working Paper (2006)

2007

  1. Nonlinear autoregressive leading indicator models of output in G-7 countries
    Journal of Applied Econometrics, 2007, 22, (1), 63-87 Downloads View citations (5)
    See also Working Paper (2006)

2003

  1. Statistical Inference and Changes in Income Inequality in Australia
    The Economic Record, 2003, 79, (247), 412-424 Downloads View citations (14)
    See also Working Paper (2002)
 
Page updated 2017-10-17