Details about George Athanasopoulos

Access statistics for papers by George Athanasopoulos.

Last updated 2020-12-07. Update your information in the RePEc Author Service.

Short-id: pat48

Working Papers

2020

1. Forecast Reconciliation: A geometric View with New Insights on Bias Correction
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2019) View citations (3)
   See also Journal Article Forecast reconciliation: A geometric view with new insights on bias correction, International Journal of Forecasting, Elsevier (2021) View citations (39) (2021)
2. On the Evaluation of Hierarchical Forecasts
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (11)
3. Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)

2019

4. Elucidate Structure in Intermittent Demand Series
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
   See also Journal Article Elucidate structure in intermittent demand series, European Journal of Operational Research, Elsevier (2021) View citations (20) (2021)
5. Hierarchical Forecasting
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)

2018

6. Analysis of shock transmissions to a small open emerging economy using a SVARMA model
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics
   See also Journal Article Analysis of shock transmissions to a small open emerging economy using a SVARMA model, Economic Modelling, Elsevier (2019) View citations (3) (2019)
7. Cross-temporal coherent forecasts for Australian tourism
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Cross-temporal coherent forecasts for Australian tourism, Annals of Tourism Research, Elsevier (2019) View citations (35) (2019)
8. FFORMA: Feature-based forecast model averaging
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
   See also Journal Article FFORMA: Feature-based forecast model averaging, International Journal of Forecasting, Elsevier (2020) View citations (59) (2020)
9. Meta-learning how to forecast time series
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (19)
10. Probabilisitic forecasts in hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (12)

2017

11. Bayesian Inference for a 1-Factor Copula Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
12. 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 View citations (4)
    See also Journal Article Macroeconomic forecasting for Australia using a large number of predictors, International Journal of Forecasting, Elsevier (2019) View citations (14) (2019)
13. Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization, Journal of the American Statistical Association, Taylor & Francis Journals (2019) View citations (81) (2019)
14. 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 View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (1)

2016

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

2015

16. Forecasting hierarchical and grouped time series through trace minimization
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
17. Forecasting with Temporal Hierarchies
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2015) View citations (2)
    See also Journal Article Forecasting with temporal hierarchies, European Journal of Operational Research, Elsevier (2017) View citations (77) (2017)

2014

18. Canadian monetary policy analysis using a structural VARMA model
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2013) View citations (1)
    See also Journal Article Canadian monetary policy analysis using a structural VARMA model, Canadian Journal of Economics, Canadian Economics Association (2016) View citations (12) (2016)
19. 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
    See also Journal Article Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (2) (2016)

2013

20. 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

2011

21. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (32)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2010) View citations (6)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010) View citations (2)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2009) View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010) View citations (2)
    See also Journal Article Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions, Journal of Econometrics, Elsevier (2011) View citations (34) (2011)
22. The value of feedback in forecasting competitions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (11)
    See also Journal Article The value of feedback in forecasting competitions, International Journal of Forecasting, Elsevier (2011) View citations (11) (2011)

2010

23. 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 View citations (7)

2009

24. 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 View citations (1)
    See also Journal Article Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals, International Journal of Forecasting, Elsevier (2011) View citations (17) (2011)
25. 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
    See also Journal Article Modelling Australian domestic and international inbound travel: a spatial–temporal approach, Tourism Management, Elsevier (2011) View citations (12) (2011)
26. The tourism forecasting competition
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (15)
    See also Journal Article The tourism forecasting competition, International Journal of Forecasting, Elsevier (2011) View citations (95) (2011)
27. 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 (5)
    See also Journal Article Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form, Econometric Reviews, Taylor & Francis Journals (2012) View citations (6) (2012)
28. VARMA models for Malaysian Monetary Policy Analysis
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2007

29. 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 Hierarchical forecasts for Australian domestic tourism, International Journal of Forecasting, Elsevier (2009) View citations (93) (2009)
30. Optimal combination forecasts for hierarchical time series
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
    See also Journal Article Optimal combination forecasts for hierarchical time series, Computational Statistics & Data Analysis, Elsevier (2011) View citations (132) (2011)

2006

31. 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 (6)
    See also Journal Article A complete VARMA modelling methodology based on scalar components, Journal of Time Series Analysis, Wiley Blackwell (2008) View citations (20) (2008)
32. 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 View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2005) View citations (10)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2005) View citations (9)
33. Modelling and forecasting Australian domestic tourism
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (9)
34. 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
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2002)
    See also Journal Article Nonlinear autoregressive leading indicator models of output in G-7 countries, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (14) (2007)
35. VARMA versus VAR for Macroeconomic Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (10)
    See also Journal Article VARMA versus VAR for Macroeconomic Forecasting, Journal of Business & Economic Statistics, American Statistical Association (2008) View citations (45) (2008)

2004

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

2002

37. 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 (4)
    See also Journal Article Statistical Inference and Changes in Income Inequality in Australia, The Economic Record, The Economic Society of Australia (2003) View citations (23) (2003)

2001

38. 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 (2)

Journal Articles

2021

1. Elucidate structure in intermittent demand series
   European Journal of Operational Research, 2021, 288, (1), 141-152 View citations (20)
   See also Working Paper Elucidate Structure in Intermittent Demand Series, Monash Econometrics and Business Statistics Working Papers (2019) View citations (3) (2019)
2. Forecast reconciliation: A geometric view with new insights on bias correction
   International Journal of Forecasting, 2021, 37, (1), 343-359 View citations (39)
   See also Working Paper Forecast Reconciliation: A geometric View with New Insights on Bias Correction, Monash Econometrics and Business Statistics Working Papers (2020) View citations (3) (2020)

2020

3. FFORMA: Feature-based forecast model averaging
   International Journal of Forecasting, 2020, 36, (1), 86-92 View citations (59)
   See also Working Paper FFORMA: Feature-based forecast model averaging, Monash Econometrics and Business Statistics Working Papers (2018) View citations (2) (2018)

2019

4. Analysis of shock transmissions to a small open emerging economy using a SVARMA model
   Economic Modelling, 2019, 77, (C), 187-203 View citations (3)
   See also Working Paper Analysis of shock transmissions to a small open emerging economy using a SVARMA model, Working Papers (2018) (2018)
5. Cross-temporal coherent forecasts for Australian tourism
   Annals of Tourism Research, 2019, 75, (C), 393-409 View citations (35)
   See also Working Paper Cross-temporal coherent forecasts for Australian tourism, Monash Econometrics and Business Statistics Working Papers (2018) (2018)
6. Macroeconomic forecasting for Australia using a large number of predictors
   International Journal of Forecasting, 2019, 35, (2), 616-633 View citations (14)
   See also Working Paper Macroeconomic forecasting for Australia using a large number of predictors, Monash Econometrics and Business Statistics Working Papers (2017) View citations (4) (2017)
7. Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
   Journal of the American Statistical Association, 2019, 114, (526), 804-819 View citations (81)
   See also Working Paper Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization, Monash Econometrics and Business Statistics Working Papers (2017) (2017)

2018

8. Crude oil price forecasting based on internet concern using an extreme learning machine
   International Journal of Forecasting, 2018, 34, (4), 665-677 View citations (51)

2017

9. Forecasting with temporal hierarchies
   European Journal of Operational Research, 2017, 262, (1), 60-74 View citations (77)
   See also Working Paper Forecasting with Temporal Hierarchies, MPRA Paper (2015) View citations (2) (2015)

2016

10. Canadian monetary policy analysis using a structural VARMA model
    Canadian Journal of Economics, 2016, 49, (1), 347-373 View citations (12)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (1), 347-373 (2016) View citations (10)
    See also Working Paper Canadian monetary policy analysis using a structural VARMA model, Working Papers (2014) (2014)
11. Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations
    Journal of Applied Econometrics, 2016, 31, (6), 1100-1119 View citations (2)
    See also Working Paper Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations, Monash Econometrics and Business Statistics Working Papers (2014) (2014)

2014

12. Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis
    The Economic Record, 2014, 90, (288), 49-62 View citations (1)
13. Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach
    Tourism Management, 2014, 45, (C), 159-170 View citations (10)
14. Optimally Reconciling Forecasts in a Hierarchy
    Foresight: The International Journal of Applied Forecasting, 2014, (35), 42-48 View citations (9)

2012

15. Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods
    Applied Economics, 2012, 44, (29), 3841-3856 View citations (21)
16. Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form
    Econometric Reviews, 2012, 31, (1), 60-83 View citations (6)
    See also Working Paper Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form, Monash Econometrics and Business Statistics Working Papers (2009) View citations (5) (2009)

2011

17. Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
    International Journal of Forecasting, 2011, 27, (3), 887-901 View citations (17)
    Also in International Journal of Forecasting, 2011, 27, (3), 887-901 (2011) View citations (17)
    See also Working Paper Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals, Monash Econometrics and Business Statistics Working Papers (2009) View citations (1) (2009)
18. Forecasting tourist arrivals using time-varying parameter structural time series models
    International Journal of Forecasting, 2011, 27, (3), 855-869 View citations (52)
    Also in International Journal of Forecasting, 2011, 27, (3), 855-869 (2011) View citations (52)
19. 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 (34)
    See also Working Paper Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2011) View citations (32) (2011)
20. Modelling Australian domestic and international inbound travel: a spatial–temporal approach
    Tourism Management, 2011, 32, (5), 1075-1084 View citations (12)
    See also Working Paper Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach, Monash Econometrics and Business Statistics Working Papers (2009) (2009)
21. Optimal combination forecasts for hierarchical time series
    Computational Statistics & Data Analysis, 2011, 55, (9), 2579-2589 View citations (132)
    See also Working Paper Optimal combination forecasts for hierarchical time series, Monash Econometrics and Business Statistics Working Papers (2007) View citations (7) (2007)
22. The tourism forecasting competition
    International Journal of Forecasting, 2011, 27, (3), 822-844 View citations (95)
    Also in International Journal of Forecasting, 2011, 27, (3), 822-844 (2011) View citations (95)
    See also Working Paper The tourism forecasting competition, Monash Econometrics and Business Statistics Working Papers (2009) View citations (15) (2009)
23. The value of feedback in forecasting competitions
    International Journal of Forecasting, 2011, 27, (3), 845-849 View citations (11)
    Also in International Journal of Forecasting, 2011, 27, (3), 845-849 (2011) View citations (11)
    See also Working Paper The value of feedback in forecasting competitions, Monash Econometrics and Business Statistics Working Papers (2011) View citations (11) (2011)

2009

24. Hierarchical forecasts for Australian domestic tourism
    International Journal of Forecasting, 2009, 25, (1), 146-166 View citations (93)
    See also Working Paper Hierarchical forecasts for Australian domestic tourism, Monash Econometrics and Business Statistics Working Papers (2007) View citations (5) (2007)

2008

25. A complete VARMA modelling methodology based on scalar components
    Journal of Time Series Analysis, 2008, 29, (3), 533-554 View citations (20)
    See also Working Paper A Complete VARMA Modelling Methodology Based on Scalar Components, Monash Econometrics and Business Statistics Working Papers (2006) View citations (6) (2006)
26. VARMA versus VAR for Macroeconomic Forecasting
    Journal of Business & Economic Statistics, 2008, 26, 237-252 View citations (45)
    See also Working Paper VARMA versus VAR for Macroeconomic Forecasting, Monash Econometrics and Business Statistics Working Papers (2006) View citations (10) (2006)

2007

27. Nonlinear autoregressive leading indicator models of output in G-7 countries
    Journal of Applied Econometrics, 2007, 22, (1), 63-87 View citations (14)
    See also Working Paper Nonlinear autoregressive leading indicator models of output in G-7 countries, CAMA Working Papers (2006) (2006)

2003

28. Statistical Inference and Changes in Income Inequality in Australia
    The Economic Record, 2003, 79, (247), 412-424 View citations (23)
    See also Working Paper Statistical Inference on Changes in Income Inequality in Australia, Monash Econometrics and Business Statistics Working Papers (2002) View citations (4) (2002)