Details about Farshid Vahid

E-mail:
Homepage:	https://research.monash.edu/en/persons/farshid-vahid-araghi
Workplace:	Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Farshid Vahid.

Last updated 2025-02-06. Update your information in the RePEc Author Service.

Short-id: pva160

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Working Papers

2023

1. Does Climate Sensitivity Differ Across Regions?
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2022

2. Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach, Energy Economics, Elsevier (2023) View citations (2) (2023)

2020

3. Sectoral Employment Dynamics 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 (2020)

2019

4. Global Temperatures and Greenhouse Gases: A Common Features Approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   Also in Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2019)
   See also Journal Article Global temperatures and greenhouse gases: A common features approach, Journal of Econometrics, Elsevier (2022) View citations (9) (2022)

2017

5. 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)
6. 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

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

2014

8. 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)
9. Forecasting with EC-VARMA models
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics
10. The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
11. VAR(MA), what is it good for? more bad news for reduced-form estimation and inference
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics

2013

12. Common non-linearities in multiple series of stock market volatility
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2011

13. Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (17)
    Also in Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2010) View citations (16)
14. Global Temperature Trends
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2008) View citations (1)
15. 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) (2010) View citations (2)
    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) (2009)
    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)

2010

16. Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (11)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2010) View citations (11)
17. Financial Integration and the Construction of Historical Financial Data for the Euro Area
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (2)
    See also Journal Article Financial integration and the construction of historical financial data for the Euro Area, Economic Modelling, Elsevier (2011) View citations (9) (2011)
18. VARs, Cointegration and Common Cycle Restrictions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)

2009

19. 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)

2007

20. CONSTRUCTING HISTORICAL EURO AREA DATA
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (11)

2006

21. 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)
22. 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)
23. 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)

2005

24. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
25. Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (4)
    See also Journal Article Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?, Journal of Business & Economic Statistics, American Statistical Association (2007) View citations (42) (2007)
26. The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (2)

2004

27. Are VAR Models Good Enough?
    Econometric Society 2004 Australasian Meetings, Econometric Society
28. Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model
    Econometric Society 2004 Australasian Meetings, Econometric Society

2003

29. Nonlinear Correlograms and Partial Autocorrelograms
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Nonlinear Correlograms and Partial Autocorrelograms*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) View citations (3) (2005)
30. The Decline in Income Growth Volatility in the United States: Evidence from Regional Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
31. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (12)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2001) View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) View citations (5)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) View citations (5)
    See also Journal Article The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity, Journal of Econometrics, Elsevier (2006) View citations (33) (2006)

2002

32. 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

33. 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)
34. Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
    See also Journal Article Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices, Australian Economic Papers, Wiley Blackwell (2001) View citations (6) (2001)
35. Strategy Similarity and Coordination
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
    See also Journal Article Strategy Similarity and Coordination, Economic Journal, Royal Economic Society (2004) View citations (17) (2004)
36. The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) View citations (6)
    See also Journal Article The importance of common cyclical features in VAR analysis: a Monte-Carlo study, Journal of Econometrics, Elsevier (2002) View citations (72) (2002)
37. The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (6)
    See also Journal Article The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity, Journal of Econometrics, Elsevier (2006) View citations (33) (2006)

2000

38. Clustering Regression Functions in a Panel
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
39. Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (12)
    See also Journal Article PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS, Macroeconomic Dynamics, Cambridge University Press (2001) View citations (43) (2001)

1999

40. Does International Trade Synchronize Business Cycles?
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (22)
41. Predicting how People Play Games: a Simple Dynamic Model of Choice
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    See also Journal Article Predicting How People Play Games: A Simple Dynamic Model of Choice, Games and Economic Behavior, Elsevier (2001) View citations (40) (2001)
42. The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

1998

43. Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

1995

44. Common cycles in macroeconomic aggregates (revised version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

1994

45. Common cycles in macroeconomic aggregates
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (4)

Journal Articles

2024

1. Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective
   SAGE Open, 2024, 14, (2), 21582440241256953

2023

2. Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach
   Energy Economics, 2023, 125, (C) View citations (2)
   See also Working Paper Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach, Monash Econometrics and Business Statistics Working Papers (2022) (2022)
3. Multi-population mortality projection: The augmented common factor model with structural breaks
   International Journal of Forecasting, 2023, 39, (1), 450-469

2022

4. Global temperatures and greenhouse gases: A common features approach
   Journal of Econometrics, 2022, 230, (2), 240-254 View citations (9)
   See also Working Paper Global Temperatures and Greenhouse Gases: A Common Features Approach, Monash Econometrics and Business Statistics Working Papers (2019) (2019)

2020

5. Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic
   Australian Economic Review, 2020, 53, (3), 402-414 View citations (1)

2019

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. The global effects of productivity gains in Asian emerging economies
   Economic Modelling, 2019, 83, (C), 127-140 View citations (1)

2017

8. A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?
   Journal of Forecasting, 2017, 36, (4), 357-367 View citations (2)
9. On weak identification in structural VARMA models
   Economics Letters, 2017, 156, (C), 1-6 View citations (1)

2016

10. Dating the Timeline of House Price Bubbles in Australian Capital Cities
    The Economic Record, 2016, 92, (299), 590-605 View citations (38)
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)

2015

12. Asymmetric pricing of diesel at its source
    Energy Economics, 2015, 52, (PA), 183-194 View citations (13)

2012

13. Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
    Pacific-Basin Finance Journal, 2012, 20, (2), 271-291 View citations (11)
14. 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

15. Financial integration and the construction of historical financial data for the Euro Area
    Economic Modelling, 2011, 28, (4), 1498-1509 View citations (9)
    See also Working Paper Financial Integration and the Construction of Historical Financial Data for the Euro Area, Centre for Growth and Business Cycle Research Discussion Paper Series (2010) View citations (2) (2010)
16. 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)

2009

17. Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues
    Journal of International Development, 2009, 21, (2), 200-211 View citations (17)

2008

18. 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)
19. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (47)
20. John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008)
    Agenda - A Journal of Policy Analysis and Reform, 2008, 15, (3), 115-116
21. 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

22. Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
    Journal of Business & Economic Statistics, 2007, 25, 76-90 View citations (42)
    See also Working Paper Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?, ANU Working Papers in Economics and Econometrics (2005) View citations (4) (2005)
23. Necessity of negative serial correlation for mean-reversion of stock prices
    The Quarterly Review of Economics and Finance, 2007, 47, (4), 576-583 View citations (2)
24. 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)

2006

25. Common features
    Journal of Econometrics, 2006, 132, (1), 1-5 View citations (7)
26. The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition
    Journal of Applied Econometrics, 2006, 21, (7), 999-1018 View citations (7)
    Also in Journal of Applied Econometrics, 2006, 21, (7), 999-1018 (2006)
27. The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
    Journal of Econometrics, 2006, 132, (1), 281-303 View citations (33)
    See also Working Paper The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2001) View citations (6) (2001)
    Working Paper The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2003) View citations (12) (2003)

2005

28. Nonlinear Correlograms and Partial Autocorrelograms*
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 957-982 View citations (3)
    See also Working Paper Nonlinear Correlograms and Partial Autocorrelograms, Monash Econometrics and Business Statistics Working Papers (2003) (2003)

2004

29. Strategy Similarity and Coordination
    Economic Journal, 2004, 114, (497), 506-527 View citations (17)
    See also Working Paper Strategy Similarity and Coordination, Monash Econometrics and Business Statistics Working Papers (2001) View citations (7) (2001)

2003

30. 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)

2002

31. The importance of common cyclical features in VAR analysis: a Monte-Carlo study
    Journal of Econometrics, 2002, 109, (2), 341-363 View citations (72)
    See also Working Paper The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study, Monash Econometrics and Business Statistics Working Papers (2001) View citations (5) (2001)

2001

32. Common cycles and the importance of transitory shocks to macroeconomic aggregates
    Journal of Monetary Economics, 2001, 47, (3), 449-475 View citations (111)
33. Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices
    Australian Economic Papers, 2001, 40, (4), 541-566 View citations (6)
    See also Working Paper Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices, Monash Econometrics and Business Statistics Working Papers (2001) View citations (6) (2001)
34. PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS
    Macroeconomic Dynamics, 2001, 5, (4), 482-505 View citations (43)
    See also Working Paper Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models, Monash Econometrics and Business Statistics Working Papers (2000) View citations (12) (2000)
35. Predicting How People Play Games: A Simple Dynamic Model of Choice
    Games and Economic Behavior, 2001, 34, (1), 104-122 View citations (40)
    See also Working Paper Predicting how People Play Games: a Simple Dynamic Model of Choice, Monash Econometrics and Business Statistics Working Papers (1999) View citations (5) (1999)

1999

36. Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice
    Games and Economic Behavior, 1999, 28, (2), 294-309 View citations (71)

1998

37. On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
    Economics Letters, 1998, 60, (3), 291-296 View citations (2)
38. Testing multiple equation systems for common nonlinear components
    Journal of Econometrics, 1998, 84, (1), 1-36 View citations (97)

1997

39. Codependent cycles
    Journal of Econometrics, 1997, 80, (2), 199-221 View citations (91)
40. On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands
    Journal of Applied Econometrics, 1997, 12, (5), 477-98 View citations (5)
41. On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply
    Journal of Applied Econometrics, 1997, 12, (5), 503-07 View citations (5)
42. Shorte-run forecasts of electricity loads and peaks
    International Journal of Forecasting, 1997, 13, (2), 161-174 View citations (109)

1993

43. Common Trends and Common Cycles
    Journal of Applied Econometrics, 1993, 8, (4), 341-60 View citations (322)

Books

2024

1. Nonlinear Trending Time Series:Theory and Practice
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2024

1. Applications in Climate Change
   Chapter 6 in NONLINEAR TRENDING TIME SERIES Theory and Practice, 2024, pp 173-198
2. Introduction
   Chapter 1 in NONLINEAR TRENDING TIME SERIES Theory and Practice, 2024, pp 1-34
3. Testing for Common Trends
   Chapter 5 in NONLINEAR TRENDING TIME SERIES Theory and Practice, 2024, pp 151-171
4. Time Series Regressions with Strong Trends
   Chapter 4 in NONLINEAR TRENDING TIME SERIES Theory and Practice, 2024, pp 119-149
5. Time Series Regressions with Weak Trends
   Chapter 3 in NONLINEAR TRENDING TIME SERIES Theory and Practice, 2024, pp 79-117
6. Trending Time Series Models
   Chapter 2 in NONLINEAR TRENDING TIME SERIES Theory and Practice, 2024, pp 35-77