Farshid Vahid-Araghi, Farshid Vahid

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Heather AndersonMonash UniversityVerified email at monash.edu
George AthanasopoulosMonash UniversityVerified email at monash.edu
João Victor IsslerProfessor of Economics, Brazilian School of Economics and Finance - FGV EPGE, Getulio VargasVerified email at fgv.br
Robert EngleNew York UniversityVerified email at stern.nyu.edu
Rob J HyndmanProfessor of Statistics, Monash UniversityVerified email at monash.edu
Rajiv SarinUniversity of ExeterVerified email at exeter.ac.uk
Joseph NjauFood and Drug AdministrationVerified email at alumni.emory.edu
Ralph SnyderAdjuct Associate Professor, Monash UniversityVerified email at monash.edu
Keith OrdEmeritus Professor of Business Statistics, Georgetown UniversityVerified email at georgetown.edu
D. S. PoskittProfessor of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Abbas ValadkhaniSwinburne University of TechnologyVerified email at swin.edu.au
Russell SmythDepartment of Economics, Monash Business SchoolVerified email at monash.edu
Denise OsbornEmeritus Professor of Econometrics, University of ManchesterVerified email at manchester.ac.uk
Mardi DungeyProfessor Economics and Finance, University of TasmaniaVerified email at utas.edu.au
Noh-Sun KwarkProfessor of Economics, Sogang UniversityVerified email at sogang.ac.kr
Wenying YaoMelbourne Business School, University of MelbourneVerified email at mbs.edu
Shuping ShiMacquarie UniversityVerified email at mq.edu.au
Pushkar MaitraProfessor of Economics, Monash UniversityVerified email at monash.edu
David L DoweMonash UniversityVerified email at monash.edu
Terence C ChengMonash UniversityVerified email at monash.edu

Farshid Vahid-Araghi, Farshid Vahid

Professor of Econometrics, Monash University

Verified email at monash.edu - Homepage

Econometrics Empirical Economics Time Series Analysis Forecasting


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Common trends and common cycles F Vahid, RF Engle Journal of Applied Econometrics, 341-360, 1993	726	1993
Short-run forecasts of electricity loads and peaks R Ramanathan, R Engle, CWJ Granger, F Vahid-Araghi, C Brace International journal of forecasting 13 (2), 161-174, 1997	509	1997
Forecasting time series with multiple seasonal patterns PG Gould, AB Koehler, JK Ord, RD Snyder, RJ Hyndman, F Vahid-Araghi European Journal of Operational Research 191 (1), 207-222, 2008	255	2008
Codependent cycles F Vahid, RF Engle Journal of Econometrics 80 (2), 199-221, 1997	195	1997
Testing multiple equation systems for common nonlinear components HM Anderson, F Vahid Journal of Econometrics 84 (1), 1-36, 1998	160	1998
Common cycles and the importance of transitory shocks to macroeconomic aggregates JV Issler, F Vahid Journal of Monetary Economics 47 (3), 449-475, 2001	152	2001
Payoff assessments without probabilities: A simple dynamic model of choice R Sarin, F Vahid Games and Economic Behavior 28 (2), 294-309, 1999	150	1999
The importance of common cyclical features in VAR analysis: a Monte-Carlo study F Vahid, JV Issler Journal of Econometrics 109 (2), 341-363, 2002	127	2002
Predicting how people play games: a simple dynamic model of choice R Sarin, F Vahid Games and Economic Behavior 34 (1), 104-122, 2001	127	2001
Asymmetric nonlinear smooth transition GARCH models HM Anderson, K Nam, F Vahid Nonlinear time series analysis of economic and financial data, 191-207, 1999	127	1999
VARMA versus VAR for macroeconomic forecasting G Athanasopoulos, F Vahid Journal of Business & Economic Statistics 26 (2), 237-252, 2008	114	2008
Is there evidence for dual causation between malaria and socioeconomic status? Findings from rural Tanzania MF Somi, JRG Butler, F Vahid, J Njau, SP Kachur, S Abdulla The American journal of tropical medicine and hygiene 77 (6), 1020-1027, 2007	112	2007
Dating the timeline of house price bubbles in Australian capital cities S Shi, A Valadkhani, R Smyth, F Vahid Economic Record 92 (299), 590-605, 2016	86	2016
Forecasting the volatility of australian stock returns: Do common factors help? HM Anderson, F Vahid Journal of Business & Economic Statistics 25 (1), 76-90, 2007	80	2007
The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity JV Issler, F Vahid Journal of Econometrics 132 (1), 281-303, 2006	68	2006
Predicting the probability of a recession with nonlinear autoregressive leading-indicator models HM Anderson, F Vahid Macroeconomic Dynamics 5 (4), 482-505, 2001	68	2001
Statistical inference and changes in income inequality in Australia G Athanasopoulos, F Vahid Economic Record 79 (247), 412-424, 2003	61	2003
A complete VARMA modelling methodology based on scalar components G Athanasopoulos, F Vahid Journal of Time Series Analysis 29 (3), 533-554, 2008	52	2008
Does international trade synchronize business cycles? HM Anderson, NS Kwark, F Vahid Monash University, Department of Econometrics and Business Statistics, 1999	51	1999
Use of proxy measures in estimating socioeconomic inequalities in malaria prevalence MF Somi, JR Butler, F Vahid, JD Njau, SP Kachur, S Abdulla Tropical Medicine & International Health 13 (3), 354-364, 2008	47	2008

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