George Athanasopoulos : Citation Profile


Are you George Athanasopoulos?

Monash University
Monash University

10

H index

11

i10 index

318

Citations

RESEARCH PRODUCTION:

23

Articles

38

Papers

RESEARCH ACTIVITY:

   16 years (2001 - 2017). See details.
   Cites by year: 19
   Journals where George Athanasopoulos has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 26 (7.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat48
   Updated: 2019-10-15    RAS profile: 2017-12-21    
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Relations with other researchers


Works with:

Hyndman, Rob (9)

Vahid, Farshid (5)

Panagiotelis, Anastasios (5)

Raghavan, Mala (3)

Poskitt, Donald (2)

Yao, Wenying (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with George Athanasopoulos.

Is cited by:

Hyndman, Rob (19)

Guillén, Osmani (14)

Nikolopoulos, Konstantinos (11)

Raghavan, Mala (9)

Issler, João (9)

Hecq, Alain (8)

Chan, Joshua (7)

schröder, carsten (6)

McAleer, Michael (5)

Bönke, Timm (5)

Shang, Han Lin (5)

Cites to:

Hyndman, Rob (30)

Vahid, Farshid (17)

Phillips, Peter (12)

Sims, Christopher (9)

Engle, Robert (9)

Snyder, Ralph (8)

Watson, Mark (7)

Issler, João (6)

Reichlin, Lucrezia (5)

Stock, James (5)

Granger, Clive (4)

Main data


Where George Athanasopoulos has published?


Journals with more than one article published# docs
International Journal of Forecasting9
The Economic Record2
Tourism Management2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics26
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5

Recent works citing George Athanasopoulos (2018 and 2017)


YearTitle of citing document
2018Jobless Growth in Nigeria: Determining Employment Intensive Sectors. (2018). Dada, Eme A. In: Journal of African Development. RePEc:afe:journl:v:20:y:2018:i:2:p:69-79.

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2017“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201701.

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2018Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors. (2018). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Papers. RePEc:arx:papers:1710.02669.

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2017Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview. (2017). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Papers. RePEc:arx:papers:1712.03797.

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2019Stationarity and ergodicity of vector STAR models. (2018). Saikkonen, Pentti ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:1805.11311.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2017Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity. (2017). Turnip, Guido. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:302:p:465-483.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Seasonal adjustment subject to accounting constraints. (2018). McElroy, Tucker . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:574-589.

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201722 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678.

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2018Variational Inference for high dimensional structured factor copulas. (2018). san Miguel, Pedro Galeano ; Nguyen, Hoang ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27652.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2000). Georgiadis, Georgios ; Jancokova, Martina. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_008.

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2018Nonlinear Exchange Rate Transmission in the Euro Area: A Multivariate Smooth Transition Regression Approach. (2018). Ben Cheikh, Nidhaleddine ; Nguyen, Pascal ; Younes, Ben Zaied ; ben Zaied, Younes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00270.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-72.

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2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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2019Spatial-temporal forecasting of tourism demand. (2019). Zhang, Honglei ; Yang, Yang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:106-119.

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2019A review of research on tourism demand forecasting. (2019). Park, Jinah ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Density tourism demand forecasting revisited. (2019). Liu, Chang ; Wen, Long ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:379-392.

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2019Cross-temporal coherent forecasts for Australian tourism. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:393-409.

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2017Does Money Have a Role in Monetary Policy for Price Stability under Inflation Targeting in Thailand?. (2017). Hossain, Akhand ; Arwatchanakarn, Popkarn . In: Journal of Asian Economics. RePEc:eee:asieco:v:53:y:2017:i:c:p:37-55.

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2018Multivariate specification tests based on a dynamic Rosenblatt transform. (2018). Kheifets, Igor L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:124:y:2018:i:c:p:1-14.

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2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203.

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2017On weak identification in structural VARMA models. (2017). Yao, Wenying ; Kam, Timothy ; Vahid, Farshid. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:1-6.

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2017Application of wavelet decomposition in time-series forecasting. (2017). Yazgan, Ege ; Genay, Ramazan ; Zhang, Keyi . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:41-46.

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2017Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

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2017Integrated hierarchical forecasting. (2017). , Clint ; van Dalen, Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:412-418.

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2018A greedy aggregation–decomposition method for intermittent demand forecasting in fashion retailing. (2018). Li, Chongshou ; Lim, Andrew. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:860-869.

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2019The impact of temporal aggregation on supply chains with ARMA(1,1) demand processes. (2019). Rostami-Tabar, Bahman ; Boylan, John E ; Ali, Mohammad ; Babai, Zied M. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:920-932.

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2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

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2018A bottom-up methodology for long term electricity consumption forecasting of an industrial sector - Application to pulp and paper sector in Brazil. (2018). , Felipe ; Calili, Rodrigo F ; Lourenco, Plutarcho M ; Cyrino, Fernando L ; Souza, Reinaldo C. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:1107-1118.

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2019A bottom-up bayesian extension for long term electricity consumption forecasting. (2019). Souza, Reinaldo C ; Cyrino, Fernando L. In: Energy. RePEc:eee:energy:v:167:y:2019:i:c:p:198-210.

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2017Grouped multivariate and functional time series forecasting:An application to annuity pricing. (2017). Shang, Han Lin ; Haberman, Steven. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:166-179.

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2019A forecast reconciliation approach to cause-of-death mortality modeling. (2019). Lu, Yang ; Li, Hong ; Panagiotelis, Anastasios. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:122-133.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Forecasting compositional time series: A state space approach. (2017). Snyder, Ralph ; Ord, Keith ; McLaren, Keith ; Beaumont, Adrian N ; Koehler, Anne B. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:502-512.

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2019Automatic selection of unobserved components models for supply chain forecasting. (2019). Villegas, Marco A ; Pedregal, Diego J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:157-169.

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2019Macroeconomic forecasting for Australia using a large number of predictors. (2019). Hyndman, Rob ; Jiang, Bin ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Vahid, Farshid. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633.

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2019Tales from tails: On the empirical distributions of forecasting errors and their implication to risk. (2019). Assimakopoulos, Vassilios ; Nikolopoulos, Konstantinos ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:687-698.

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2017Modelling tourism expenditure using complexity theory. (2017). Gt, Hossein ; Mehran, Javaneh . In: Journal of Business Research. RePEc:eee:jbrese:v:75:y:2017:i:c:p:147-158.

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2018Channels of monetary policy transmission in Vietnam. (2018). Anwar, Sajid ; Nguyen, Lan Phi . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:709-729.

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2017Investigating the added value of integrating human judgement into statistical demand forecasting systems. (2017). Baecke, Philippe ; Vanderheyden, Karlien ; de Baets, Shari . In: International Journal of Production Economics. RePEc:eee:proeco:v:191:y:2017:i:c:p:85-96.

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2019Incorporating macroeconomic leading indicators in tactical capacity planning. (2019). Aghezzaf, El-Houssaine ; de Vuyst, Stijn ; Kourentzes, Nikolaos ; Sagaert, Yves R ; Desmet, Bram. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:12-19.

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2019Another look at forecast selection and combination: Evidence from forecast pooling. (2019). Petropoulos, Fotios ; Barrow, Devon ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:226-235.

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2017Firms knowledge profiles: Mapping patent data with unsupervised learning. (2017). Toivanen, Hannes ; Seppnen, Marko ; Suominen, Arho. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:115:y:2017:i:c:p:131-142.

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2018Big Data analytics for forecasting tourism destination arrivals with the applied Vector Autoregression model. (2018). Liu, Yuan-Yuan ; Tseng, Yi-Heng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:130:y:2018:i:c:p:123-134.

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2018On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. (2018). Abouarghoub, Wessam ; Petropoulos, Fotios ; Nomikos, Nikos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:225-238.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

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2017Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis. (2017). Espasa, Antoni ; Senra, Eva . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:44-:d:114224.

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2019Distributed Reconciliation in Day-Ahead Wind Power Forecasting. (2019). Bai, LI ; Pinson, Pierre. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1112-:d:216204.

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2017“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201701.

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2017Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods. (2017). Shang, Han Lin. In: Population Research and Policy Review. RePEc:kap:poprpr:v:36:y:2017:i:1:d:10.1007_s11113-016-9413-1.

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2017Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. (2017). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-22.

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2017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Taylor, James W ; Ben Taieb, Souhaib . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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2018Probabilisitic forecasts in hierarchical time series. (2018). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-11.

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2018Cross-temporal coherent forecasts for Australian tourism. (2018). Kourentzes, Nikolaos ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-24.

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2019Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2.

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2019A Brief History of Forecasting Competitions. (2019). Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-3.

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2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Razmi, Fatemeh . In: MPRA Paper. RePEc:pra:mprapa:79079.

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2017Forecasting Tourist Arrivals in Prague: Google Econometrics. (2017). Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:83268.

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2018Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593.

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2019Retail forecasting: research and practice. (2019). Fildes, Robert ; Kolassa, Stephan ; Ma, Shaohui. In: MPRA Paper. RePEc:pra:mprapa:89356.

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2018Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205.

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2018Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for the Day and Night Air Pollution in Silesia Region - A Critical Overview. (2018). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:1:p:53-73.

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2018Capital flows in Montenegro: SVAR model. (2018). Ivanovi, Maja ; Lipovina-Boovi, Milena. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:647-675.

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2018Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model. (2018). Tsoku, Johannes Tshepiso ; Moroke, Ntebogang Dinah ; Metsileng, Lebotsa Daniel. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:5:p:220-229.

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2018A Bayesian framework for large-scale geo-demand estimation in on-line retailing. (2018). Qin, Zhiwei ; Bewli, Jagtej ; Bowman, John. In: Annals of Operations Research. RePEc:spr:annopr:v:263:y:2018:i:1:d:10.1007_s10479-016-2383-1.

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2017Evaluating the use of internet search volumes for time series modeling of sales in the video game industry. (2017). Ruohonen, Jukka ; Hyrynsalmi, Sami . In: Electronic Markets. RePEc:spr:elmark:v:27:y:2017:i:4:d:10.1007_s12525-016-0244-z.

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2018The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. (2018). Poon, Aubrey. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1280-z.

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2017How do Overnight Stays React to Exchange Rate Changes?. (2017). Stettler, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:2:d:10.1007_bf03399437.

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2018Assessing Changes Over Time in Inequality of Opportunity: The Case of Spain. (2018). López-Menéndez, Ana ; Lopez, Ana Jesus ; Alvarez, Ana Suarez . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:139:y:2018:i:3:d:10.1007_s11205-017-1759-1.

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2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2019). Morley, James ; Hartigan, Luke. In: Working Papers. RePEc:syd:wpaper:2019-10.

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2017Macro-financial effects of portfolio flows: Malaysia’s experience. (2017). Raghavan, Mala ; Huey, Teh Tian ; Hwa, Tng Boon . In: Working Papers. RePEc:tas:wpaper:23512.

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2018Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2018). Raghavan, Mala ; Athanasopoulos, George. In: Working Papers. RePEc:tas:wpaper:27231.

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2019An analysis of the global oil market using SVARMA models. (2019). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:29543.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2017Co-movement and Forecasting Analysis of Major Real Estate Markets by Wavelet Coherence and Multiple Wavelet Coherence. (2017). Karatas, Cengiz ; Yilmaz, Adil ; Unal, Gazanfer. In: Chinese Journal of Urban and Environmental Studies (CJUES). RePEc:wsi:cjuesx:v:05:y:2017:i:02:n:s2345748117500105.

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2017Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Oral, Emrah ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074.

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2018Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420.

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Works by George Athanasopoulos:


YearTitleTypeCited
2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions In: Working Papers Series.
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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