George Athanasopoulos : Citation Profile


Are you George Athanasopoulos?

Monash University
Monash University

10

H index

12

i10 index

371

Citations

RESEARCH PRODUCTION:

29

Articles

48

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 20
   Journals where George Athanasopoulos has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 38 (9.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat48
   Updated: 2020-08-01    RAS profile: 2020-01-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hyndman, Rob (18)

Vahid, Farshid (7)

Panagiotelis, Anastasios (6)

Raghavan, Mala (5)

Yao, Wenying (2)

Poskitt, Donald (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 (21)

Guillén, Osmani (14)

Nikolopoulos, Konstantinos (11)

Issler, João (9)

Hecq, Alain (8)

Chan, Joshua (7)

Raghavan, Mala (7)

schröder, carsten (6)

Bönke, Timm (5)

Silvestrini, Andrea (5)

Sbrana, Giacomo (5)

Cites to:

Hyndman, Rob (80)

Vahid, Farshid (23)

Sims, Christopher (14)

Phillips, Peter (12)

Watson, Mark (11)

Snyder, Ralph (11)

Reichlin, Lucrezia (10)

Engle, Robert (10)

Shang, Han Lin (8)

Forni, Mario (6)

Panagiotelis, Anastasios (6)

Main data


Where George Athanasopoulos has published?


Journals with more than one article published# docs
International Journal of Forecasting11
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 Statistics35
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing George Athanasopoulos (2020 and 2019)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules. (2019). Ziel, Florian ; Berk, Kevin. In: Papers. RePEc:arx:papers:1910.07325.

Full description at Econpapers || Download paper

2020Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949.

Full description at Econpapers || Download paper

2020Text-based crude oil price forecasting. (2020). Jia, Suling ; Yu, Hao ; Li, Xixi ; Bai, Yun. In: Papers. RePEc:arx:papers:2002.02010.

Full description at Econpapers || Download paper

2020Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach. (2020). Wang, Shouyang ; Ju-e Guo, ; Bi, Dan ; Suna, Shaolong. In: Papers. RePEc:arx:papers:2002.08021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The contribution of the spatial dimension to inequality: A counterfactual analysis for OECD countries. (2020). Ayala, Luis ; Martinroman, Javier ; Vicente, Juan. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:3:p:447-477.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272.

Full description at Econpapers || Download paper

2020Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix. (2020). Melard, Guy ; Klein, Andre. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304274.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020A decomposition-ensemble approach for tourism forecasting. (2020). Wang, Shouyang ; Qian, Yatong ; Xie, Gang. In: Annals of Tourism Research. RePEc:eee:anture:v:81:y:2020:i:c:s0160738320300359.

Full description at Econpapers || Download paper

2020A multi-scale method for forecasting oil price with multi-factor search engine data. (2020). Wang, Shouyang ; Li, Ling ; Zhang, Chengyuan ; Tang, Ling. In: Applied Energy. RePEc:eee:appene:v:257:y:2020:i:c:s0306261919317209.

Full description at Econpapers || Download paper

2020Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

Full description at Econpapers || Download paper

2020An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Semiparametric quantile averaging in the presence of high-dimensional predictors. (2019). Gooijer, Jan G. ; de Gooijer, Jan G ; Zerom, Dawit. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:891-909.

Full description at Econpapers || Download paper

2019Global energy forecasting competition 2017: Hierarchical probabilistic load forecasting. (2019). Black, Jonathan ; Xie, Jingrui ; Hong, Tao. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1389-1399.

Full description at Econpapers || Download paper

2019Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting. (2019). Roach, Cameron. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1439-1450.

Full description at Econpapers || Download paper

2019Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match. (2019). Abdulla, Khalid ; de Hoog, Julian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1451-1459.

Full description at Econpapers || Download paper

2019Operational solar forecasting for the real-time market. (2019). Kleissl, Jan ; Wu, Elynn ; Yang, Dazhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1499-1519.

Full description at Econpapers || Download paper

2020A simple combination of univariate models. (2020). Svetunkov, Ivan ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:110-115.

Full description at Econpapers || Download paper

2020Fast and accurate yearly time series forecasting with forecast combinations. (2020). Shaub, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:116-120.

Full description at Econpapers || Download paper

2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

Full description at Econpapers || Download paper

2020Are forecasting competitions data representative of the reality?. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Kouloumos, Andreas ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:37-53.

Full description at Econpapers || Download paper

2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

Full description at Econpapers || Download paper

2020A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14.

Full description at Econpapers || Download paper

2020FFORMA: Feature-based forecast model averaging. (2020). Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92.

Full description at Econpapers || Download paper

2020A combination-based forecasting method for the M4-competition. (2020). Prakash, P. K. S., ; Jaganathan, Srihari. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:98-104.

Full description at Econpapers || Download paper

2020An empirical investigation of water consumption forecasting methods. (2020). Litsiou, Konstantia ; Nikolopoulos, Konstantinos ; Raptis, Achilleas ; Karamaziotis, Panagiotis I ; Assimakopoulos, Vassilis . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:588-606.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors. (2019). He, Ting ; Wu, Jiang ; Li, Xinsheng ; Zhou, Yingrui. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:19:p:3603-:d:269322.

Full description at Econpapers || Download paper

2019Forecasting Oil Price Using Web-based Sentiment Analysis. (2019). Zhang, Zhi-Gang ; Wang, Wen-Jing ; Zeng, Guan-Rong ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4291-:d:285712.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Forecasting Hierarchical Time Series in Power Generation. (2020). Costa, Marcelo Azevedo ; Gontijo, Tiago Silveira. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3722-:d:386897.

Full description at Econpapers || Download paper

2020Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market. (2020). Li, Taiyong ; Miu, Feng ; Wu, Jiang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1852-:d:344122.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2019Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220.

Full description at Econpapers || Download paper

2020The Spatial Distribution, Influencing Factors, and Development Path of Inbound Tourism in China—An Empirical Analysis of Market Segments Based on Travel Motivation. (2020). Lai, Qingsheng ; Zhong, Wei ; Huang, Heping ; Jiang, Hong ; Qiu, Yishu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2508-:d:335910.

Full description at Econpapers || Download paper

2018An Improved Test Selection Optimization Model Based on Fault Ambiguity Group Isolation and Chaotic Discrete PSO. (2018). Ma, Ling ; Tang, Yongchuan ; Zhou, Deyun ; Lv, Xiaofeng ; Xiaofeng Lv, . In: Complexity. RePEc:hin:complx:3942723.

Full description at Econpapers || Download paper

2019Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2697.

Full description at Econpapers || Download paper

2018Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

Full description at Econpapers || Download paper

2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation. (2019). Panagiotelis, Anastasios ; Hyndman, Rob J ; Eckert, Florian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-14.

Full description at Econpapers || Download paper

2019Feature-based Forecast-Model Performance Prediction. (2019). Kang, Yanfei ; Li, Feng ; Talagala, Thiyanga S. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-21.

Full description at Econpapers || Download paper

2019Fast Forecast Reconciliation Using Linear Models. (2019). Shmueli, Galit ; Hyndman, Rob J ; Ashouri, Mahsa. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-29.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2020). Gamakumara, Puwasala ; Panagiotelis, Anastasios ; Hyndman, Rob J ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-23.

Full description at Econpapers || Download paper

2019Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis.. (2019). Tripathi, Shruti ; Bhattacharya, Rudrani ; Chowdhury, Sahana Roy ; Roychowdhury, Sahana . In: Working Papers. RePEc:npf:wpaper:19/274.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Forecasting tourism with targeted predictors in a data-rich environment. (2020). Loureno, Nuno ; Gouveia, Carlos Melo ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w202005.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging. (2020). Dybka, Piotr ; Torj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: Working Papers. RePEc:sgh:kaewps:2020046.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by George Athanasopoulos:


YearTitleTypeCited
2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions In: Working Papers Series.
[Full Text][Citation analysis]
paper27
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).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2008VARMA versus VAR for Macroeconomic Forecasting In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article28
2006VARMA versus VAR for Macroeconomic Forecasting.(2006) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2003Statistical Inference and Changes in Income Inequality in Australia In: The Economic Record.
[Full Text][Citation analysis]
article22
2002Statistical Inference on Changes in Income Inequality in Australia.(2002) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis In: The Economic Record.
[Full Text][Citation analysis]
article1
2008A complete VARMA modelling methodology based on scalar components In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article12
2006A Complete VARMA Modelling Methodology Based on Scalar Components.(2006) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Canadian monetary policy analysis using a structural VARMA model In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article7
2013Canadian Monetary Policy Analysis using a Structural VARMA Model.(2013) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014Canadian monetary policy analysis using a structural VARMA model.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2004Are VAR Models Good Enough? In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper0
2019Cross-temporal coherent forecasts for Australian tourism In: Annals of Tourism Research.
[Full Text][Citation analysis]
article1
2018Cross-temporal coherent forecasts for Australian tourism.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article47
2007Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model In: Economic Modelling.
[Full Text][Citation analysis]
article1
2018Analysis of shock transmissions to a small open emerging economy using a SVARMA model.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Forecasting with temporal hierarchies In: European Journal of Operational Research.
[Full Text][Citation analysis]
article18
2015Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2015Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2009Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting.
[Full Text][Citation analysis]
article31
2007Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2011The tourism forecasting competition In: International Journal of Forecasting.
[Full Text][Citation analysis]
article49
2011The tourism forecasting competition.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
2009The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2011The value of feedback in forecasting competitions In: International Journal of Forecasting.
[Full Text][Citation analysis]
article6
2011The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2011The value of feedback in forecasting competitions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Forecasting tourist arrivals using time-varying parameter structural time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article17
2011Forecasting tourist arrivals using time-varying parameter structural time series models.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2009Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2018Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Modelling Australian domestic and international inbound travel: a spatial–temporal approach In: Tourism Management.
[Full Text][Citation analysis]
article5
2009Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach In: Tourism Management.
[Full Text][Citation analysis]
article4
2006Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers.
[Full Text][Citation analysis]
paper10
2007Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2002Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries.(2002) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2017The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2017The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper10
2006Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2006) In: IBMEC RJ Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]
article5
2001Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2006Modelling and forecasting Australian domestic tourism In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper8
2009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2012Two Canonical VARMA Forms: Scalar Component Models Vis-Ã -Vis the Echelon Form.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2010Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2009VARMA models for Malaysian Monetary Policy Analysis In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2013Domestic and outbound tourism demand in Australia: a System-of-Equations Approach In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2014Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2016Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2017Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper5
2019Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2017Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper5
2018FFORMA: Feature-based forecast model averaging In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2018Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2019Elucidate Structure in Intermittent Demand Series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2020On the Evaluation of Hierarchical Forecasts In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2012Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods In: Applied Economics.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team