6
H index
4
i10 index
221
Citations
Andrey L. Vasnev : Citation Profile
University of Sydney (50% share) | RESEARCH PRODUCTION: 22 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrey L. Vasnev. | Is cited by:
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Main data
Where Andrey L. Vasnev has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 6 |
| Econometrics and Statistics | 2 |
| Omega | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Sydney Business School, Discipline of Business Analytics | 16 |
Recent works citing Andrey L. Vasnev (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541. Full description at Econpapers || Download paper |
| 2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper |
| 2024 | Earnings management reactions to key audit matters. (2024). Parte, Laura ; Campa, Domenico ; Camachomiano, Maradelmar. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:115-130. Full description at Econpapers || Download paper |
| 2024 | Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741. Full description at Econpapers || Download paper |
| 2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | The effects of state-level foreign manufacturing imports on domestic inter-state and intra-state sales in the U.S.A. (2024). Lahiri, Sajal ; Paudel, Nawaraj S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:297-305. Full description at Econpapers || Download paper |
| 2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper |
| 2024 | Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456. Full description at Econpapers || Download paper |
| 2024 | CRPS-based online learning for nonlinear probabilistic forecast combination. (2024). Camal, Simon ; Pinson, Pierre ; Kariniotakis, Georges ; van der Meer, Dennis. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1449-1466. Full description at Econpapers || Download paper |
| 2024 | Strategic deviation and investment inefficiency. (2024). Habib, Ahsan ; Ranasinghe, Dinithi. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:4:p:531-560. Full description at Econpapers || Download paper |
| 2024 | How to control the effectiveness of a campaign of mailing list marketing: a proposal based on survival analysis. (2024). Marletta, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05145-w. Full description at Econpapers || Download paper |
Works by Andrey L. Vasnev:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Flexible global forecast combinations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Flexible global forecast combinations.(2024) In: Omega. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Inference‐in‐residuals as an Estimation Method for Earnings Management In: Abacus. [Full Text][Citation analysis] | article | 15 |
| 2008 | USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2023 | The role of data and priors in estimating climate sensitivity In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The role of data and priors in estimating climate sensitivity.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | Markov chain approximation in bootstrapping autoregressions In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2007 | Local sensitivity and diagnostic tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 12 |
| 2004 | Local Sensitivity and Diagnostic Tests.(2004) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2004 | Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Mixed interval realized variance: A robust estimator of stock price volatility In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | A hierarchical mixture cure model with unobserved heterogeneity for credit risk In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2016 | A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2016 | The forecast combination puzzle: A simple theoretical explanation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 113 |
| 2014 | The Forecast Combination Puzzle: A Simple Theoretical Explanation.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2023 | Too similar to combine? On negative weights in forecast combination In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2020 | Too similar to combine? On negative weights in forecast combination.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | On the uncertainty of a combined forecast: The critical role of correlation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2021 | On the uncertainty of a combined forecast: The critical role of correlation.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Conditionally optimal weights and forward-looking approaches to combining forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2017 | Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Sensitivity of GLS estimators in random effects models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Optimal selection of expert forecasts with integer programming In: Omega. [Full Text][Citation analysis] | article | 7 |
| 2023 | High Moment Constraints for Predictive Density Combination In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | A Combination Method for Averaging OLS and GLS Estimators In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia In: Journal of African Economies. [Full Text][Citation analysis] | article | 6 |
| 2020 | Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Generalized Variance: A Robust Estimator of Stock Price Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Higher Moment Constraints for Predictive Density Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Higher Moment Constraints for Predictive Density Combinations.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | Forecast combination puzzle in the HAR model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Global combinations of expert forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Combining simple multivariate HAR-like models for portfolio construction In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Survival Analysis for Credit Scoring: Incidence and Latency In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Practical considerations for optimal weights in density forecast combi nation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Practical use of sensitivity in econometrics with an illustration to forecast combinations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Local sensitivity in econometrics In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting. [Citation analysis] | article | 3 |
| 2021 | EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team