George Athanasopoulos : Citation Profile

Monash University (50% share)
Monash University (50% share)

17

H index

28

i10 index

1049

Citations

RESEARCH PRODUCTION:

33

Articles

50

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 52
   Journals where George Athanasopoulos has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 45 (4.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat48
   Updated: 2025-05-17    RAS profile: 2020-12-07    
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Relations with other researchers

Works with:

Hyndman, Rob (4)

Panagiotelis, Anastasios (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 (83)

Li, Feng (43)

Shang, Han Lin (21)

Nikolopoulos, Konstantinos (15)

Thomakos, Dimitrios (14)

Franses, Philip Hans (13)

Martinez, Andrew (13)

Hendry, David (13)

Clements, Michael (12)

Fiszeder, Piotr (12)

Hecq, Alain (12)

Cites to:

Hyndman, Rob (90)

Vahid, Farshid (24)

Sims, Christopher (16)

Panagiotelis, Anastasios (14)

Phillips, Peter (13)

Watson, Mark (12)

Shang, Han Lin (12)

Snyder, Ralph (11)

Engle, Robert (10)

Reichlin, Lucrezia (10)

Poskitt, Donald (7)

Main data

Where George Athanasopoulos has published?

Journals with more than one article published# docs
International Journal of Forecasting13
The Economic Record2
European Journal of Operational Research2
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 Statistics37
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 (2025 and 2024)

YearTitle of citing document
2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Papers. RePEc:arx:papers:2207.07318.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Neural Network Modeling for Forecasting Tourism Demand in Stopi\{c}a Cave: A Serbian Cave Tourism Study. (2024). Mili, Srdjan ; Markovi, Slobodan ; Tomi, Nemanja ; Baji, Buda ; Anti, Aleksandar. In: Papers. RePEc:arx:papers:2404.04974.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024Valuing an Engagement Surface using a Large Scale Dynamic Causal Model. (2024). More, Sushant ; Kohli, Naman ; Ravi, Lakshmi ; Chen, Hua ; Mandalapu, Dinesh ; Khawand, Chris ; Kannan, Ashwin Viswanathan ; Mukerji, Abhimanyu. In: Papers. RePEc:arx:papers:2408.11967.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2024Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation. (2024). Zarate-Solano, Hector ; Rodrguez-Nio, Norberto ; Zrate-Solano, Hctor M. In: Borradores de Economia. RePEc:bdr:borrec:1289.

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2024Interpretable domain-informed and domain-agnostic features for supervised and unsupervised learning on building energy demand data. (2024). Khalil, Mohamad ; Kazmi, Hussain ; Miller, Clayton ; Fu, Chun ; Balint, Attila ; Canaydin, Ada. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001247.

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2024Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty. (2024). Bazilian, Morgan ; MacMillan, Madeline ; Villa, Daniel L ; Zolan, Alexander. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007384.

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2025On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282.

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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Ren, Zhong-Yuan ; Wang, Dai-Song. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2024Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Boute, Robert N ; Udenio, Maximiliano ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539.

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2024When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Schlaich, Tim ; Hoberg, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). de Bock, Koen W ; Verbeke, Wouter ; Delen, Dursun ; Choi, Tsan-Ming ; Martens, David ; Lessmann, Stefan ; Vairetti, Carla ; Maldonado, Sebastian ; Baesens, Bart ; Sowiski, Roman ; de Caigny, Arno ; Boute, Robert N ; Weber, Richard ; Kraus, Mathias ; Oskarsdottir, Maria ; Coussement, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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2024Forecasting and planning for a critical infrastructure sector during a pandemic: Empirical evidence from a food supply chain. (2024). Aljuneidi, Tariq ; Punia, Sushil ; Nikolopoulos, Konstantinos ; Jebali, Aida. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:3:p:936-952.

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2024Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Multi-sensor multi-mode fault diagnosis for lithium-ion battery packs with time series and discriminative features. (2024). Du, Limei ; Ma, Jingyan ; Hinds, Gareth ; Shen, Dongxu ; Yang, Dazhi ; Lyu, Chao ; Sun, Qingmin ; Wang, Lixin. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035454.

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2024A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor. (2024). Tarla, Esma Gultekin ; Gur, Yunus Emre ; Bulut, Emre ; Simsek, Ahmed Ihsan. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224028779.

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2024A profit driven optimal scheduling of virtual power plants for peak load demand in competitive electricity markets with machine learning based forecasted generations. (2024). Tiwari, Prashant Kumar ; Srivastava, Mahima. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224028524.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201.

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2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Corani, Giorgio ; Azzimonti, Dario. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469.

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2024Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Ma, Ruijun ; Reddy, Rohan ; Meetei, Nganba O ; Cao, Mengfei ; Dicker, Lee ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489.

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2024Forecast combination-based forecast reconciliation: Insights and extensions. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514.

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2024Likelihood-based inference in temporal hierarchies. (2024). Nystrup, Peter ; Moller, Jan Kloppenborg ; Madsen, Henrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531.

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2024Forecasting Australian fertility by age, region, and birthplace. (2024). Shang, Han Lin ; Yang, Yang ; Raymer, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548.

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2024Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563.

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2024Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates. (2024). Tekgu, Hasan ; Cengiz, Doruk. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:564-580.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions. (2024). Abolghasemi, Mahdi ; Tarr, Garth ; Bergmeir, Christoph. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:597-615.

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2024Optimal hierarchical EWMA forecasting. (2024). Sbrana, Giacomo ; Pelagatti, Matteo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625.

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

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2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues. (2024). Hyndman, Rob ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2024Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448.

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2024Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts. (2024). Filzmoser, Peter ; Neubauer, Lukas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1622-1645.

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2024Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700.

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2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

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2024From vineyard to table: Uncovering wine quality for sales management through machine learning. (2024). Wang, Yichuan ; Gupta, Suraksha ; Luo, Shuai ; Ma, Rui ; Cao, Dongmei ; Mao, DI. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000808.

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2024A novel online portfolio selection approach based on pattern matching and ESG factors. (2024). Asaad, Seyed Mehrzad ; Barak, Sasan ; Fereydooni, Ali. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001391.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Xu, Yan ; Liu, Tianli ; Du, Pei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309.

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2024Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811.

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2024The value of solar forecasts and the cost of their errors: A review. (2024). Gandhi, Oktoviano ; Yagli, Gokhan Mert ; Srinivasan, Dipti ; Kumar, Dhivya Sampath ; Yang, Dazhi ; Rodriguez-Gallegos, Carlos D ; Zhang, Wenjie ; Reindl, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007736.

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2024The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466.

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2024The impact of forum content on data science open innovation performance: A system dynamics-based causal machine learning approach. (2024). Kunc, Martin ; Li, Libo ; Yu, Huan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006212.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04.

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2024End-to-End Top-Down Load Forecasting Model for Residential Consumers. (2024). Li, Weihua ; Lie, Tek Tjing ; Tito, Shafiqur Rahman ; Parkash, Barkha. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:11:p:2550-:d:1401393.

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2024Cross-Temporal Hierarchical Forecast Reconciliation of Natural Gas Demand. (2024). Povinelli, Richard J ; Corliss, George F ; Quinn, Colin O. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3077-:d:1419885.

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2024A Hybrid Approach for Hierarchical Forecasting of Industrial Electricity Consumption in Brazil. (2024). Serrano, Ronald Miguel ; Rodrigues, Paulo Canas ; Lopes, Marlon Mesquita ; da Silva, Josiane ; Lopez-Gonzales, Javier Linkolk ; Coelho, Felipe Leite. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3200-:d:1425416.

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2024Global and Local Approaches for Forecasting of Long-Term Natural Gas Consumption in Poland Based on Hierarchical Short Time Series. (2024). Gawe, Bartomiej ; Paliski, Andrzej. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:347-:d:1316276.

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2024An Alternative Proof of Minimum Trace Reconciliation. (2024). Ando, Sakai ; Narita, Futoshi. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:2:p:25-461:d:1417163.

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2024Forecasting Thailand’s Transportation CO 2 Emissions: A Comparison among Artificial Intelligent Models. (2024). Ratanavaraha, Vatanavongs ; Janhuaton, Thananya ; Jomnonkwao, Sajjakaj. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:2:p:26-484:d:1418607.

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2024Hierarchical Time Series Forecasting of Fire Spots in Brazil: A Comprehensive Approach. (2024). Rodrigues, Paulo Canas ; Pinheiro, Ana Caroline. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:3:p:39-670:d:1424102.

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2024Statistical Analysis of Overseas Tourist Arrivals to South Africa in Assessing the Impact of COVID-19 on Sustainable Development. (2024). Makoni, Tendai ; Chipumuro, Musara ; Chikobvu, Delson. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5756-:d:1429781.

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2024Forecasting to support EMS tactical planning: what is important and what is not. (2024). Rezaei, Mostafa ; Ingolfsson, Armann. In: Health Care Management Science. RePEc:kap:hcarem:v:27:y:2024:i:4:d:10.1007_s10729-024-09690-7.

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2024Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities. (2024). Kim, Taehoon ; Ando, Sakai. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:4:d:10.1057_s41308-023-00225-8.

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2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

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2024Collaborative forecasting of tourism demand for multiple tourist attractions with spatial dependence: A combined deep learning model. (2024). Yao, Yanbo ; Han, Tian-Yu ; Bi, Jian-Wu. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:2:p:361-388.

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2025Point and interval prediction of crude oil futures prices based on chaos theory and multiobjective slime mold algorithm. (2025). Chen, Heli ; Wang, Yong ; Sun, Weixin ; Liu, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04781-6.

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2024Forecasting of Indian and foreign tourist arrivals to Himachal Pradesh using Decomposition, Box–Jenkins, and Holt–Winters exponential smoothing methods. (2024). Manisha, Keerti ; Singh, Inderpal. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:8:y:2024:i:3:d:10.1007_s41685-024-00344-8.

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2024Is peer-to-peer demand cointegrated at the listing level?. (2024). Surez-Vega, Rafael ; Rachinger, Heiko ; Prez-Rodrguez, Jorge V. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02522-7.

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2024Deep learning systems for forecasting the prices of crude oil and precious metals. (2024). Lahmiri, Salim ; Foroutan, Parisa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00637-z.

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2025Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0.

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2024Testing the External Shock Narrative of the Conflict on Transition Towards Knowledge Economy in Syria. (2024). Alnafrah, Ibrahim ; Mouselli, Sulaiman. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01121-2.

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2025Hierarchical Time Series Forecasting of COVID-19 Cases Using County-Level Clustering Data. (2025). Razzaghi, Talayeh ; Gonzlez, Andrs D ; Nicholson, Charles D ; Shimamura, Airi ; Mohanty, Sonaxy. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:1:d:10.1007_s43069-025-00424-1.

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2024Assessing the Impact of External Shocks on the Development of the Manufacturing Industry. (2024). Furmanov, Kirill ; Turovets, Yu V. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:35:y:2024:i:5:d:10.1134_s1075700724700230.

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2024Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00738-6.

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2024Identification of canonical models for vectors of time series: a subspace approach. (2024). Garcia-Hiernaux, Alfredo ; Casals, Jose ; Jerez, Miguel. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01451-y.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149.

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2024A deep learning hierarchical approach to road traffic forecasting. (2024). Bey, Kadda Beghdad ; Benarmas, Redouane Benabdallah. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1294-1307.

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2024Measuring the advantages of contemporaneous aggregation in forecasting. (2024). , William ; Li, Zeda. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1308-1320.

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2025A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data. (2025). Abedin, Mohammad Zoynul ; Zhang, Justin Zuopeng ; Hou, Xiaoyu ; Xia, Huosong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:112-135.

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2025Forecasting house price index with social media sentiment: A decomposition–ensemble approach. (2025). Shao, Jin ; Yu, Lean ; Hong, Jingke ; Wang, Xianzhu. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:216-241.

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2025Macroeconomic real‐time forecasts of univariate models with flexible error structures. (2025). Hou, Chenghan ; Zhang, BO ; Trinh, Kelly. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:59-78.

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2025Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe. (2025). Lovaglio, Pietro Giorgio. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:753-780.

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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.
[Full Text][Citation analysis]		paper37
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 nother version. Agregated cites: 37		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 nother version. Agregated cites: 37		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 nother version. Agregated cites: 37		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 nother version. Agregated cites: 37		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 nother version. Agregated cites: 37		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 nother version. Agregated cites: 37		paper
2008VARMA versus VAR for Macroeconomic Forecasting In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article39
2006VARMA versus VAR for Macroeconomic Forecasting.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 39		paper
2003Statistical Inference and Changes in Income Inequality in Australia In: The Economic Record.
[Full Text][Citation analysis]		article24
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 nother version. Agregated cites: 24		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]		article17
2006A Complete VARMA Modelling Methodology Based on Scalar Components.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2016Canadian monetary policy analysis using a structural VARMA model In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article11
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 nother version. Agregated cites: 11		paper
2014Canadian monetary policy analysis using a structural VARMA model.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2016Canadian monetary policy analysis using a structural VARMA model.(2016) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
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]		article29
2018Cross-temporal coherent forecasts for Australian tourism.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article125
2007Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 125		paper
2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model In: Economic Modelling.
[Full Text][Citation analysis]		article3
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 nother version. Agregated cites: 3		paper
2017Forecasting with temporal hierarchies In: European Journal of Operational Research.
[Full Text][Citation analysis]		article70
2015Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2015Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 70		paper
2021Elucidate structure in intermittent demand series In: European Journal of Operational Research.
[Full Text][Citation analysis]		article20
2019Elucidate Structure in Intermittent Demand Series.(2019) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2009Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting.
[Full Text][Citation analysis]		article78
2007Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2011The tourism forecasting competition In: International Journal of Forecasting.
[Full Text][Citation analysis]		article98
2011The tourism forecasting competition.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		article
2009The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 98		paper
2011The value of feedback in forecasting competitions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2011The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2011The value of feedback in forecasting competitions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2011Forecasting tourist arrivals using time-varying parameter structural time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article53
2011Forecasting tourist arrivals using time-varying parameter structural time series models.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		article
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		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 nother version. Agregated cites: 16		paper
2018Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting.
[Full Text][Citation analysis]		article53
2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
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 nother version. Agregated cites: 15		paper
2020FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]		article61
2018FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 61		paper
2021Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting.
[Full Text][Citation analysis]		article43
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2019) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2011Modelling Australian domestic and international inbound travel: a spatial–temporal approach In: Tourism Management.
[Full Text][Citation analysis]		article12
2009Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2014Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach In: Tourism Management.
[Full Text][Citation analysis]		article10
2006Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers.
[Full Text][Citation analysis]		paper14
2007Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		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 nother version. Agregated cites: 14		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 nother 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 nother 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 nother version. Agregated cites: 10		paper
2014Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]		article9
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]		paper7
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]		paper11
2012Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		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]		paper8
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.
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This paper has nother 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]		paper3
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]		paper77
2019Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.(2019) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 77		article
2017Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper9
2018Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper17
2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2020On the Evaluation of Hierarchical Forecasts In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper10
2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper18
2012Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods In: Applied Economics.
[Full Text][Citation analysis]		article19

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team