Farshid Vahid : Citation Profile

Monash University

20

H index

29

i10 index

1476

Citations

RESEARCH PRODUCTION:

45

Articles

62

Papers

1

Books

6

Chapters

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 47
   Journals where Farshid Vahid has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 37 (2.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva160
   Updated: 2026-01-17    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Anderson, Heather (6)

GAO, Jiti (4)

Wong, Benjamin (3)

Caggiano, Giovanni (3)

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

Is cited by:

Issler, João (133)

Hecq, Alain (111)

Guillén, Osmani (67)

Cubadda, Gianluca (57)

Athanasopoulos, George (30)

Palm, Franz (26)

Narayan, Paresh (25)

Gaglianone, Wagner (18)

Weber, Enzo (17)

Cheung, Yin-Wong (16)

FRANCO NETO, AFONSO (16)

Cites to:

Engle, Robert (57)

Pesaran, Mohammad (26)

Watson, Mark (25)

Phillips, Peter (22)

Kozicki, Sharon (19)

Anderson, Heather (18)

Campbell, John (18)

Sims, Christopher (18)

Diebold, Francis (17)

Bollerslev, Tim (17)

Stock, James (17)

Main data

Where Farshid Vahid has published?

Journals with more than one article published# docs
Journal of Econometrics7
Journal of Applied Econometrics5
International Journal of Forecasting3
Journal of Applied Econometrics3
Journal of Business & Economic Statistics2
Economics Letters2
Energy Economics2
The Economic Record2
Economic Modelling2
Games and Economic Behavior2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics30
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)13
Econometric Society 2004 Australasian Meetings / Econometric Society2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing Farshid Vahid (2025 and 2024)

YearTitle of citing document
2024mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters. (2024). Trull, Oscar ; Garc, Carlos J ; Peir, Angel. In: Papers. RePEc:arx:papers:2402.10982.

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2025Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2025). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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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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2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach. (2024). Wilms, Ines ; Hecq, Alain ; Ricardo, Ivan. In: Papers. RePEc:arx:papers:2407.07973.

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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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2024Learning to be Indifferent in Complex Decisions: A Coarse Payoff-Assessment Model. (2024). Jehiel, Philippe ; Satpathy, Aviman. In: Papers. RePEc:arx:papers:2412.09321.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Real‐Time Data, Revisions and the Predictive Ability of DSGE Models. (2025). Reichel, Vlastimil ; Chalmoviansk, Jakub ; Cuaresma, Jess Crespo ; Apek, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:87:y:2025:i:6:p:1059-1080.

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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2024Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762.

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2025Testing for common trends and patterns in functional time series data. (2025). Xu, Xiu ; Chen, LI. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002770.

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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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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

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2024Do Chinas pilot emissions trading schemes lead to domestic carbon leakage? Perspective from the firm relocation. (2024). Pan, Xian ; Yu, Lihong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422.

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2024A time-frequency-based interval decomposition ensemble method for forecasting gasoil prices under the trend of low-carbon development. (2024). Yan, Zichun ; Sun, Yuying ; Wang, Shouyang ; Tian, Fangzhu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003177.

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2025Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning. (2025). Zhang, Xibin ; Wei, Wei ; Anderson, Heather M ; Sun, Xiaotong. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s014098832500221x.

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2025Interpretable spatiotemporal urban energy forecasting. (2025). Niu, Zhibin ; Li, Xiang ; Peng, Jieyang ; Wang, Chaofan ; Zhao, Letian ; Liu, Xiufeng ; Jia, Siyuan. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225031457.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Shahedur, MD ; Damianov, Damian S. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2025Boosting domain-specific models with shrinkage: An application in mortality forecasting. (2025). Li, Han ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:191-207.

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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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2024Food transportation and price impacted by diesel price and truck-driver shortage pre-, amid and post pandemic. (2024). El-Rayes, Nesreen ; Shi, Jim ; Chang, Aichih Jasmine ; Zhou, Fuqin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:192:y:2024:i:c:s1366554524003855.

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2024An Econometric and Time Series Analysis of the USTC Depeg’s Impact on the LUNA Classic Price Crash During Spring 2022’s Crypto Market Turmoil. (2024). Diop, Papa Ousseynou. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:4:p:24-459:d:1534437.

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2025Forecasting the Number of Electric Vehicles in Turkey Towards 2030: SARIMA Approach. (2025). Sara, Mahmut Sami ; Ertrk, Mehmet Ali. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:18:p:4808-:d:1746046.

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2025Directions of Price Transmission on the Diesel Oil Market in Poland. (2025). Przekota, Grzegorz ; Szczepaska-Przekota, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:1:p:139-:d:1558348.

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2024Does the Carbon Emissions Trading Pilot Policy Have a Demonstrated Impact on Advancing Low-Carbon Technology? Evidence from a Case Study in Beijing, China. (2024). Fu, Meichen ; Zhong, Jiaxin ; Zhang, Jianjun. In: Land. RePEc:gam:jlands:v:13:y:2024:i:8:p:1276-:d:1455121.

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2024Short-Term Prediction of Origin–Destination Passenger Flow in Urban Rail Transit Systems with Multi-Source Data: A Deep Learning Method Fusing High-Dimensional Features. (2024). Shen, Jincong ; Dai, Huizi ; Mo, Shanglin ; Su, Huanyin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3204-:d:1497593.

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2024Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3.

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2025A Smooth Transition Autoregressive Model for Matrix-Variate Time Series. (2025). Bucci, Andrea. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10568-7.

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2024Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+. (2024). Smyk, A ; Webel, K. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:m2024-04.

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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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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2024Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

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2025Short-term interval-valued load forecasting with a combined strategy of iHW and multioutput machine learning. (2025). Shao, Xueyan ; Song, Jie ; Gao, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-024-06446-y.

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2024A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns. (2024). Ülkü, Numan ; Kizlerli, Deniz ; Erolu, Burak Alparslan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02541-4.

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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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2024US monetary policy, the global financial cycle and cross-country financial cycles. (2024). Gupta, Vrinda ; Dubey, Amlendu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09680-z.

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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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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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Works by Farshid Vahid:

YearTitleTypeCited
2008John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) In: Agenda - A Journal of Policy Analysis and Reform.
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2005Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? In: ANU Working Papers in Economics and Econometrics.
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2007Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?.(2007) In: Journal of Business & Economic Statistics.
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2005The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition In: ANU Working Papers in Economics and Econometrics.
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2008Global Temperature Trends In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper2
2011Global Temperature Trends.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2010Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps In: ANU Working Papers in Economics and Econometrics.
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2010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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2010Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series.
[Full Text][Citation analysis]		paper36
2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
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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).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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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).
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2008VARMA versus VAR for Macroeconomic Forecasting In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article44
2006VARMA versus VAR for Macroeconomic Forecasting.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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2001Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices In: Australian Economic Papers.
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2001Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic In: Australian Economic Review.
[Full Text][Citation analysis]		article1
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.
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2016Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record.
[Full Text][Citation analysis]		article38
2008A complete VARMA modelling methodology based on scalar components In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article20
2006A Complete VARMA Modelling Methodology Based on Scalar Components.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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2005Nonlinear Correlograms and Partial Autocorrelograms* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2003Nonlinear Correlograms and Partial Autocorrelograms.(2003) In: Monash Econometrics and Business Statistics Working Papers.
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2001PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article45
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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2004Strategy Similarity and Coordination In: Economic Journal.
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2001Strategy Similarity and Coordination..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2004Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model In: Econometric Society 2004 Australasian Meetings.
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2004Are VAR Models Good Enough? In: Econometric Society 2004 Australasian Meetings.
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2000Clustering Regression Functions in a Panel In: Econometric Society World Congress 2000 Contributed Papers.
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2011Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling.
[Full Text][Citation analysis]		article11
2010Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2019The global effects of productivity gains in Asian emerging economies In: Economic Modelling.
[Full Text][Citation analysis]		article1
2017On weak identification in structural VARMA models In: Economics Letters.
[Full Text][Citation analysis]		article1
1998On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity In: Economics Letters.
[Full Text][Citation analysis]		article2
2002The importance of common cyclical features in VAR analysis: a Monte-Carlo study In: Journal of Econometrics.
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2001The importance of common cyclical features in VAR analysis: a Monte-Carlo study.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2006Common features In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2006The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2001The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2002The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2002) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2022Global temperatures and greenhouse gases: A common features approach In: Journal of Econometrics.
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2019Global Temperatures and Greenhouse Gases: A Common Features Approach.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2019Global temperatures and greenhouse gases - a common features approach.(2019) In: Working Papers.
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1997Codependent cycles In: Journal of Econometrics.
[Full Text][Citation analysis]		article83
1998Testing multiple equation systems for common nonlinear components In: Journal of Econometrics.
[Full Text][Citation analysis]		article86
2008Forecasting time series with multiple seasonal patterns In: European Journal of Operational Research.
[Full Text][Citation analysis]		article49
2023Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach In: Energy Economics.
[Full Text][Citation analysis]		article4
2022Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach.(2022) In: Monash Econometrics and Business Statistics Working Papers.
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2015Asymmetric pricing of diesel at its source In: Energy Economics.
[Full Text][Citation analysis]		article14
1999Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice In: Games and Economic Behavior.
[Full Text][Citation analysis]		article70
2001Predicting How People Play Games: A Simple Dynamic Model of Choice In: Games and Economic Behavior.
[Full Text][Citation analysis]		article42
1999Predicting how People Play Games: a Simple Dynamic Model of Choice..(1999) In: Monash Econometrics and Business Statistics Working Papers.
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1997Shorte-run forecasts of electricity loads and peaks In: International Journal of Forecasting.
[Full Text][Citation analysis]		article107
2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2023Multi-population mortality projection: The augmented common factor model with structural breaks In: International Journal of Forecasting.
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2001Common cycles and the importance of transitory shocks to macroeconomic aggregates In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article104
2012Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article11
2007Necessity of negative serial correlation for mean-reversion of stock prices In: The Quarterly Review of Economics and Finance.
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2006Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers.
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2007Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics.
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2002Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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2007CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers.
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2007Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2003The Decline in Income Growth Volatility in the United States: Evidence from Regional Data In: Monash Econometrics and Business Statistics Working Papers.
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2005Forecasting Time-Series with Correlated Seasonality In: Monash Econometrics and Business Statistics Working Papers.
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2009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers.
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2014Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations In: Monash Econometrics and Business Statistics Working Papers.
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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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2014The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective In: Monash Econometrics and Business Statistics Working Papers.
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2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
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2023Does Climate Sensitivity Differ Across Regions? In: Monash Econometrics and Business Statistics Working Papers.
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2024Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective In: SAGE Open.
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