17
H index
27
i10 index
1036
Citations
Monash University (50% share) | 17 H index 27 i10 index 1036 Citations RESEARCH PRODUCTION: 33 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with George Athanasopoulos. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 13 |
European Journal of Operational Research | 2 |
The Economic Record | 2 |
Tourism Management | 2 |
Year ![]() | Title of citing document ![]() | |
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2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169. Full description at Econpapers || Download paper | |
2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2024 | Neural Network Modeling for Forecasting Tourism Demand in Stopi\{c}a Cave: A Serbian Cave Tourism Study. (2024). Tomi, Nemanja ; Markovi, Slobodan ; Anti, Aleksandar ; Mili, Srdjan ; Baji, Buda. In: Papers. RePEc:arx:papers:2404.04974. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper | |
2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper | |
2024 | Consumer 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. Full description at Econpapers || Download paper | |
2024 | Interpretable domain-informed and domain-agnostic features for supervised and unsupervised learning on building energy demand data. (2024). Kazmi, Hussain ; Miller, Clayton ; Khalil, Mohamad ; Balint, Attila ; Fu, Chun ; Canaydin, Ada. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001247. Full description at Econpapers || Download paper | |
2025 | On 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. Full description at Econpapers || Download paper | |
2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. Full description at Econpapers || Download paper | |
2024 | Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Udenio, Maximiliano ; Boute, Robert N ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539. Full description at Econpapers || Download paper | |
2024 | When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Hoberg, Kai ; Schlaich, Tim. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49. 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 | Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). Sowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian ; Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272. Full description at Econpapers || Download 2024 | Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841. Full description at Econpapers || Download paper |
2024 | Multi-sensor multi-mode fault diagnosis for lithium-ion battery packs with time series and discriminative features. (2024). Lyu, Chao ; Yang, Dazhi ; Shen, Dongxu ; Wang, Lixin ; Du, Limei ; Sun, Qingmin ; Hinds, Gareth ; Ma, Jingyan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035454. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176. Full description at Econpapers || Download paper | |
2024 | Empirical 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. 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 | Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Azzimonti, Dario ; Corani, Giorgio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469. Full description at Econpapers || Download paper | |
2024 | Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Dicker, Lee ; Cao, Mengfei ; Reddy, Rohan ; Ma, Ruijun ; Meetei, Nganba O ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489. Full description at Econpapers || Download paper | |
2024 | Forecast combination-based forecast reconciliation: Insights and extensions. (2024). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514. Full description at Econpapers || Download paper | |
2024 | Likelihood-based inference in temporal hierarchies. (2024). Madsen, Henrik ; Nystrup, Peter ; Moller, Jan Kloppenborg. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531. Full description at Econpapers || Download paper | |
2024 | Forecasting Australian fertility by age, region, and birthplace. (2024). Raymer, James ; Shang, Han Lin ; Yang, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548. Full description at Econpapers || Download paper | |
2024 | Hierarchical 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. Full description at Econpapers || Download paper | |
2024 | Counterfactual 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. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596. Full description at Econpapers || Download paper | |
2024 | Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions. (2024). Bergmeir, Christoph ; Tarr, Garth ; Abolghasemi, Mahdi. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:597-615. Full description at Econpapers || Download paper | |
2024 | Optimal hierarchical EWMA forecasting. (2024). Pelagatti, Matteo ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625. Full description at Econpapers || Download paper | |
2024 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640. Full description at Econpapers || Download paper | |
2024 | Properties 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. Full description at Econpapers || Download paper | |
2024 | Improving 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. Full description at Econpapers || Download paper | |
2024 | Hierarchical 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. Full description at Econpapers || Download paper | |
2024 | Conditionally 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. Full description at Econpapers || Download paper | |
2024 | From vineyard to table: Uncovering wine quality for sales management through machine learning. (2024). Wang, Yichuan ; Gupta, Suraksha ; Luo, Shuai ; Cao, Dongmei ; Mao, DI. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000808. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper | |
2024 | Volatility 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). Du, Pei ; Liu, Tianli ; Xu, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309. Full description at Econpapers || Download paper | |
2024 | Market 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. Full description at Econpapers || Download paper | |
2024 | The value of solar forecasts and the cost of their errors: A review. (2024). Kumar, Dhivya Sampath ; Zhang, Wenjie ; Gandhi, Oktoviano ; Srinivasan, Dipti ; Reindl, Thomas ; Yang, Dazhi ; Yagli, Gokhan Mert ; Rodriguez-Gallegos, Carlos D. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007736. Full description at Econpapers || Download paper | |
2024 | The impact of forum content on data science open innovation performance: A system dynamics-based causal machine learning approach. (2024). Kunc, Martin ; Yu, Huan ; Li, Libo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006212. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04. Full description at Econpapers || Download paper | |
2024 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | Systematizing 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Point 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. Full description at Econpapers || Download paper | |
2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper | |
2024 | Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149. Full description at Econpapers || Download paper | |
2025 | A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data. (2025). Zhang, Justin Zuopeng ; Hou, Xiaoyu ; Xia, Huosong ; Abedin, Mohammad Zoynul. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:112-135. Full description at Econpapers || Download paper | |
2025 | Forecasting house price index with social media sentiment: A decomposition–ensemble approach. (2025). Yu, Lean ; Hong, Jingke ; Wang, Xianzhu ; Shao, Jin. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:216-241. Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2010 | Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series. [Full Text][Citation analysis] | paper | 37 |
2011 | Model 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 | |
2009 | Model 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 | |
2010 | Model 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 | |
2010 | Model 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 | |
2011 | Model 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 | |
2009 | Model 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 | |
2008 | VARMA versus VAR for Macroeconomic Forecasting In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 38 |
2006 | VARMA versus VAR for Macroeconomic Forecasting.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2003 | Statistical Inference and Changes in Income Inequality in Australia In: The Economic Record. [Full Text][Citation analysis] | article | 24 |
2002 | Statistical 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 | |
2014 | Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis In: The Economic Record. [Full Text][Citation analysis] | article | 1 |
2008 | A complete VARMA modelling methodology based on scalar components In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 17 |
2006 | A Complete VARMA Modelling Methodology Based on Scalar Components.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Canadian monetary policy analysis using a structural VARMA model In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 10 |
2013 | Canadian 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: 10 | paper | |
2014 | Canadian monetary policy analysis using a structural VARMA model.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Canadian 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: 10 | article | |
2004 | Are VAR Models Good Enough? In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
2019 | Cross-temporal coherent forecasts for Australian tourism In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 29 |
2018 | Cross-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 | |
2011 | Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 123 |
2007 | Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
2019 | Analysis of shock transmissions to a small open emerging economy using a SVARMA model In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2018 | Analysis 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 | |
2017 | Forecasting with temporal hierarchies In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 69 |
2015 | Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2015 | Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2021 | Elucidate structure in intermittent demand series In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 20 |
2019 | Elucidate 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 | |
2009 | Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 77 |
2007 | Hierarchical 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: 77 | paper | |
2011 | The tourism forecasting competition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 98 |
2011 | The tourism forecasting competition.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2009 | The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2011 | The value of feedback in forecasting competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2011 | The 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 | |
2011 | The value of feedback in forecasting competitions.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2011 | Forecasting tourist arrivals using time-varying parameter structural time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
2011 | Forecasting 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 | |
2011 | Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2011 | Beyond 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 | |
2009 | Beyond 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 | |
2018 | Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 52 |
2019 | Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2017 | Macroeconomic 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 | |
2020 | FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 61 |
2018 | FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2021 | Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 43 |
2019 | Forecast 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 | |
2020 | Forecast 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 | |
2011 | Modelling Australian domestic and international inbound travel: a spatial–temporal approach In: Tourism Management. [Full Text][Citation analysis] | article | 12 |
2009 | Modelling 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 nother version. Agregated cites: 12 | paper | |
2014 | Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach In: Tourism Management. [Full Text][Citation analysis] | article | 10 |
2006 | Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 14 |
2007 | Nonlinear 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 | |
2002 | Nonlinear 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 | |
2017 | The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The 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 | |
2005 | Forecasting 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] | paper | 10 |
2006 | Forecasting 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 | |
2005 | Forecasting 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 | |
2014 | Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 9 |
2001 | Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Modelling and forecasting Australian domestic tourism In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2009 | Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Two 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: 8 | article | |
2010 | Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | VARMA models for Malaysian Monetary Policy Analysis In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Domestic and outbound tourism demand in Australia: a System-of-Equations Approach In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Determination 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] | paper | 2 |
2016 | Determination 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 nother version. Agregated cites: 2 | article | |
2015 | Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 75 |
2019 | Optimal 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 nother version. Agregated cites: 75 | article | |
2017 | Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 17 |
2019 | Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | On the Evaluation of Hierarchical Forecasts In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 17 |
2012 | Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
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