20
H index
28
i10 index
1458
Citations
Monash University | 20 H index 28 i10 index 1458 Citations RESEARCH PRODUCTION: 44 Articles 62 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Farshid Vahid. | Is cited by: | Cites to: |
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2024 | Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2024). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707. Full description at Econpapers || Download paper |
2024 | Learning to be Indifferent in Complex Decisions: A Coarse Payoff-Assessment Model. (2024). Jehiel, Philippe ; Satpathy, Aviman. In: Papers. RePEc:arx:papers:2412.09321. Full description at Econpapers || Download paper |
2024 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper |
2024 | Trends 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. 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 | Nonlinear 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. Full description at Econpapers || Download paper |
2024 | House 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. Full description at Econpapers || Download paper |
2024 | Do Chinas pilot emissions trading schemes lead to domestic carbon leakage? Perspective from the firm relocation. (2024). Yu, Lihong ; Pan, Xian. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422. Full description at Econpapers || Download paper |
2024 | Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659. 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 |
2025 | Directions 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. Full description at Econpapers || Download paper |
2024 | Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+. (2024). Webel, K ; Smyk, A. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:m2024-04. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2008 | John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) In: Agenda - A Journal of Policy Analysis and Reform. [Full Text][Citation analysis] | article | 0 |
2005 | Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 41 |
2007 | Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?.(2007) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2005 | The 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. [Full Text][Citation analysis] | paper | 2 |
2008 | Global Temperature Trends In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 2 |
2011 | Global Temperature Trends.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2010 | Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 11 |
2010 | Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
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 | 36 |
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: 36 | 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: 36 | 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: 36 | 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: 36 | 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: 36 | 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: 36 | paper | |
2008 | VARMA versus VAR for Macroeconomic Forecasting In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 43 |
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: 43 | paper | |
2001 | Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices In: Australian Economic Papers. [Full Text][Citation analysis] | article | 7 |
2001 | Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic In: Australian Economic Review. [Full Text][Citation analysis] | article | 1 |
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 | |
2016 | Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record. [Full Text][Citation analysis] | article | 38 |
2008 | A complete VARMA modelling methodology based on scalar components In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 20 |
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: 20 | paper | |
2005 | Nonlinear Correlograms and Partial Autocorrelograms* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2003 | Nonlinear Correlograms and Partial Autocorrelograms.(2003) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2001 | PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 45 |
2000 | Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models..(2000) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2004 | Strategy Similarity and Coordination In: Economic Journal. [Full Text][Citation analysis] | article | 22 |
2001 | Strategy Similarity and Coordination..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2004 | Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 0 |
2004 | Are VAR Models Good Enough? In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
2000 | Clustering Regression Functions in a Panel In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
2010 | Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2019 | The global effects of productivity gains in Asian emerging economies In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2017 | On weak identification in structural VARMA models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1998 | On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2002 | The importance of common cyclical features in VAR analysis: a Monte-Carlo study In: Journal of Econometrics. [Full Text][Citation analysis] | article | 65 |
2001 | The importance of common cyclical features in VAR analysis: a Monte-Carlo study.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2001 | The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2006 | Common features In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2006 | The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2001 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2002 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2002 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2003 | The 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). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2001 | The 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2022 | Global temperatures and greenhouse gases: A common features approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2019 | Global Temperatures and Greenhouse Gases: A Common Features Approach.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2019 | Global temperatures and greenhouse gases - a common features approach.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
1997 | Codependent cycles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 83 |
1998 | Testing multiple equation systems for common nonlinear components In: Journal of Econometrics. [Full Text][Citation analysis] | article | 84 |
2008 | Forecasting time series with multiple seasonal patterns In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 47 |
2023 | Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach.(2022) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Asymmetric pricing of diesel at its source In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
1999 | Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 71 |
2001 | Predicting How People Play Games: A Simple Dynamic Model of Choice In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 42 |
1999 | Predicting how People Play Games: a Simple Dynamic Model of Choice..(1999) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
1997 | Shorte-run forecasts of electricity loads and peaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 106 |
2019 | Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
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: 16 | paper | |
2023 | Multi-population mortality projection: The augmented common factor model with structural breaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2001 | Common cycles and the importance of transitory shocks to macroeconomic aggregates In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 104 |
2012 | Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
2007 | Necessity of negative serial correlation for mean-reversion of stock prices In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
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 | |
2007 | CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 12 |
2007 | Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | |
2020 | Sectoral employment dynamics in Australia In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Sectoral Employment Dynamics in Australia.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1994 | Common cycles in macroeconomic aggregates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 4 |
1995 | Common cycles in macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
1998 | Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
1999 | The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
2011 | Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
2010 | Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach.(2010) In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
2006 | The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2006 | The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
1993 | Common Trends and Common Cycles. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 305 |
1999 | Does International Trade Synchronize Business Cycles? In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 22 |
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 |
2003 | The Decline in Income Growth Volatility in the United States: Evidence from Regional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2005 | Forecasting Time-Series with Correlated Seasonality In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 | VARs, Cointegration and Common Cycle Restrictions In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Common non-linearities in multiple series of stock market volatility 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 | |
2014 | The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 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 |
2023 | Does Climate Sensitivity Differ Across Regions? In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective In: SAGE Open. [Full Text][Citation analysis] | article | 0 |
2014 | Forecasting with EC-VARMA models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | VAR(MA), what is it good for? more bad news for reduced-form estimation and inference In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2009 | Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues In: Journal of International Development. [Full Text][Citation analysis] | article | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team