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George Athanasopoulos

Personal Details

First Name:George
Middle Name:
Last Name:Athanasopoulos
Suffix:
RePEc Short-ID:pat48
https://research.monash.edu/en/persons/george-athanasopoulos
+613 99031075
Terminal Degree:2007 Department of Econometrics and Business Statistics; Monash Business School; Monash University (from RePEc Genealogy)

Affiliation

(50%) Department of Econometrics and Business Statistics
Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/econometrics-and-business-statistics
RePEc:edi:dxmonau (more details at EDIRC)

(50%) Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/
RePEc:edi:fbmonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
  2. Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2020. "Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation," Monash Econometrics and Business Statistics Working Papers 26/20, Monash University, Department of Econometrics and Business Statistics.
  3. Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2019. "Forecast Reconciliation: A geometric View with New Insights on Bias Correction," Monash Econometrics and Business Statistics Working Papers 18/19, Monash University, Department of Econometrics and Business Statistics.
  4. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019. "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers 2/19, Monash University, Department of Econometrics and Business Statistics.
  5. Nikolaos Kourentzes & George Athanasopoulos, 2019. "Elucidate Structure in Intermittent Demand Series," Monash Econometrics and Business Statistics Working Papers 27/19, Monash University, Department of Econometrics and Business Statistics.
  6. Raghavan, Mala & Athanasopoulos, George, 2018. "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Working Papers 2018-02, University of Tasmania, Tasmanian School of Business and Economics.
  7. Nikolaos Kourentzes & George Athanasopoulos, 2018. "Cross-temporal coherent forecasts for Australian tourism," Monash Econometrics and Business Statistics Working Papers 24/18, Monash University, Department of Econometrics and Business Statistics.
  8. Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos, 2018. "Meta-learning how to forecast time series," Monash Econometrics and Business Statistics Working Papers 6/18, Monash University, Department of Econometrics and Business Statistics.
  9. Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018. "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers 19/18, Monash University, Department of Econometrics and Business Statistics.
  10. Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018. "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers 11/18, Monash University, Department of Econometrics and Business Statistics.
  11. Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos, 2017. "Bayesian Inference for a 1-Factor Copula Model," Monash Econometrics and Business Statistics Working Papers 6/17, Monash University, Department of Econometrics and Business Statistics.
  12. Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017. "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers 2/17, Monash University, Department of Econometrics and Business Statistics.
  13. Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2017. "Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 22/17, Monash University, Department of Econometrics and Business Statistics.
  14. Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," Monash Econometrics and Business Statistics Working Papers 1/17, Monash University, Department of Econometrics and Business Statistics.
  15. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
  16. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
  17. Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015. "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 15/15, Monash University, Department of Econometrics and Business Statistics.
  18. George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
  19. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2013. "Canadian Monetary Policy Analysis using a Structural VARMA Model," Monash Econometrics and Business Statistics Working Papers 4/13, Monash University, Department of Econometrics and Business Statistics.
  20. George Athanasopoulos & Minfeng Deng & Gang Li & Haiyan Song, 2013. "Domestic and outbound tourism demand in Australia: a System-of-Equations Approach," Monash Econometrics and Business Statistics Working Papers 6/13, Monash University, Department of Econometrics and Business Statistics.
  21. George Athanasopoulos & Rob J Hyndman, 2011. "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers 3/11, Monash University, Department of Econometrics and Business Statistics.
  22. George Athanasopoulos & Ashton de Silva, 2010. "Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand," Monash Econometrics and Business Statistics Working Papers 11/09, Monash University, Department of Econometrics and Business Statistics.
  23. George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
  24. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers 6/09, Monash University, Department of Econometrics and Business Statistics.
  25. Minfeng Deng & George Athanasopoulos, 2009. "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers 10/09, Monash University, Department of Econometrics and Business Statistics.
  26. Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  27. George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  28. George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
  29. Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
  30. George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009.
  31. George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics.
  32. George Athanasopoulos & Farshid Vahid, 2006. "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers 4/06, Monash University, Department of Econometrics and Business Statistics.
  33. George Athanasopoulos & Farshid Vahid, 2006. "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers 2/06, Monash University, Department of Econometrics and Business Statistics.
  34. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
  35. Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings 244, Econometric Society.
  36. Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002. "Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries," Monash Econometrics and Business Statistics Working Papers 20/02, Monash University, Department of Econometrics and Business Statistics.
  37. George Athanasopoulos & Farshid Vahid, 2002. "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers 9/02, Monash University, Department of Econometrics and Business Statistics.
  38. Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001. "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 7/01, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. Panagiotelis, Anastasios & Athanasopoulos, George & Gamakumara, Puwasala & Hyndman, Rob J., 2021. "Forecast reconciliation: A geometric view with new insights on bias correction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 343-359.
  2. Kourentzes, Nikolaos & Athanasopoulos, George, 2021. "Elucidate structure in intermittent demand series," European Journal of Operational Research, Elsevier, vol. 288(1), pages 141-152.
  3. Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020. "FFORMA: Feature-based forecast model averaging," International Journal of Forecasting, Elsevier, vol. 36(1), pages 86-92.
  4. Kourentzes, Nikolaos & Athanasopoulos, George, 2019. "Cross-temporal coherent forecasts for Australian tourism," Annals of Tourism Research, Elsevier, vol. 75(C), pages 393-409.
  5. Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019. "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, vol. 35(2), pages 616-633.
  6. Raghavan, Mala & Athanasopoulos, George, 2019. "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Economic Modelling, Elsevier, vol. 77(C), pages 187-203.
  7. Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2019. "Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 804-819, April.
  8. Wang, Jue & Athanasopoulos, George & Hyndman, Rob J. & Wang, Shouyang, 2018. "Crude oil price forecasting based on internet concern using an extreme learning machine," International Journal of Forecasting, Elsevier, vol. 34(4), pages 665-677.
  9. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
  10. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2016. "Canadian monetary policy analysis using a structural VARMA model," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 347-373, February.
  11. George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016. "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1100-1119, September.
  12. Athanasopoulos, George & Deng, Minfeng & Li, Gang & Song, Haiyan, 2014. "Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach," Tourism Management, Elsevier, vol. 45(C), pages 159-170.
  13. Rob J. Hyndman & George Athanasopoulos, 2014. "Optimally Reconciling Forecasts in a Hierarchy," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 35, pages 42-48, Fall.
  14. Ma. Rebecca Valenzuela & Hooi Hooi Lean & George Athanasopoulos, 2014. "Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 49-62, March.
  15. Mala Raghavan & Paramsothy Silvapulle & George Athanasopoulos, 2012. "Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods," Applied Economics, Taylor & Francis Journals, vol. 44(29), pages 3841-3856, October.
  16. George Athanasopoulos & D. Poskitt & Farshid Vahid, 2012. "Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 60-83.
  17. Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  18. Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, vol. 27(3), pages 845-849, July.
  19. Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  20. Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
  21. Deng, Minfeng & Athanasopoulos, George, 2011. "Modelling Australian domestic and international inbound travel: a spatial–temporal approach," Tourism Management, Elsevier, vol. 32(5), pages 1075-1084.
  22. Song, Haiyan & Li, Gang & Witt, Stephen F. & Athanasopoulos, George, 2011. "Forecasting tourist arrivals using time-varying parameter structural time series models," International Journal of Forecasting, Elsevier, vol. 27(3), pages 855-869, July.
  23. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
  24. Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
  25. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 533-554, May.
  26. Athanasopoulos, George & Vahid, Farshid, 2008. "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 237-252, April.
  27. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
  28. George Athanasopoulos & Farshid Vahid, 2003. "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, vol. 79(247), pages 412-424, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 45 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (33) 2006-01-24 2006-01-24 2006-10-28 2007-08-08 2007-08-08 2007-09-16 2009-03-22 2009-03-22 2009-03-22 2010-03-06 2010-04-17 2010-05-02 2010-09-25 2011-02-26 2011-08-02 2014-11-28 2015-09-18 2015-10-25 2016-01-18 2016-04-04 2017-02-05 2018-02-26 2018-06-18 2018-08-13 2018-08-27 2018-12-24 2018-12-24 2019-03-11 2019-10-28 2019-12-09 2020-02-03 2020-08-10 2020-08-24. Author is listed
  2. NEP-ECM: Econometrics (26) 2002-04-25 2002-12-18 2005-06-05 2006-01-24 2006-01-24 2006-01-24 2006-10-28 2007-08-08 2007-08-08 2009-03-22 2009-03-22 2009-03-22 2010-04-17 2010-05-02 2010-09-25 2014-11-28 2015-09-18 2016-01-18 2016-04-04 2017-04-30 2018-02-26 2018-06-18 2018-08-27 2018-12-24 2019-10-28 2020-08-24. Author is listed
  3. NEP-ETS: Econometric Time Series (23) 2002-04-25 2002-12-17 2005-06-05 2006-01-24 2006-01-24 2007-08-08 2007-08-08 2009-03-22 2009-03-22 2010-03-06 2010-04-17 2010-09-25 2011-08-02 2014-11-28 2015-09-18 2016-01-18 2016-04-04 2018-02-26 2018-08-13 2018-08-27 2018-12-24 2019-10-28 2019-12-09. Author is listed
  4. NEP-TUR: Tourism Economics (9) 2006-10-28 2007-09-16 2009-02-22 2009-03-22 2009-03-22 2009-12-11 2010-03-06 2013-03-16 2018-12-24. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2006-01-24 2009-08-30 2013-03-16 2017-02-05 2018-08-13. Author is listed
  6. NEP-ORE: Operations Research (5) 2009-03-22 2016-04-04 2018-12-24 2020-02-03 2020-08-24. Author is listed
  7. NEP-MON: Monetary Economics (2) 2009-08-30 2013-03-16
  8. NEP-PKE: Post Keynesian Economics (2) 2017-02-05 2017-02-26
  9. NEP-SEA: South East Asia (2) 2009-08-30 2018-08-13
  10. NEP-CBA: Central Banking (1) 2010-05-02
  11. NEP-ENV: Environmental Economics (1) 2009-02-22
  12. NEP-MIC: Microeconomics (1) 2010-05-02
  13. NEP-OPM: Open Economy Macroeconomics (1) 2018-08-13
  14. NEP-URE: Urban and Real Estate Economics (1) 2009-12-11

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