Farshid Vahid
Personal Details
First Name: | Farshid |
Middle Name: | |
Last Name: | Vahid |
Suffix: | |
RePEc Short-ID: | pva160 |
[This author has chosen not to make the email address public] | |
https://research.monash.edu/en/persons/farshid-vahid-araghi | |
Terminal Degree: | 1993 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy) |
Affiliation
Department of Econometrics and Business Statistics
Monash Business School
Monash University
Melbourne, Australiahttp://business.monash.edu/econometrics-and-business-statistics
RePEc:edi:dxmonau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023. "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers 7/23, Monash University, Department of Econometrics and Business Statistics.
- Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022.
"Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach,"
Monash Econometrics and Business Statistics Working Papers
12/22, Monash University, Department of Econometrics and Business Statistics.
- Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023. "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, vol. 125(C).
- Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020.
"Sectoral employment dynamics in Australia,"
CAMA Working Papers
2020-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral Employment Dynamics in Australia," Monash Econometrics and Business Statistics Working Papers 20/20, Monash University, Department of Econometrics and Business Statistics.
- Li Chen & Jiti Gao & Farshid Vahid, 2019.
"Global Temperatures and Greenhouse Gases: A Common Features Approach,"
Monash Econometrics and Business Statistics Working Papers
23/19, Monash University, Department of Econometrics and Business Statistics.
- Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
- Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017.
"The Australian Macro Database: An online resource for macroeconomic research in Australia,"
CAMA Working Papers
2017-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Taya Dumrongrittikul & Heather Anderson & Farshid Vahid, 2014. "The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective," Monash Econometrics and Business Statistics Working Papers 23/14, Monash University, Department of Econometrics and Business Statistics.
- Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
- Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
- Heather M. Anderson & Farshid Vahid, 2013. "Common non-linearities in multiple series of stock market volatility," Monash Econometrics and Business Statistics Working Papers 1/13, Monash University, Department of Econometrics and Business Statistics.
- Terence Chai Cheng & Farshid Vahid, 2011.
"Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach,"
Melbourne Institute Working Paper Series
wp2011n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Chai Cheng, T & Vahid, F, 2010. "Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach," Health, Econometrics and Data Group (HEDG) Working Papers 10/25, HEDG, c/o Department of Economics, University of York.
- Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010.
"Financial Integration and the Construction of Historical Financial Data for the Euro Area,"
Centre for Growth and Business Cycle Research Discussion Paper Series
152, Economics, The University of Manchester.
- Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011. "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, vol. 28(4), pages 1498-1509, July.
- 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.
- 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.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
- Yin Liao & Heather Anderson & Farshid Vahid, 2010.
"Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps,"
ANU Working Papers in Economics and Econometrics
2010-520, Australian National University, College of Business and Economics, School of Economics.
- Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
- Trevor Breusch & Farshid Vahid, 2008.
"Global Temperature Trends,"
ANU Working Papers in Economics and Econometrics
2008-495, Australian National University, College of Business and Economics, School of Economics.
- Trevor Breusch & Farshid Vahid, 2011. "Global Temperature Trends," Monash Econometrics and Business Statistics Working Papers 4/11, Monash University, Department of Econometrics and Business Statistics.
- Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007.
"Constructing Historical Euro Area Data,"
CAMA Working Papers
2007-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006 99, Money Macro and Finance Research Group.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006.
"Nonlinear autoregressive leading indicator models of output in G-7 countries,"
CAMA Working Papers
2006-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- 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.
- Farshid Vahid & Pushkar Maitra, 2005. "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANU Working Papers in Economics and Econometrics 2005-452, Australian National University, College of Business and Economics, School of Economics.
- Heather Anderson & Fashid Vahid, 2005.
"Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?,"
ANU Working Papers in Economics and Econometrics
2005-451, Australian National University, College of Business and Economics, School of Economics.
- Anderson, Heather M. & Vahid, Farshid, 2007. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
- Farshid Vahid & Lin Luo, 2004. "Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model," Econometric Society 2004 Australasian Meetings 232, Econometric Society.
- Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings 244, Econometric Society.
- Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman, 2004. "Forecasting Time-Series with Correlated Seasonality," Monash Econometrics and Business Statistics Working Papers 28/04, Monash University, Department of Econometrics and Business Statistics, revised Oct 2005.
- Heather Anderson & Farshid Vahid, 2003. "The Decline in Income Growth Volatility in the United States: Evidence from Regional Data," Monash Econometrics and Business Statistics Working Papers 21/03, Monash University, Department of Econometrics and Business Statistics.
- Heather M. Anderson & Farshid Vahid, 2003.
"Nonlinear Correlograms and Partial Autocorrelograms,"
Monash Econometrics and Business Statistics Working Papers
19/03, Monash University, Department of Econometrics and Business Statistics.
- Heather M. Anderson & Farshid Vahid, 2005. "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 957-982, December.
- 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.
- 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.
- Issler, João Victor & Vahid, Farshid, 2002.
"The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
445, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, Joao Victor & Vahid, Farshid, 2006. "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, vol. 132(1), pages 281-303, May.
- Issler, J.V. & Vahid, F., 2001. "The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity," Monash Econometrics and Business Statistics Working Papers 9/01, Monash University, Department of Econometrics and Business Statistics.
- Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 450, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Vahid, Farshid, 2003. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 492, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Anderson, H.M. & Vahid, F., 2001.
"Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices,"
Monash Econometrics and Business Statistics Working Papers
3/01, Monash University, Department of Econometrics and Business Statistics.
- Heather M. Anderson & Farshid Vahid, 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 541-566, December.
- Vahid, F. & Sarin, R., 2001.
"Strategy Similarity and Coordination,"
Monash Econometrics and Business Statistics Working Papers
8/01, Monash University, Department of Econometrics and Business Statistics.
- Rajiv Sarin & Farshid Vahid, 2004. "Strategy Similarity and Coordination," Economic Journal, Royal Economic Society, vol. 114(497), pages 506-527, July.
- Vahid, Farshid & Issler, João Victor, 2001.
"The importance of common cyclical features in VAR analysis: a Monte-Carlo study,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
417, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Vahid, Farshid & Issler, Joao Victor, 2002. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
- Vahid, F. & Issler, J.V., 2001. "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 2/01, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Issler, João Victor & Vahid, Farshid, 2001.
"The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
429, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, Joao Victor & Vahid, Farshid, 2006. "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, vol. 132(1), pages 281-303, May.
- Issler, J.V. & Vahid, F., 2001. "The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity," Monash Econometrics and Business Statistics Working Papers 9/01, Monash University, Department of Econometrics and Business Statistics.
- Farshid Vahid, 2000. "Clustering Regression Functions in a Panel," Econometric Society World Congress 2000 Contributed Papers 0251, Econometric Society.
- Anderson, H.M. & Vahid, F., 2000.
"Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models,"
Monash Econometrics and Business Statistics Working Papers
3/00, Monash University, Department of Econometrics and Business Statistics.
- Anderson, Heather M. & Vahid, Farshid, 2001. "Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 482-505, September.
- Sarin, R. & Vahid, F., 1999.
"Predicting how People Play Games: a Simple Dynamic Model of Choice,"
Monash Econometrics and Business Statistics Working Papers
12/99, Monash University, Department of Econometrics and Business Statistics.
- Sarin, Rajiv & Vahid, Farshid, 2001. "Predicting How People Play Games: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, vol. 34(1), pages 104-122, January.
- Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999. "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers 8/99, Monash University, Department of Econometrics and Business Statistics.
- Vahid, Farshid & Issler, João Victor, 1999. "The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 352, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Vahid, Farshid, 1998. "Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 335, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Vahid, Farshid, 1995. "Common cycles in macroeconomic aggregates (revised version)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 257, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Vahid, Farshid & Issler, João Victor, 1994. "Common cycles in macroeconomic aggregates," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 233, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
Articles
- Don U. A. Galagedera & Jessica Leung & Farshid Vahid, 2024. "Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective," SAGE Open, , vol. 14(2), pages 21582440241, June.
- Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid, 2023. "Multi-population mortality projection: The augmented common factor model with structural breaks," International Journal of Forecasting, Elsevier, vol. 39(1), pages 450-469.
- Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023.
"Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach,"
Energy Economics, Elsevier, vol. 125(C).
- Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022. "Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach," Monash Econometrics and Business Statistics Working Papers 12/22, Monash University, Department of Econometrics and Business Statistics.
- Chen, Li & Gao, Jiti & Vahid, Farshid, 2022.
"Global temperatures and greenhouse gases: A common features approach,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
- Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
- Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global temperatures and greenhouse gases - a common features approach," Working Papers 2019-07-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong, 2020. "Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 402-414, September.
- Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019. "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, vol. 83(C), pages 127-140.
- 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.
- 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.
- Han Li & Colin O'hare & Farshid Vahid, 2017. "A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(4), pages 357-367, July.
- Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017. "On weak identification in structural VARMA models," Economics Letters, Elsevier, vol. 156(C), pages 1-6.
- 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.
- 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.
- Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016. "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 590-605, December.
- Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid, 2015. "Asymmetric pricing of diesel at its source," Energy Economics, Elsevier, vol. 52(PA), pages 183-194.
- 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.
- 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.
- Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012. "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 271-291.
- 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.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- 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.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011.
"Financial integration and the construction of historical financial data for the Euro Area,"
Economic Modelling, Elsevier, vol. 28(4), pages 1498-1509, July.
- Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 152, Economics, The University of Manchester.
- Masha F. Somi & James R. G. Butler & Farshid Vahid & Joseph D. Njau & Salim Abdulla, 2009. "Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues," Journal of International Development, John Wiley & Sons, Ltd., vol. 21(2), pages 200-211.
- Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008. "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, vol. 191(1), pages 207-222, November.
- 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.
- 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.
- 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.
- 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.
- Farshid Vahid, 2008. "John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008)," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 15(3), pages 115-116.
- Choe, Kwang-Il & Nam, Kiseok & Vahid, Farshid, 2007. "Necessity of negative serial correlation for mean-reversion of stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(4), pages 576-583, September.
- 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.
- Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006. "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers 2006-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Anderson, Heather M. & Vahid, Farshid, 2007.
"Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
- Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics 2005-451, Australian National University, College of Business and Economics, School of Economics.
- Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006. "Common features," Journal of Econometrics, Elsevier, vol. 132(1), pages 1-5, May.
- Issler, Joao Victor & Vahid, Farshid, 2006.
"The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 281-303, May.
- Issler, João Victor & Vahid, Farshid, 2001. "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 429, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, J.V. & Vahid, F., 2001. "The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity," Monash Econometrics and Business Statistics Working Papers 9/01, Monash University, Department of Econometrics and Business Statistics.
- Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 450, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Vahid, Farshid, 2003. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 492, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 445, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Farshid Vahid & Pushkar Maitra, 2006.
"The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 999-1018.
- Pushkar Maitra & Farshid Vahid, 2006. "The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 999-1018, November.
- Heather M. Anderson & Farshid Vahid, 2005.
"Nonlinear Correlograms and Partial Autocorrelograms,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 957-982, December.
- Heather M. Anderson & Farshid Vahid, 2003. "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers 19/03, Monash University, Department of Econometrics and Business Statistics.
- Rajiv Sarin & Farshid Vahid, 2004.
"Strategy Similarity and Coordination,"
Economic Journal, Royal Economic Society, vol. 114(497), pages 506-527, July.
- Vahid, F. & Sarin, R., 2001. "Strategy Similarity and Coordination," Monash Econometrics and Business Statistics Working Papers 8/01, Monash University, Department of Econometrics and Business Statistics.
- 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.
- 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.
- Vahid, Farshid & Issler, Joao Victor, 2002.
"The importance of common cyclical features in VAR analysis: a Monte-Carlo study,"
Journal of Econometrics, Elsevier, vol. 109(2), pages 341-363, August.
- Vahid, F. & Issler, J.V., 2001. "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 2/01, Monash University, Department of Econometrics and Business Statistics.
- Vahid, Farshid & Issler, João Victor, 2001. "The importance of common cyclical features in VAR analysis: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 417, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 449-475, June.
- Sarin, Rajiv & Vahid, Farshid, 2001.
"Predicting How People Play Games: A Simple Dynamic Model of Choice,"
Games and Economic Behavior, Elsevier, vol. 34(1), pages 104-122, January.
- Sarin, R. & Vahid, F., 1999. "Predicting how People Play Games: a Simple Dynamic Model of Choice," Monash Econometrics and Business Statistics Working Papers 12/99, Monash University, Department of Econometrics and Business Statistics.
- Heather M. Anderson & Farshid Vahid, 2001.
"Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices,"
Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 541-566, December.
- Anderson, H.M. & Vahid, F., 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers 3/01, Monash University, Department of Econometrics and Business Statistics.
- Anderson, Heather M. & Vahid, Farshid, 2001.
"Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 482-505, September.
- Anderson, H.M. & Vahid, F., 2000. "Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 3/00, Monash University, Department of Econometrics and Business Statistics.
- Sarin, Rajiv & Vahid, Farshid, 1999. "Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice," Games and Economic Behavior, Elsevier, vol. 28(2), pages 294-309, August.
- Anderson, Heather M. & Vahid, Farshid, 1998. "Testing multiple equation systems for common nonlinear components," Journal of Econometrics, Elsevier, vol. 84(1), pages 1-36, May.
- Anderson, Heather M. & Vahid, Farshid, 1998. "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity," Economics Letters, Elsevier, vol. 60(3), pages 291-296, September.
- Anderson, Heather M & Vahid, Farshid, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 503-507, Sept.-Oct.
- Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997. "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, vol. 13(2), pages 161-174, June.
- Anderson, Heather M & Vahid, Farshid, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 477-498, Sept.-Oct.
- Vahid, Farshid & Engle, Robert F., 1997. "Codependent cycles," Journal of Econometrics, Elsevier, vol. 80(2), pages 199-221, October.
- Vahid, F & Engle, Robert F, 1993. "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 341-360, Oct.-Dec..
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This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 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.- NEP-ECM: Econometrics (21) 2002-04-25 2002-04-25 2002-04-25 2002-12-18 2003-11-16 2004-12-20 2006-01-24 2006-01-24 2007-04-09 2007-08-08 2009-03-22 2010-04-17 2010-05-02 2010-05-15 2010-05-22 2010-05-29 2010-09-25 2013-02-16 2014-11-28 2016-01-29 2016-04-04. Author is listed
- NEP-ETS: Econometric Time Series (19) 2002-04-25 2002-04-25 2002-04-25 2002-04-25 2002-12-17 2004-10-30 2004-12-20 2006-01-24 2007-08-08 2009-03-22 2010-04-17 2010-05-15 2010-05-29 2010-09-25 2011-08-02 2013-02-16 2014-11-28 2016-01-29 2016-04-04. Author is listed
- NEP-FOR: Forecasting (16) 2006-01-24 2007-08-08 2008-07-20 2009-03-22 2010-04-17 2010-05-02 2010-05-15 2010-05-22 2010-05-29 2010-09-25 2011-03-26 2011-08-02 2014-11-28 2016-01-29 2016-04-04 2017-02-05. Author is listed
- NEP-MAC: Macroeconomics (7) 2003-11-30 2004-10-30 2006-01-24 2007-04-09 2007-10-06 2015-01-03 2017-02-05. Author is listed
- NEP-ENV: Environmental Economics (5) 2008-07-20 2009-02-22 2019-10-28 2022-08-15 2023-11-20. Author is listed
- NEP-CBA: Central Banking (4) 2007-04-09 2007-10-06 2010-05-02 2011-01-03
- NEP-EEC: European Economics (3) 2007-04-09 2007-10-06 2011-01-03
- NEP-PKE: Post Keynesian Economics (3) 2011-03-26 2017-02-05 2017-02-26
- NEP-ENE: Energy Economics (2) 2011-03-26 2022-08-15
- NEP-EXP: Experimental Economics (2) 2002-04-25 2002-04-25
- NEP-FMK: Financial Markets (2) 2002-04-25 2013-02-16
- NEP-GTH: Game Theory (2) 2002-05-01 2002-05-01
- NEP-HEA: Health Economics (2) 2011-01-03 2011-10-01
- NEP-HIS: Business, Economic and Financial History (2) 2007-04-09 2007-10-06
- NEP-IAS: Insurance Economics (2) 2011-01-03 2011-10-01
- NEP-MON: Monetary Economics (2) 2007-10-06 2011-01-03
- NEP-OPM: Open Economy Macroeconomics (2) 2011-01-03 2015-01-03
- NEP-ORE: Operations Research (2) 2016-01-29 2016-04-04
- NEP-EFF: Efficiency and Productivity (1) 2015-01-03
- NEP-MIC: Microeconomics (1) 2010-05-02
- NEP-MST: Market Microstructure (1) 2010-05-15
- NEP-RMG: Risk Management (1) 2003-11-16
- NEP-SEA: South East Asia (1) 2015-01-03
- NEP-TUR: Tourism Economics (1) 2009-02-22
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