Advanced Search
MyIDEAS: Login to follow this author

George Athanasopoulos

Contents:

This is information that was supplied by George Athanasopoulos in registering through RePEc. If you are George Athanasopoulos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: George
Middle Name:
Last Name: Athanasopoulos
Suffix:

RePEc Short-ID: pat48

Email:
Homepage: http://www.buseco.monash.edu.au/about/staff/profile.php?cn=george-athanasopoulos
Postal Address:
Phone: +613 99055838

Affiliation

(in no particular order)

Works

as in new window

Working papers

  1. George Athanasopoulos & Rob J Hyndman, 2011. "The value of feedback in forecasting competitions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 3/11, Monash University, Department of Econometrics and Business Statistics.
  2. 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, Central Bank of Brazil, Research Department 205, Central Bank of Brazil, Research Department.
  3. 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, Monash University, Department of Econometrics and Business Statistics 11/09, Monash University, Department of Econometrics and Business Statistics.
  4. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 6/09, Monash University, Department of Econometrics and Business Statistics.
  5. Minfeng Deng & George Athanasopoulos, 2009. "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 10/09, Monash University, Department of Econometrics and Business Statistics.
  6. George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  7. 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, Monash University, Department of Econometrics and Business Statistics 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  8. George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
  9. Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 9/07, Monash University, Department of Econometrics and Business Statistics.
  10. 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, Monash University, Department of Econometrics and Business Statistics 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009.
  11. George Athanasopoulos & Farshid Vahid, 2006. "A Complete VARMA Modelling Methodology Based on Scalar Components," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 2/06, Monash University, Department of Econometrics and Business Statistics.
  12. George Athanasopoulos & Farshid Vahid, 2006. "VARMA versus VAR for Macroeconomic Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 4/06, Monash University, Department of Econometrics and Business Statistics.
  13. George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 19/06, Monash University, Department of Econometrics and Business Statistics.
  14. 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, Monash University, Department of Econometrics and Business Statistics 15/05, Monash University, Department of Econometrics and Business Statistics.
  15. Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings, Econometric Society 244, Econometric Society.
  16. 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, Monash University, Department of Econometrics and Business Statistics 20/02, Monash University, Department of Econometrics and Business Statistics.
  17. George Athanasopoulos & Farshid Vahid, 2002. "Statistical Inference on Changes in Income Inequality in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 9/02, Monash University, Department of Econometrics and Business Statistics.
  18. 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, Monash University, Department of Econometrics and Business Statistics 7/01, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. 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, Taylor & Francis Journals, vol. 44(29), pages 3841-3856, October.
  2. 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, Elsevier, vol. 27(3), pages 887-901, July.
  3. Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011. "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 55(9), pages 2579-2589, September.
  4. 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, Elsevier, vol. 27(3), pages 855-869, July.
  5. Athanasopoulos, George & Hyndman, Rob J., 2011. "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(3), pages 845-849, July.
  6. Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(3), pages 822-844, July.
  7. 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, Elsevier, vol. 164(1), pages 116-129, September.
  8. Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009. "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, Elsevier, vol. 25(1), pages 146-166.
  9. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, Wiley Blackwell, vol. 29(3), pages 533-554, 05.
  10. Athanasopoulos, George & Vahid, Farshid, 2008. "VARMA versus VAR for Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 26, pages 237-252, April.
  11. 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., John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
  12. George Athanasopoulos & Farshid Vahid, 2003. "Statistical Inference and Changes in Income Inequality in Australia," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 79(247), pages 412-424, December.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-05-02
  2. NEP-ECM: Econometrics (15) 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. Author is listed
  3. NEP-ENV: Environmental Economics (1) 2009-02-22
  4. NEP-ETS: Econometric Time Series (13) 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. Author is listed
  5. NEP-FOR: Forecasting (15) 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. Author is listed
  6. NEP-MAC: Macroeconomics (2) 2006-01-24 2009-08-30
  7. NEP-MIC: Microeconomics (1) 2010-05-02
  8. NEP-MON: Monetary Economics (1) 2009-08-30
  9. NEP-ORE: Operations Research (1) 2009-03-22
  10. NEP-SEA: South East Asia (1) 2009-08-30
  11. NEP-TUR: Tourism Economics (7) 2006-10-28 2007-09-16 2009-02-22 2009-03-22 2009-03-22 2009-12-11 2010-03-06. Author is listed
  12. NEP-URE: Urban & Real Estate Economics (1) 2009-12-11

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, George Athanasopoulos should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.