This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Farshid Vahid

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

Other registered authors

Personal Details

First Name: Farshid
Middle Name:
Last Name: Vahid
Suffix:

RePEc Short-ID: pva160

Email:
Homepage: http://ecocomm.anu.edu.au/people/info.asp?Surname=Vahid&Firstname=Farshid
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Guillén, Osmani Teixeira de Carvalho & Farshid, Vahid & Athanasopoulos, George & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 688, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:

  2. Trevor Breusch & Farshid Vahid, 2008. "Global Temperature Trends," ANUCBE School of Economics Working Papers 2008-495, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]

  3. Neri, Marcelo Cortes & Soares, Wagner Lopes, 2008. "Turismo sustentável e alivio a pobreza: avaliação de impacto," Economics Working Papers (Ensaios Economicos da EPGE) 689, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  4. 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. [Downloadable!]

  5. 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. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!]
    Published as:

  7. 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. [Downloadable!]
    Published as:

  8. Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANUCBE School of Economics Working Papers 2005-451, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
    Published as:

  9. 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," ANUCBE School of Economics Working Papers 2005-452, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
    Published as:

  10. Farshid Vahid & George Athanasopoulos, 2004. "Are VAR Models Good Enough?," Econometric Society 2004 Australasian Meetings 244, Econometric Society.

  11. 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. [Downloadable!]

  12. 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. [Downloadable!]

  13. Issler, João Victor & Vahid, Farshid, 2003. "The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity," Economics Working Papers (Ensaios Economicos da EPGE) 492, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
    Published as:

  14. 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. [Downloadable!]

  15. 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. [Downloadable!]
    Published as:

  16. 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. [Downloadable!]
    Published as:

  17. 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. [Downloadable!]
    Published as:

  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 7/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  19. Vahid, Farshid & Issler, João Victor, 2001. "The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Economics Working Papers (Ensaios Economicos da EPGE) 417, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
    Published as:

  20. Anderson, H.M. & Vahid, F., 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers 3/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  21. Vahid, F. & Sarin, R., 2001. "Strategy Similarity and Coordination," Monash Econometrics and Business Statistics Working Papers 8/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  22. Farshid Vahid, 2000. "Clustering Regression Functions in a Panel," Econometric Society World Congress 2000 Contributed Papers 0251, Econometric Society. [Downloadable!]

  23. 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 3/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  24. 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. [Downloadable!]
    Published as:

  25. 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. [Downloadable!]

  26. Vahid, Farshid & Issler, João Victor, 1999. "The Importance of Common-Cyclical Features in VAR Analysis: A Monte-Carlo Study (Preliminary Version)," Economics Working Papers (Ensaios Economicos da EPGE) 352, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  27. Vahid, Farshid & Issler, João Victor, 1998. "Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version)," Economics Working Papers (Ensaios Economicos da EPGE) 335, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]

  28. Vahid, Farshid & Issler, João Victor, 1995. "Common Cycles in Macroeconomic Aggregates (Revised Version)," Economics Working Papers (Ensaios Economicos da EPGE) 257, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  29. Vahid, Farshid & Issler, João Victor, 1994. "Common Cycles in Macroeconomic Aggregates," Economics Working Papers (Ensaios Economicos da EPGE) 233, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  30. Farshid Vahid & Robert F. Engle, 1993. "Non-Synchronous Common Cycles," University of California at San Diego, Economics Working Paper Series 93-55, Department of Economics, UC San Diego. [Downloadable!]

  31. Robert Engle & Clive Granger & Ramu Ramanathan & Farshid Vahid-Araghi & Casey Brace, 1992. "Short-Run Forecasts of Electricity Loads and Peaks," University of California at San Diego, Economics Working Paper Series 92-49, Department of Economics, UC San Diego.
    Published as:

  32. Farshid Vahid & Robert F. Engle, 1992. "Common Trends and Common Cycles," University of California at San Diego, Economics Working Paper Series 92-04, Department of Economics, UC San Diego.
    Published as:

Articles

  1. 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. [Downloadable!]

  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(3), pages 533-554, 05. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)

  6. 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. [Downloadable!]
    Other versions:

  7. 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. [Downloadable!] (restricted)
    Other versions:

  8. Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid, 2006. "Common features," Journal of Econometrics, Elsevier, vol. 132(1), pages 1-5, May. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!]
    Other versions:

  11. 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. [Downloadable!] (restricted)
    Other versions:

  12. Rajiv Sarin & Farshid Vahid, 2004. "Strategy Similarity and Coordination," Economic Journal, Royal Economic Society, vol. 114(497), pages 506-527, 07. [Downloadable!] (restricted)
    Other versions:

  13. 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. [Downloadable!] (restricted)
    Other versions:

  14. 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. [Downloadable!] (restricted)
    Other versions:

  15. 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. [Downloadable!] (restricted)

  16. 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. [Downloadable!] (restricted)
    Other versions:

  17. Anderson, Heather M & Vahid, Farshid, 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Blackwell Publishing, vol. 40(4), pages 541-66, December. [Downloadable!] (restricted)
    Other versions:

  18. 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(04), pages 482-505, September. [Downloadable!]
    Other versions:

  19. 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. [Downloadable!] (restricted)

  20. 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. [Downloadable!] (restricted)

  21. 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. [Downloadable!] (restricted)

  22. 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 503-07, Sept.-Oct. [Downloadable!]

  23. 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. [Downloadable!] (restricted)
    Other versions:

  24. 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 477-98, Sept.-Oct. [Downloadable!]

  25. Vahid, Farshid & Engle, Robert F., 1997. "Codependent cycles," Journal of Econometrics, Elsevier, vol. 80(2), pages 199-221, October. [Downloadable!] (restricted)

  26. Vahid, Farshid, 1996. "Aitken Generalization of the Gauss-Markov Theorem without Calculus," Econometric Theory, Cambridge University Press, vol. 12(03), pages 592-593, August. [Downloadable!]

  27. Vahid, Farshid & Alvarez, Luis J. & Dolado, Juan J. & Paruolo, Paolo & Zheng, John Xu, 1994. "Deriving Restricted Least Squares without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 10(02), pages 443-448, June. [Downloadable!]

  28. Vahid, F & Engle, Robert F, 1993. "Common Trends and Common Cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 341-60, Oct.-Dec.. [Downloadable!] (restricted)
    Other versions:

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2007-04-09 2007-10-06
  2. NEP-ECM: Econometrics (12) 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 2009-02-22 2009-03-22 Author is listed
  3. NEP-EEC: European Economics (2) 2007-04-09 2007-10-06
  4. NEP-ENV: Environmental Economics (2) 2008-07-20 2009-02-22
  5. NEP-ETS: Econometric Time Series (11) 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 2009-02-22 2009-03-22 Author is listed
  6. NEP-EXP: Experimental Economics (2) 2002-04-25 2002-04-25
  7. NEP-FMK: Financial Markets (1) 2002-04-25
  8. NEP-FOR: Forecasting (5) 2006-01-24 2007-08-08 2008-07-20 2009-02-22 2009-03-22 Author is listed
  9. NEP-GTH: Game Theory (2) 2002-05-01 2002-05-01
  10. NEP-HIS: Business, Economic & Financial History (2) 2007-04-09 2007-10-06
  11. NEP-MAC: Macroeconomics (5) 2003-11-30 2004-10-30 2006-01-24 2007-04-09 2007-10-06 Author is listed
  12. NEP-MON: Monetary Economics (1) 2007-10-06
  13. NEP-RMG: Risk Management (1) 2003-11-16
  14. NEP-TUR: Tourism Economics (1) 2009-02-22
Did you know? You can import bibliographic info in various formats into you bibliographic tool, or just into your word processor. See under "publisher info" on each abstract page.

This page was last updated on 2009-11-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.