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Andrey L. Vasnev

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This is information that was supplied by Andrey Vasnev in registering through RePEc. If you are Andrey L. Vasnev , 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: Andrey
Middle Name: L.
Last Name: Vasnev
Suffix:

RePEc Short-ID: pva556

Email: [This author has chosen not to make the email address public]
Homepage: http://sydney.edu.au/business/staff/andreyv
Postal Address:
Phone:

Affiliation

(50%) Business School
University of Sydney
Location: Sydney, Australia
Homepage: http://sydney.edu.au/business/
Email:
Phone: +61 2 9351 8083
Fax:
Postal:
Handle: RePEc:edi:sbsydau (more details at EDIRC)
(50%) Discipline of Business Analytics
Business School
University of Sydney
Location: Sydney, Australia
Homepage: http://sydney.edu.au/business/business_analytics
Email:
Phone: + 61 2 9351 6584
Fax: + 61 2 9351 6409
Postal: Sydney, NSW 2006
Handle: RePEc:edi:dxusyau (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. New Economic School Alumni

Works

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Working papers

  1. Pauwels, Laurent & Vasnev, Andrey, 2013. "Forecast combination for U.S. recessions with real-time data," Working Papers 02/2013, University of Sydney Business School, Discipline of Business Analytics.
  2. Pauwels, Laurent & Vasnev, Andrey, 2013. "Practical considerations for optimal weights in density forecast combi nation," Working Papers 01/2013, University of Sydney Business School, Discipline of Business Analytics.
  3. Magnus, Jan R & Vasnev, Andrey, 2013. "Practical use of sensitivity in econometrics with an illustration to forecast combinations," Working Papers 13 BAWP, University of Sydney Business School, Discipline of Business Analytics.
  4. Gerlach, Richard & Vasnev, Andrey & Watkins, John, 2012. "Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity," Working Papers 13 BAWP, University of Sydney Business School, Discipline of Business Analytics.
  5. Pauwels, Laurent & Vasnev, Andrey, 2011. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Working Papers 1 OMEWP, University of Sydney Business School, Discipline of Business Analytics.
  6. Gerlach, Richard & Vasnev, Andrey & Watkins, John, 2009. "Survival Analysis for Credit Scoring: Incidence and Latency," Working Papers 9 OMEWP, University of Sydney Business School, Discipline of Business Analytics.
  7. Vasnev, A.L., 2006. "Local Sensitivity in Econometrics," Open Access publications from Tilburg University urn:nbn:nl:ui:12-189751, Tilburg University.
  8. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.

Articles

  1. Pauwels, Laurent & Vasnev, Andrey, 2014. "Forecast combination for U.S. recessions with real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 138-148.
  2. Andrey Vasnev & Margaret Skirtun & Laurent Pauwels, 2013. "Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(2), pages 151-166, 03.
  3. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
  4. Magnus, Jan R. & Vasnev, Andrey L., 2008. "Using Macro Data To Obtain Better Micro Forecasts," Econometric Theory, Cambridge University Press, vol. 24(02), pages 553-579, April.
  5. Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, 03.
  6. Stanislav Anatolyev & Andrey Vasnev, 2002. "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-8.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2004-12-02 2013-10-25 2013-10-25. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2013-10-25. Author is listed
  3. NEP-FOR: Forecasting (3) 2013-10-25 2013-10-25 2013-10-25. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2013-10-25. Author is listed

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