Farshid Vahid

Names

Identifer

Contact

Affiliations

• Monash University / Monash Business School / Department of Econometrics and Business Statistics
  • EDIRC entry
  • location:

Research profile

author of:

• John Creedy, Research Without Tears: From the First Ideas to Published Output (Edward Elgar Publishing, 2008) (RePEc:acb:agenda:v:15:y:2008:i:3:p:115-116)
  by Farshid Vahid
• Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? (RePEc:acb:cbeeco:2005-451)
  by Heather Anderson & Fashid Vahid
• The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition (RePEc:acb:cbeeco:2005-452)
  by Farshid Vahid & Pushkar Maitra
• Global Temperature Trends (RePEc:acb:cbeeco:2008-495)
  by Trevor Breusch & Farshid Vahid
• Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps (RePEc:acb:cbeeco:2010-520)
  by Yin Liao & Heather Anderson & Farshid Vahid
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:bcb:wpaper:205)
  by George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid
• Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? (RePEc:bes:jnlbes:v:25:y:2007:p:76-90)
  by Anderson, Heather M. & Vahid, Farshid
• VARMA versus VAR for Macroeconomic Forecasting (RePEc:bes:jnlbes:v:26:y:2008:p:237-252)
  by Athanasopoulos, George & Vahid, Farshid
• Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices (RePEc:bla:ausecp:v:40:y:2001:i:4:p:541-566)
  by Heather M. Anderson & Farshid Vahid
• Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic (RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414)
  by Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong
• Statistical Inference and Changes in Income Inequality in Australia (RePEc:bla:ecorec:v:79:y:2003:i:247:p:412-424)
  by George Athanasopoulos & Farshid Vahid
• Dating the Timeline of House Price Bubbles in Australian Capital Cities (RePEc:bla:ecorec:v:92:y:2016:i:299:p:590-605)
  by Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid
• A complete VARMA modelling methodology based on scalar components (RePEc:bla:jtsera:v:29:y:2008:i:3:p:533-554)
  by George Athanasopoulos & Farshid Vahid
• Nonlinear Correlograms and Partial Autocorrelograms (RePEc:bla:obuest:v:67:y:2005:i:s1:p:957-982)
  by Heather M. Anderson & Farshid Vahid
• Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models (RePEc:cup:macdyn:v:5:y:2001:i:04:p:482-505_02)
  by Anderson, Heather M. & Vahid, Farshid
• Strategy Similarity and Coordination (RePEc:ecj:econjl:v:114:y:2004:i:497:p:506-527)
  by Rajiv Sarin & Farshid Vahid
• Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model (RePEc:ecm:ausm04:232)
  by Farshid Vahid & Lin Luo
• Are VAR Models Good Enough? (RePEc:ecm:ausm04:244)
  by Farshid Vahid & George Athanasopoulos
• Clustering Regression Functions in a Panel (RePEc:ecm:wc2000:0251)
  by Farshid Vahid
• Financial integration and the construction of historical financial data for the Euro Area (RePEc:eee:ecmode:v:28:y:2011:i:4:p:1498-1509)
  by Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid
• The global effects of productivity gains in Asian emerging economies (RePEc:eee:ecmode:v:83:y:2019:i:c:p:127-140)
  by Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid
• On weak identification in structural VARMA models (RePEc:eee:ecolet:v:156:y:2017:i:c:p:1-6)
  by Yao, Wenying & Kam, Timothy & Vahid, Farshid
• On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity (RePEc:eee:ecolet:v:60:y:1998:i:3:p:291-296)
  by Anderson, Heather M. & Vahid, Farshid
• The importance of common cyclical features in VAR analysis: a Monte-Carlo study (RePEc:eee:econom:v:109:y:2002:i:2:p:341-363)
  by Vahid, Farshid & Issler, Joao Victor
• Common features (RePEc:eee:econom:v:132:y:2006:i:1:p:1-5)
  by Anderson, Heather M. & Victor Issler, Joao & Vahid, Farshid
• The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (RePEc:eee:econom:v:132:y:2006:i:1:p:281-303)
  by Issler, Joao Victor & Vahid, Farshid
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:eee:econom:v:164:y:2011:i:1:p:116-129)
  by Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid
• Global temperatures and greenhouse gases: A common features approach (RePEc:eee:econom:v:230:y:2022:i:2:p:240-254)
  by Chen, Li & Gao, Jiti & Vahid, Farshid
• Codependent cycles (RePEc:eee:econom:v:80:y:1997:i:2:p:199-221)
  by Vahid, Farshid & Engle, Robert F.
• Testing multiple equation systems for common nonlinear components (RePEc:eee:econom:v:84:y:1998:i:1:p:1-36)
  by Anderson, Heather M. & Vahid, Farshid
• Forecasting time series with multiple seasonal patterns (RePEc:eee:ejores:v:191:y:2008:i:1:p:207-222)
  by Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid
• Asymmetric pricing of diesel at its source (RePEc:eee:eneeco:v:52:y:2015:i:pa:p:183-194)
  by Valadkhani, Abbas & Smyth, Russell & Vahid, Farshid
• Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice (RePEc:eee:gamebe:v:28:y:1999:i:2:p:294-309)
  by Sarin, Rajiv & Vahid, Farshid
• Predicting How People Play Games: A Simple Dynamic Model of Choice (RePEc:eee:gamebe:v:34:y:2001:i:1:p:104-122)
  by Sarin, Rajiv & Vahid, Farshid
• Shorte-run forecasts of electricity loads and peaks (RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174)
  by Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey
• Macroeconomic forecasting for Australia using a large number of predictors (RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633)
  by Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid
• Multi-population mortality projection: The augmented common factor model with structural breaks (RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469)
  by Wang, Pengjie & Pantelous, Athanasios A. & Vahid, Farshid
• Common cycles and the importance of transitory shocks to macroeconomic aggregates (RePEc:eee:moneco:v:47:y:2001:i:3:p:449-475)
  by Issler, Joao Victor & Vahid, Farshid
• Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation (RePEc:eee:pacfin:v:20:y:2012:i:2:p:271-291)
  by Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid
• Necessity of negative serial correlation for mean-reversion of stock prices (RePEc:eee:quaeco:v:47:y:2007:i:4:p:576-583)
  by Choe, Kwang-Il & Nam, Kiseok & Vahid, Farshid
• Nonlinear autoregressive leading indicator models of output in G-7 countries (RePEc:een:camaaa:2006-14)
  by Heather M. Anderson & George Athanasopoulos & Farshid Vahid
• Constructing Historical Euro Area Data (RePEc:een:camaaa:2007-18)
  by Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid
• The Australian Macro Database: An online resource for macroeconomic research in Australia (RePEc:een:camaaa:2017-15)
  by Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid
• Sectoral employment dynamics in Australia (RePEc:een:camaaa:2020-51)
  by Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong
• Common cycles in macroeconomic aggregates (RePEc:fgv:epgewp:233)
  by Vahid, Farshid & Issler, João Victor
• Common cycles in macroeconomic aggregates (revised version) (RePEc:fgv:epgewp:257)
  by Issler, João Victor & Vahid, Farshid
• Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) (RePEc:fgv:epgewp:335)
  by Issler, João Victor & Vahid, Farshid
• The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) (RePEc:fgv:epgewp:352)
  by Vahid, Farshid & Issler, João Victor
• The importance of common cyclical features in VAR analysis: a Monte-Carlo study (RePEc:fgv:epgewp:417)
  by Vahid, Farshid & Issler, João Victor
• The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity (RePEc:fgv:epgewp:429)
  by Issler, João Victor & Vahid, Farshid
• The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity (RePEc:fgv:epgewp:445)
  by Issler, João Victor & Vahid, Farshid
• The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity (RePEc:fgv:epgewp:450)
  by Issler, João Victor & Vahid, Farshid
• The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity (RePEc:fgv:epgewp:492)
  by Issler, João Victor & Vahid, Farshid
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:fgv:epgewp:688)
  by Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:fgv:epgewp:704)
  by Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:fgv:epgewp:707)
  by Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:fgv:epgewp:713)
  by Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid
• Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach (RePEc:iae:iaewps:wp2011n22)
  by Terence Chai Cheng & Farshid Vahid
• On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands (RePEc:jae:japmet:v:12:y:1997:i:5:p:477-98)
  by Anderson, Heather M & Vahid, Farshid
• On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply (RePEc:jae:japmet:v:12:y:1997:i:5:p:503-07)
  by Anderson, Heather M & Vahid, Farshid
• The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition (RePEc:jae:japmet:v:21:y:2006:i:7:p:999-1018)
  by Farshid Vahid & Pushkar Maitra
• Nonlinear autoregressive leading indicator models of output in G-7 countries (RePEc:jae:japmet:v:22:y:2007:i:1:p:63-87)
  by George Athanasopoulos & Heather M. Anderson & Farshid Vahid
• Common Trends and Common Cycles (RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60)
  by Vahid, F & Engle, Robert F
• Financial Integration and the Construction of Historical Financial Data for the Euro Area (RePEc:man:cgbcrp:152)
  by Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid
• Constructing Historical Euro Area Data (RePEc:mmf:mmfc06:99)
  by Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid
• Predicting how People Play Games: a Simple Dynamic Model of Choice (RePEc:msh:ebswps:1999-12)
  by Sarin, R. & Vahid, F.
• Does International Trade Synchronize Business Cycles? (RePEc:msh:ebswps:1999-8)
  by Anderson, H.M. & Kwark, N.-S. & Vahid, F.
• Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models (RePEc:msh:ebswps:2000-3)
  by Anderson, H.M. & Vahid, F.
• The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study (RePEc:msh:ebswps:2001-2)
  by Vahid, F. & Issler, J.V.
• Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices (RePEc:msh:ebswps:2001-3)
  by Anderson, H.M. & Vahid, F.
• Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models (RePEc:msh:ebswps:2001-7)
  by Athanasopoulos, G. & Anderson, H.M. & Vahid, F.
• Strategy Similarity and Coordination (RePEc:msh:ebswps:2001-8)
  by Vahid, F. & Sarin, R.
• The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity (RePEc:msh:ebswps:2001-9)
  by Issler, J.V. & Vahid, F.
• Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries (RePEc:msh:ebswps:2002-20)
  by Heather M. Anderson & George Athanasopoulos & Farshid Vahid
• Statistical Inference on Changes in Income Inequality in Australia (RePEc:msh:ebswps:2002-9)
  by George Athanasopoulos & Farshid Vahid
• Nonlinear Correlograms and Partial Autocorrelograms (RePEc:msh:ebswps:2003-19)
  by Heather M. Anderson & Farshid Vahid
• The Decline in Income Growth Volatility in the United States: Evidence from Regional Data (RePEc:msh:ebswps:2003-21)
  by Heather Anderson & Farshid Vahid
• Forecasting Time-Series with Correlated Seasonality (RePEc:msh:ebswps:2004-28)
  by Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman
• A Complete VARMA Modelling Methodology Based on Scalar Components (RePEc:msh:ebswps:2006-2)
  by George Athanasopoulos & Farshid Vahid
• VARMA versus VAR for Macroeconomic Forecasting (RePEc:msh:ebswps:2006-4)
  by George Athanasopoulos & Farshid Vahid
• Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form (RePEc:msh:ebswps:2007-10)
  by George Athanasopoulos & D.S. Poskitt & Farshid Vahid
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (RePEc:msh:ebswps:2009-2)
  by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid
• Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps (RePEc:msh:ebswps:2010-11)
  by Yin Liao & Heather M. Anderson & Farshid Vahid
• VARs, Cointegration and Common Cycle Restrictions (RePEc:msh:ebswps:2010-14)
  by Heather M Anderson & Farshid Vahid
• Global Temperature Trends (RePEc:msh:ebswps:2011-4)
  by Trevor Breusch & Farshid Vahid
• Common non-linearities in multiple series of stock market volatility (RePEc:msh:ebswps:2013-1)
  by Heather M. Anderson & Farshid Vahid
• Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations (RePEc:msh:ebswps:2014-22)
  by George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao
• The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective (RePEc:msh:ebswps:2014-23)
  by Taya Dumrongrittikul & Heather Anderson & Farshid Vahid
• Bayesian Rank Selection in Multivariate Regression (RePEc:msh:ebswps:2016-6)
  by Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid
• The Australian Macro Database: An online resource for macroeconomic research in Australia (RePEc:msh:ebswps:2017-1)
  by Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid
• Macroeconomic forecasting for Australia using a large number of predictors (RePEc:msh:ebswps:2017-2)
  by Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid
• Global Temperatures and Greenhouse Gases: A Common Features Approach (RePEc:msh:ebswps:2019-23)
  by Li Chen & Jiti Gao & Farshid Vahid
• Sectoral Employment Dynamics in Australia (RePEc:msh:ebswps:2020-20)
  by Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong
• Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach (RePEc:msh:ebswps:2022-12)
  by Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei
• Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (RePEc:taf:emetrv:v:31:y:2012:i:1:p:60-83)
  by George Athanasopoulos & D. Poskitt & Farshid Vahid
• Forecasting with EC-VARMA models (RePEc:tas:wpaper:17835)
  by Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying
• VAR(MA), what is it good for? more bad news for reduced-form estimation and inference (RePEc:tas:wpaper:18749)
  by Yao, Wenying & Kam, Timothy & Vahid, Farshid
• The effect of household characteristics on living standards in South Africa 1993–1998: a quantile regression analysis with sample attrition (RePEc:wly:japmet:v:21:y:2006:i:7:p:999-1018)
  by Pushkar Maitra & Farshid Vahid
• Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations (RePEc:wly:japmet:v:31:y:2016:i:6:p:1100-1119)
  by George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao
• A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies? (RePEc:wly:jforec:v:36:y:2017:i:4:p:357-367)
  by Han Li & Colin O'hare & Farshid Vahid
• Household responses to health risks and shocks: A study from rural Tanzania raises some methodological issues (RePEc:wly:jintdv:v:21:y:2009:i:2:p:200-211)
  by Masha F. Somi & James R. G. Butler & Farshid Vahid & Joseph D. Njau & Salim Abdulla
• Global temperatures and greenhouse gases - a common features approach (RePEc:wyi:wpaper:002537)
  by Li Chen & Jiti Gao & Farshid Vahid
• Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach (RePEc:yor:hectdg:10/25)
  by Chai Cheng, T & Vahid, F