Research

Feb 28, 2009 by George Athanasopoulos

Refereed Publications

• Athanasopoulos, G., R.A. Ahmed, R.J. Hyndman (2009), "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, 25 (1), 146-166.
• Athanasopoulos, G. and F. Vahid (2008), "VARMA versus VAR for Macroeconomic Forecasting", Journal of Business and Economic Statistics, 26 (2), 237-252.
• Athanasopoulos, G. and F. Vahid (2008), "A Complete VARMA modelling methodology based on Scalar Components", Journal of Time Series Analysis, 29 (3), 533-554.
• Athanasopoulos, G. and R.J. Hyndman (2008), "Modelling and forecasting Australian domestic tourism", Tourism Management, 29 (1), pp. 19-31.
• Anderson, H.M., G. Athanasopoulos and F. Vahid (2007), "Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries", Journal of Applied Econometrics, 22 (1), pp. 63-87.
• Athanasopoulos, G. and F. Vahid (2003), "Statistical Inference on Changes in Income Inequality in Australia", The Economic Record, 79 (247), pp. 412 - 424.

Current Projects

• Athanasopoulos, G., O.T. de C. Guillen, J.V. Issler and F. Vahid, "Model selection, estimation and forecasting in VAR models with short- and long-run restrictions," Working Paper 12/09, Monash University, Australia.
• Athanasopoulos, G., R.J. Hyndman, H. Song and D. C. Wu, "The Tourism Forecasting Competition," Working Paper 10/08, Monash University, Australia.
• Kim, J.H., H. Song, K. Wong, G. Athanasopoulos and S. Liu, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Working Paper 11/08, Monash University, Australia.
• Athanasopoulos, G., D.S. Poskitt and F. Vahid, "Two canonical VARMA forms: Scalar component models vis-a-vis the Echelon form," Working Paper 10/07, Monash University, Australia.
• Hyndman, R.J., R.A. Ahmed and G. Athanasopoulos, "Optimal combination forecasts for hierarchical time series," Working Paper 09/07, Monash University, Australia.
• de Silva, A. and G. Athanasopoulos, "Forecasting tourist arrivals to Australia and New Zealand," forthcoming.
• Deng, G. and G. Athanasopoulos, "Modelling Australian domestic and outbound
  travel: A spatial-temporal approach," forthcoming.

Conference Proceedings

• 2007 - "VARMA versus VAR for Macroeconomic Forecasting," slides (583KB), Athanasopoulos, G. and F. Vahid, 27th International Symposium on Forecasting, 24 - 27 June, Marriott Marquis Times Square, New York, USA.
• 2007 - "Modelling and forecasting Australian domestic tourism," slides (535KB), Athanasopoulos, G. and R.J. Hyndman, Council for Australian University Tourism and Hospitality Education CAUTHE 2007, 11 - 14 February, Manly Pacific Hotel, Sydney, Australia.
• 2006 - "Two canonical VARMA forms: SCM vis-à-vis Echelon form," slides (215KB), Athanasopoulos, G., D. S. Poskitt and F. Vahid, Econometric Society Australasian Meetings ESAM 2006, 4 - 7 July, Alice Springs Convention Centre, Northern Territory, Australia.
• 2006 - "Two canonical VARMA forms: SCM versus Echelon form," Athanasopoulos, G., D. S. Poskitt and Farshid Vahid, 26th International Symposium on Forecasting, June 11-14, Palacio de la Magdalena, Santander, Spain.
• 2004 - "Are VAR models good enough for forecasting macro-economic variables," slides (227KB), Athanasopoulos, G. and F. Vahid, Econometric Society European Meetings ESEM 2004, 20 - 24 August, Universidad Carlos III, Madrid, Spain.
• 2004 - "Are VAR models good enough," George Athanasopoulos and Farshid Vahid, Econometric Society Australasian Meetings ESAM 2004,July 7-9, Sheraton Towers Southgate, Melbourne, Australia.
• 2004 - "Are VAR models good enough for macro-economic forecasting," George Athanasopoulos and Farshid Vahid, 24th International Symposium on Forecasting, July 4-7, Shangri-La Hotel, Sydney, Australia.
• 2002 - "Statistical Inference on Changes in Income Inequality in Australia," George Athanasopoulos and Farshid Vahid, Econometric Society Australasian Meetings ESAM 2002,July 7-10, Queensland University of Technology, Brisbane, Australia.
• 2001 - "Capturing the Shape of the Business Cycle with Autoregressive Leading Indicator Models," slides (120KB), George Athanasopoulos and Farshid Vahid, Econometric Society Australasian Meetings ESAM 2001,July 6-8, University of Auckland, Auckland, New Zealand.