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Farshid Vahid

Global rank #3720 95%

Institution: Monash University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://research.monash.edu/en/persons/farshid-vahid-araghi

First Publication: 1993

Most Recent: 2023

RePEc ID: pva160 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.07 0.67 0.00 2.82
Last 10 Years 0.00 1.07 1.58 0.00 4.39
All Time 0.00 7.94 7.00 0.00 24.31

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 17.87

Publications (23)

Year Article Journal Tier Authors
2023 Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach Energy Economics A 5
2023 Multi-population mortality projection: The augmented common factor model with structural breaks International Journal of Forecasting B 3
2022 Global temperatures and greenhouse gases: A common features approach Journal of Econometrics A 3
2019 The global effects of productivity gains in Asian emerging economies Economic Modeling C 3
2019 Macroeconomic forecasting for Australia using a large number of predictors International Journal of Forecasting B 5
2017 On weak identification in structural VARMA models Economics Letters C 3
2016 Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations Journal of Applied Econometrics B 4
2015 Asymmetric pricing of diesel at its source Energy Economics A 3
2011 Financial integration and the construction of historical financial data for the Euro Area Economic Modeling C 4
2011 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions Journal of Econometrics A 4
2006 Common features Journal of Econometrics A 3
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 B 2
2006 The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity Journal of Econometrics A 2
2005 Nonlinear Correlograms and Partial Autocorrelograms* Oxford Bulletin of Economics and Statistics B 2
2002 The importance of common cyclical features in VAR analysis: a Monte-Carlo study Journal of Econometrics A 2
2001 Predicting How People Play Games: A Simple Dynamic Model of Choice Games and Economic Behavior B 2
2001 Common cycles and the importance of transitory shocks to macroeconomic aggregates Journal of Monetary Economics A 2
1999 Payoff Assessments without Probabilities: A Simple Dynamic Model of Choice Games and Economic Behavior B 2
1998 On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity Economics Letters C 2
1998 Testing multiple equation systems for common nonlinear components Journal of Econometrics A 2
1997 Codependent cycles Journal of Econometrics A 2
1997 Shorte-run forecasts of electricity loads and peaks International Journal of Forecasting B 5
1993 COMMON TRENDS AND COMMON CYCLES Journal of Applied Econometrics B 2