20082020

Research output per year

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Personal profile

Biography

Anastasios Panagiotelis is an Associate Professor at the Department of Econometrics and Business Statistics at Monash University. Anastasios recieved his PhD from the University of Sydney, and prior to joining Monash in 2011, he was an Alexander von Humboldt Postdoctoral Researcher at the Chair of Mathematical Statistics at the Technical University of Munich. His research interests include Hierarchical forecasting, Bayesian Model selection and copula models.

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Projects

Research Output

Bayesian weighted inference from surveys

Gunawan, D., Panagiotelis, A., Griffiths, W. & Chotikapanich, D., Apr 2020, In : Australian & New Zealand Journal of Statistics. 62, 1, p. 71-94 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Hierarchical Forecasting

Athanasopoulos, G., Gamakumara, P., Panagiotelis, A., Hyndman, R. J. & Affan, M., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1st ed. Cham Switzerland: Springer, p. 689-719 31 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Bayesian inference for the one-factor copula model

Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 155-173 19 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, A., Athanasopoulos, G., Hyndman, R. J., Jiang, B. & Vahid, F., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 616-633 18 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)