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Personal profile

Biography

Farshid Vahid is a professor in the Department of Econometrics and Business Statistics.




Farshid's education includes: a Doctor of Philosophy (Economics) from the University of California, San Diego, USA; Master of Science (Mathematical Economics and Econometrics) from the London School of Economics and Political Science, UK; a Graduate Diploma in Mathematical Economics and Econometrics from the London School of Economics and Political Science; and a Bachelor of Science (Economics) from the London School of Economics.

He has held academic positions at Monash University, Australian National University, and Texas AandM University.

He is the associate editor of Macroeconomic Dynamics, Empirical Economics and the Australian and New Zealand Journal of Statistics.

Farshid's research and supervision interests include, econometrics, applied economics, time series analysis, econometric analysis of experimental data.

Keywords

  • Econometrics
  • Economics
  • Time Series Analysis
  • Learning
  • Forecasting

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2000 2018

Research Output 1994 2017

A flexible functional form to mortality modelling: do we need additional cohort dummies?

Li, H., O'Hare, C. & Vahid-Araghi, F., Jul 2017, In : Journal of Forecasting. 36, 4, p. 357-367 11 p.

Research output: Contribution to journalArticleResearchpeer-review

On weak identification in structural VARMA models

Yao, W., Kam, T. & Vahid, F., 1 Jul 2017, In : Economics Letters. 156, p. 1-6 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Dating the timeline of house price bubbles in Australian capital cities

Shi, S., Valadkhani, A., Smyth, R. & Vahid, F., 2016, In : Economic Record. 92, 299, p. 590-605 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations

Athanasopoulos, G., Poskitt, D. S., Vahid, F. & Yao, W., 1 Sep 2016, In : Journal of Applied Econometrics. 31, 6, p. 1100-1119 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Two dimensional kernel smoothing of mortality surface: An evaluation of cohort strength

Li, H., O'Hare, C. & Vahid-Araghi, F., 1 Sep 2016, In : Journal of Forecasting. 35, 6, p. 553-563 11 p.

Research output: Contribution to journalArticleResearchpeer-review