Projects per year
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
Macroeconomic forecasting in a 'Big Data' world
Panagiotelis, A., Athanasopoulos, G., Hyndman, R. & Vahid-Araghi, F.
Australian Research Council (ARC)
30/09/14 → 31/12/18
Project: Research
Inference in partially non-stationary time series models
Vahid-Araghi, F. & Poskitt, D.
Australian Research Council (ARC)
1/01/03 → 31/12/05
Project: Research
An investigation into appropriate modeling techniques for the study of the Long-run
1/01/02 → 31/12/02
Project: Research
Research Output 1993 2019
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 journal › Article › Research › peer-review
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 journal › Article › Research › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-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 journal › Article › Research › peer-review