Projects per year
Personal profile
Biography
Farshid Vahid is a professor in the Department of Econometrics and Business Statistics, a Fellow of the Academy of Social Sciences in Australia, and a Fellow of the International Association of Applied Econometrics.
Farshid holds a PhD in economics from the University of California, San Diego, USA, and Master of Science (Mathematical Economics and Econometrics) and Bachelor of Science (Economics) degrees from the London School of Economics and Political Science, UK.
He has held academic positions at Monash University, Australian National University, and Texas A&M University.
He has served on the editorial boards of the Journal of Econometrics, 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 and forecasting.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Econometrics
- Economics
- Time Series Analysis
- Learning
- Forecasting
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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New methods for modelling complex trends in climate and energy time series
Anderson, H. (Primary Chief Investigator (PCI)), Gao, J. (Chief Investigator (CI)), Vahid-Araghi, F. (Chief Investigator (CI)), Wei, W. (Chief Investigator (CI)), Phillips, P. C. B. (Partner Investigator (PI)), Linton, O. B. (Partner Investigator (PI)), Lunde, A. (Partner Investigator (PI)) & Wei, W. (Primary Chief Investigator (PCI))
3/08/20 → 31/12/25
Project: Research
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8th World Congress of the Econometric Society, USA
Vahid-Araghi, F. (Primary Chief Investigator (PCI))
16/10/00 → …
Project: Research
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Advisian Digital, Proof of Concept for Application of Advanced Short Term Power Generation Forecasting Technology for Wind and Solar Farms
Nitchov, T. (Primary Chief Investigator (PCI)), Marshment, D. (Chief Investigator (CI)), Bergmeir, C. (Chief Investigator (CI)), Brown, S. (Chief Investigator (CI)), Danka, G. (Chief Investigator (CI)), Vahid-Araghi, F. (Chief Investigator (CI)), Miller, B. (Chief Investigator (CI)), Hyndman, R. (Chief Investigator (CI)), Ben Taieb, S. (Chief Investigator (CI)), Salehi, M. (Chief Investigator (CI)) & Khalilpour, K. (Chief Investigator (CI))
28/05/19 → 6/01/21
Project: Research
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Macroeconomic forecasting in a 'Big Data' world
Panagiotelis, A. (Primary Chief Investigator (PCI)), Athanasopoulos, G. (Chief Investigator (CI)), Hyndman, R. (Chief Investigator (CI)) & Vahid-Araghi, F. (Chief Investigator (CI))
ARC - Australian Research Council
1/08/14 → 31/07/19
Project: Research
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Efficient pooling of cross-section and time series data using Bayesian machine learning with two econometric applications
Dowe, D. (Primary Chief Investigator (PCI)) & Vahid-Araghi, F. (Chief Investigator (CI))
ARC - Australian Research Council
1/01/03 → 31/12/06
Project: Research
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Does climate sensitivity differ across regions? A varying–coefficient approach
Anderson, H. M., Gao, J., Vahid, F., Wei, W. & Yang, Y., 2025, (Accepted/In press) In: Journal of Business and Economic Statistics. 11 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Nonlinear Trending Time Series: Theory and Practice
Chen, L., Gao, J. & Vahid, F., 2025, 1st ed. Singapore Singapore: World Scientific Publishing. 261 p. (World Scientific Series on Econometrics and Statistics; vol. 2)Research output: Book/Report › Book › Research
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Assessing degree of overall prospect for merger and acquisition of managed funds: a relative performance perspective
Galagedera, D. U. A., Leung, J. & Vahid, F., 2024, (Accepted/In press) In: SAGE Open. 15 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Group selection and shrinkage: structured sparsity for semiparametric additive models
Thompson, R. & Vahid, F., 2024, In: Journal of Computational and Graphical Statistics. 33, 4, p. 1286-1297 12 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach
Anderson, H. M., Gao, J., Turnip, G., Vahid, F. & Wei, W., Sept 2023, In: Energy Economics. 125, 12 p., 106798.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile8 Citations (Scopus)