VARMA versus VAR for Macroeconomic Forecasting

By George Athanasopoulos, Farshid Vahid. 2008

104 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. D. Wu
2. Haiyan Song
3. Konstantinos Nikolopoulos
4. George Athanasopoulos
5. Rob J Hyndman
6. Nikolaos Bougioukos
7. Gang Li
8. Shujie Shen

In Management Science and Operations Research

1. Konstantinos Nikolopoulos
2. George Athanasopoulos
3. Haiyan Song
4. Rob J Hyndman
5. D. Wu
6. Nikolaos Bougioukos
7. Fotios Petropoulos
8. Vassilios Assimakopoulos

Citations in the corpus

• The Tourism Forecasting Competition (2011, background): “Athanasopoulos and Vahid (2008) found this type of VAR model to be successful in forecasting macroeconomic variables.”