Farshid Vahid
Biographic Data
| ID | 5734063 |
|---|---|
| NAME | Farshid Vahid |
| GIVEN NAMES | Farshid |
| FAMILY NAME | Vahid |
| SIGNATURE | VAHID F |
| AFFILIATIONS | Australian National University |
| ORCID | 0000-0002-5136-8361 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2004 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 1 |
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
Global mean surface temperature has been increasing in response to growing greenhouse gas concentrations (IPCC, 2021). While Earth is getting warmer overall, regions that have different local geographical features experience unequal increases in temperature. In this paper, we develop a varying-coefficient dynamic panel data model and use it to measure local climate sensitivity, defined as the increase in temperature in a given location following …
Varma versus VAR for Macroeconomic Forecasting
In this article, we argue that there is no compelling reason for restricting the class of multivariate models considered for macroeconomic forecasting to vector autoregressive (VAR) models, given the recent advances in vector autoregressive moving average (VARMA) modeling methodology and improvements in computing power. To support this claim, we use real macroeconomic data, and show that VARMA models forecast macroeconomic variables more accurate…
Forecasting the Volatility of Australian Stock Returns
This article develops multivariate factor models for forecasting volatility in Australian stocks. We suggest estimation procedures for approximate factor models that are robust to jumps when the cross-sectional dimension is not very large, and also work with volatility measures that have been constructed so that they contain no jump components. Out-of-sample forecast analysis shows that multivariate factor models of volatility outperform univaria…
Strategy Similarity and Coordination
This paper introduces similarity among strategies in the payoff assessment model of choice (Sarin and Vahid (1999, GEB)). The assessments of strategies that are more similar to the chosen strategy are updated more similarly to the chosen strategy. We use this model to explain a recent experiment. The coordination game repeatedly played by the experimental subjects had two symmetric, efficient and strict stage game Nash equilibria. In the experime…
Strategy Similarity and Coordination
This paper introduces similarity among strategies in the payoff assessment model of choice (Sarin and Vahid (1999, GEB)). The assessments of strategies that are more similar to the chosen strategy are updated more similarly to the chosen strategy. We use this model to explain a recent experiment. The coordination game repeatedly played by the experimental subjects had two symmetric, efficient and strict stage game Nash equilibria. In the experime…
Strategy Similarity and Coordination
This paper introduces similarity among strategies in the payoff assessment model of choice (Sarin and Vahid (1999, GEB)). The assessments of strategies that are more similar to the chosen strategy are updated more similarly to the chosen strategy. We use this model to explain a recent experiment. The coordination game repeatedly played by the experimental subjects had two symmetric, efficient and strict stage game Nash equilibria. In the experime…
Forecasting the Volatility of Australian Stock Returns
This article develops multivariate factor models for forecasting volatility in Australian stocks. We suggest estimation procedures for approximate factor models that are robust to jumps when the cross-sectional dimension is not very large, and also work with volatility measures that have been constructed so that they contain no jump components. Out-of-sample forecast analysis shows that multivariate factor models of volatility outperform univaria…
Varma versus VAR for Macroeconomic Forecasting
In this article, we argue that there is no compelling reason for restricting the class of multivariate models considered for macroeconomic forecasting to vector autoregressive (VAR) models, given the recent advances in vector autoregressive moving average (VARMA) modeling methodology and improvements in computing power. To support this claim, we use real macroeconomic data, and show that VARMA models forecast macroeconomic variables more accurate…
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
Global mean surface temperature has been increasing in response to growing greenhouse gas concentrations (IPCC, 2021). While Earth is getting warmer overall, regions that have different local geographical features experience unequal increases in temperature. In this paper, we develop a varying-coefficient dynamic panel data model and use it to measure local climate sensitivity, defined as the increase in temperature in a given location following …
Econometrics (4 works) · Economics (3 works) · Artificial Intelligence (2 works) · Computer Science (2 works) · Engineering (2 works) · Mathematics (2 works) · Monetary Policy and Economic Impact (2 works) · Multivariate statistics (2 works) · Artificial Intelligence (1 work) · Atmospheric sciences (1 work)