Academy Fellow

Professor Farshid Vahid is an emeritus professor in the Department of Econometrics and Business Statistics, Monash University. He was Professor of Economics and Associate Dean (Research Training) at the ANU College of Business Economics before moving to Monash University. He is a Fellow of the International Association of Applied Econometrics, and has served on the editorial boards of the Journal of Econometrics, Macroeconomic Dynamics, Empirical Economics and the Australian and New Zealand Journal of Statistics. He specialises in econometrics, applied economics, time series analysis and forecasting.

Texas A&M University, Australian National University, Monash University

1. Anderson, H. M., Gao, J., Vahid, F., Wei, W., & Yang, Y. (2025). Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach. Journal of Business & Economic Statistics, 1–11. https://doi.org/10.1080/07350015.2025.2488346
2. Thompson, R. and F. Vahid (2024) “Group selection and shrinkage: structured sparsity for semiparametric additive models” Journal of Computational and Graphical Statistics, 33, 1286-1297.
3. Anderson, H.M., J. Gao, G. Turnip, F. Vahid and W. Wei (2023) “Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach” Energy Economics, 125, 106798.
4. Chen, L., J. Gao and F. Vahid (2022) “Global temperatures and greenhouse gases: a common features approach” Journal of Econometrics, 230, 240-254.
5. Anderson, H., G. Caggiano, F. Vahid and B. Wong (2020) “Sectoral employment dynamics in Australia and the COVID-19 pandemic” Australian Economic Review, 53, 402-414. 
6. Anderson, H. M. and F. Vahid (2011) “VARs, Cointegration and Common Cycle Restrictions” Chapter 1 in M. Clements and D.F. Hendry (eds) Oxford Handbook of Economic Forecasting, Oxford University Press.
7. Vahid, F. (2006), “Common Cycles”. In K.D. Patterson and T.C. Mills (eds) Palgrave Handbook of Econometrics, Volume 1: Econometric Theory, Basingstoke: Palgrave-McMillan.
8. Sarin, R. and F. Vahid (1999), “Payoff Assessments Without Probabilities: A Simple Dynamic Model of Choice”, Games and Economic Behavior, 28, 294-309.
9. Engle, R. F., C. W. Granger, R. Ramanathan, F. Vahid and C. Brace (1997), “Short-run Forecasts of Electricity Loads and Peaks”', International Journal of Forecasting, 13, 161-174.
10. Vahid, F. and R. F. Engle (1993), “Common Trends and Common Cycles”, Journal of Applied Econometrics, 8, 341-360. Reprinted in the International Library of Critical Writings in Economics series volume on Long Term Trends and Business Cycles.