BSc, MSc (LSE), PhD (UC San Diego)


Professor Farshid Vahid is the Head of Department of Econometrics and Business Statistics, Monash University. He was Professor of Economics and Associate Dean (Research Training) at ANU College of Business Economics before moving to Monash University. He specialises in econometric analysis of trends and cycles in macroeconomic variables. He is currently working on forecasting key economic indicators using many predictors.

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

1. Anderson, H. M. and F. Vahid (2014) “Common Nonlinearities in Multiple Series of Stock Market Volatility”, Chapter 4 in N. Haldrup, M. Meitz and P. Saikkonen (eds) Essays in Nonlinear Time Series Econometrics, Oxford University Press.

2. Athanasopoulos, G., D. S. Poskitt and F. Vahid (2012) “Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form” Econometric Reviews, 31, 60-83.

3. Anderson, H. M., M. Dungey, D. R. Osborne and F. Vahid (2011), “Financial Integration and the Construction of Historical Financial Data for the Euro Area” Economic Modelling, 28, 1498-1509.

4. 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.

5. Athanasopoulos, G., O. T. C. Guillen, J. V. Issler and F. Vahid (2011) “Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions” Journal of Econometrics, 164, 116-129.