Andrey L. Vasnev
The University of Sydney(AU)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Forecasting Techniques and Applications, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Statistical Methods and Inference
Most-Cited Works
- → The forecast combination puzzle: A simple theoretical explanation(2016)243 cited
- → Inference‐in‐residuals as an Estimation Method for Earnings Management(2018)39 cited
- → Local sensitivity and diagnostic tests(2007)35 cited
- → Optimal selection of expert forecasts with integer programming(2017)26 cited
- → Too similar to combine? On negative weights in forecast combination(2021)17 cited
- → A note on the estimation of optimal weights for density forecast combinations(2016)14 cited
- → MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY(2013)13 cited
- → Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach(2011)13 cited
- → USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS(2008)12 cited