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Andrey Vasnev
Andrey Vasnev
Verified email at sydney.edu.au - Homepage
Title
Cited by
Cited by
Year
The forecast combination puzzle: A simple theoretical explanation
G Claeskens, JR Magnus, AL Vasnev, W Wang
International Journal of Forecasting 32 (3), 754-762, 2016
2632016
Local sensitivity and diagnostic tests
JR Magnus, AL Vasnev
The Econometrics Journal 10 (1), 166-192, 2007
422007
Inference‐in‐residuals as an Estimation Method for Earnings Management
D Christodoulou, L Ma, A Vasnev
Abacus 54 (2), 154-180, 2018
402018
Optimal selection of expert forecasts with integer programming
D Matsypura, R Thompson, AL Vasnev
Omega 78, 165-175, 2018
232018
Multiple Event Incidence And Duration Analysis For Credit Data Incorporating Non‐Stochastic Loan Maturity
JGT Watkins, AL Vasnev, R Gerlach
Journal of Applied Econometrics 29 (4), 627-648, 2014
192014
Forecasting monetary policy decisions in Australia: A forecast combinations approach
A Vasnev, M Skirtun, L Pauwels
Journal of Forecasting 32 (2), 151-166, 2013
192013
A note on the estimation of optimal weights for density forecast combinations
LL Pauwels, AL Vasnev
International Journal of Forecasting 32 (2), 391-397, 2016
182016
Markov chain approximation in bootstrapping autoregressions
S Anatolyev, A Vasnev
Economics Bulletin 3 (19), 1-8, 2002
182002
Conditionally optimal weights and forward-looking approaches to combining forecasts
C Gibbs, AL Vasnev
Available at SSRN 2919117, 2018
162018
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
LL Pauwels, AL Vasnev
Empirical Economics 52, 229-254, 2017
152017
Forecast combination for US recessions with real-time data
L Pauwels, A Vasnev
The North American Journal of Economics and Finance 28, 138-148, 2014
152014
Too similar to combine? On negative weights in forecast combination
P Radchenko, AL Vasnev, W Wang
International Journal of Forecasting 39 (1), 18-38, 2023
132023
Price transmission in conflict-affected states: evidence from cereal Markets of Somalia
JV Hastings, SG Phillips, D Ubilava, A Vasnev
Journal of African Economies 31 (3), 272-291, 2022
132022
Editorial statement in honor of Professor Michael McAleer
M Alghalith, N Swanson, A Vasnev, WK Wong
Annals of Financial Economics 16 (03), 2101002, 2021
122021
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
JR Magnus, AL Vasnev
International Journal of Forecasting 31 (3), 769-781, 2015
112015
Adaptive hierarchical hyper-gradient descent
R Jie, J Gao, A Vasnev, MN Tran
International Journal of Machine Learning and Cybernetics 13 (12), 3785-3805, 2022
92022
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
L Dirick, G Claeskens, A Vasnev, B Baesens
Econometrics and Statistics 22, 39-55, 2022
92022
High Moment Constraints for Predictive Density Combination
LL Pauwels, P Radchenko, AL Vasnev
CAMA Working Paper, 2020
92020
Using macro data to obtain better micro forecasts
JR Magnus, AL Vasnev
Econometric Theory 24 (2), 553-579, 2008
82008
Survival analysis for credit scoring: incidence and latency
J Watkins, A Vasnev, R Gerlach
Business Analytics, 2009
72009
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Articles 1–20