Farshid Vahid

2.2k total citations
48 papers, 1.4k citations indexed

About

Farshid Vahid is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Farshid Vahid has authored 48 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Economics and Econometrics, 20 papers in General Economics, Econometrics and Finance and 12 papers in Finance. Recurrent topics in Farshid Vahid's work include Monetary Policy and Economic Impact (20 papers), Market Dynamics and Volatility (15 papers) and Global Health Care Issues (7 papers). Farshid Vahid is often cited by papers focused on Monetary Policy and Economic Impact (20 papers), Market Dynamics and Volatility (15 papers) and Global Health Care Issues (7 papers). Farshid Vahid collaborates with scholars based in Australia, United States and Tanzania. Farshid Vahid's co-authors include Robert F. Engle, Heather M. Anderson, George Athanasopoulos, Rajiv Sarin, João Victor Issler, Salim Abdulla, Joseph Njau, James R.G. Butler, Abbas Valadkhani and Russell Smyth and has published in prestigious journals such as The Economic Journal, Journal of Econometrics and Energy Economics.

In The Last Decade

Farshid Vahid

47 papers receiving 1.2k citations

Peers

Farshid Vahid

GEEF

FINAN

MSOR

Marcelo J. Moreira United States

Félix Chan Australia

Roberto León‐González Japan

Matteo Richiardi Italy

Roy van der Weide United States

Francesca Molinari United States

James Mitchell United Kingdom

Ana Beatriz Galvão United Kingdom

Robert Taylor United Kingdom

Ulrich K. Müller United States

Marcelo J. Moreira United States

Farshid Vahid

631 ×0.7

539 ×0.8

GEEF

336 ×0.7

FINAN

78 ×0.4

MSOR

62 ×0.5

Citations per year, relative to Farshid Vahid Farshid Vahid (= 1×) peers Marcelo J. Moreira

Countries citing papers authored by Farshid Vahid

Since Specialization

Citations

This map shows the geographic impact of Farshid Vahid's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Farshid Vahid with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Farshid Vahid more than expected).

Fields of papers citing papers by Farshid Vahid

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Farshid Vahid. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Farshid Vahid. The network helps show where Farshid Vahid may publish in the future.

Co-authorship network of co-authors of Farshid Vahid

This figure shows the co-authorship network connecting the top 25 collaborators of Farshid Vahid. A scholar is included among the top collaborators of Farshid Vahid based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Farshid Vahid. Farshid Vahid is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Anderson, Heather M., Jiti Gao, Farshid Vahid, Wei Wei, & Yang Yang. (2025). Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach. Journal of Business and Economic Statistics. 44(1). 13–23.

Wang, Pengjie, Athanasios A. Pantelous, & Farshid Vahid. (2022). Multi-population mortality projection: The augmented common factor model with structural breaks. International Journal of Forecasting. 39(1). 450–469. 2 indexed citations

Vahid, Farshid, et al.. (2017). On weak identification in structural VARMA models. Economics Letters. 156. 1–6. 1 indexed citations

Athanasopoulos, George, D. S. Poskitt, & Farshid Vahid. (2011). Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form. Econometric Reviews. 31(1). 60–83. 25 indexed citations

Anderson, Heather M., Mardi Dungey, Denise R. Osborn, & Farshid Vahid. (2011). Financial integration and the construction of historical financial data for the Euro Area. Economic Modelling. 28(4). 1498–1509. 7 indexed citations

Cheng, Terence Chai & Farshid Vahid. (2011). Demand for Hospital Care and Private Health Insurance in a Mixed Public-Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach. SSRN Electronic Journal. 16 indexed citations

Nam, Kiseok, et al.. (2011). Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation. Pacific-Basin Finance Journal. 20(2). 271–291. 19 indexed citations

Butler, James R.G., et al.. (2008). Use of proxy measures in estimating socioeconomic inequalities in malaria prevalence. Tropical Medicine & International Health. 13(3). 354–364. 22 indexed citations

Athanasopoulos, George & Farshid Vahid. (2008). A complete VARMA modelling methodology based on scalar components. Journal of Time Series Analysis. 29(3). 533–554. 21 indexed citations

10.

Butler, James R.G., et al.. (2007). Economic burden of malaria in rural Tanzania: variations by socioeconomic status and season. Tropical Medicine & International Health. 12(10). 1139–1147. 23 indexed citations

11.

Anderson, Heather M. & Farshid Vahid. (2006). Forecasting the Volatility of Australian Stock Returns. Journal of Business and Economic Statistics. 25(1). 76–90. 39 indexed citations

12.

Issler, João Victor & Farshid Vahid. (2005). The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity. Journal of Econometrics. 132(1). 281–303. 20 indexed citations

13.

Anderson, Heather M., João Victor Issler, & Farshid Vahid. (2005). Common features. Journal of Econometrics. 132(1). 1–5. 7 indexed citations

14.

Athanasopoulos, George & Farshid Vahid. (2003). Statistical Inference and Changes in Income Inequality in Australia. Economic Record. 79(247). 412–424. 38 indexed citations

15.

Vahid, Farshid & João Victor Issler. (2002). The importance of common cyclical features in VAR analysis: a Monte-Carlo study. Journal of Econometrics. 109(2). 341–363. 45 indexed citations

16.

Anderson, Heather M. & Farshid Vahid. (2001). PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS. Macroeconomic Dynamics. 5(4). 482–505. 31 indexed citations

17.

Sarin, Rajiv & Farshid Vahid. (2001). Predicting How People Play Games: A Simple Dynamic Model of Choice. Games and Economic Behavior. 34(1). 104–122. 61 indexed citations

18.

Anderson, Heather M. & Farshid Vahid. (1998). Testing multiple equation systems for common nonlinear components. Journal of Econometrics. 84(1). 1–36. 78 indexed citations

19.

Anderson, Heather M. & Farshid Vahid. (1997). On the correspondence between individual and aggregate food consumption functions: evidence from the USA and The Netherlands. Journal of Applied Econometrics. 12(5). 477–507. 7 indexed citations

20.

Vahid, Farshid & Robert F. Engle. (1997). Codependent cycles. Journal of Econometrics. 80(2). 199–221. 62 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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