Yr Athro Saeed Heravi

2020

• Fang, Y.et al. 2020. Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. Journal of Forecasting 39(6), pp. 877-886., article number: Volume39, Issue6 September 2020 Pages 877-886. (10.1002/for.2665)
• Dixon, H., Easaw, J. and Heravi, S. 2020. Forecasting inflation gap persistence: do financial sector professionals differ from non-financial sector ones?. International Journal of Finance and Economics 25(3), pp. 461-474. (10.1002/ijfe.1762)
• Easaw, J. and Heravi, S. 2020. Public opinion as nowcast: consistency and the role of news uncertainty. Journal of Mathematical Sociology (10.1080/0022250X.2020.1732371)
• Heravi, S. and Patterson, K. 2020. Bootstrapping the log-periodogram estimator of the long-memory parameter: is it worth weighting?. International Journal of Computational Economics and Econometrics

2019

• Silva, E. S.et al. 2019. Forecasting tourism demand with denoised neural networks. Annals of Tourism Research 74, pp. 134-154. (10.1016/j.annals.2018.11.006)

2018

• Hassani, H.et al. 2018. Forecasting inflation rate: professional against academic, which one is more accurate. Journal of Quantitative Economics 16(3), pp. 631-646. (10.1007/s40953-017-0114-3)
• Silva, E. S., Hassani, H. and Heravi, S. 2018. Modelling European industrial production with multivariate singular spectrum analysis: a cross industry analysis. Journal of Forecasting 37(3), pp. 371-384. (10.1002/for.2508)

2017

• Yan, J.et al. 2017. The vices and virtues of consumption choices: Price promotion and consumer decision making. Marketing Letters 28 (10.1007/s11002-017-9421-x)
• Silva, E. S.et al. 2017. Cross country relations in European tourist arrivals. Annals of Tourism Research 63, pp. 151-168. (10.1016/j.annals.2017.01.012)
• Page, N.et al. 2017. Preventing violence-related injuries in England and Wales: A panel study examining the impact of on- and off-trade alcohol prices. Injury Prevention 23(1), pp. 33-39. (10.1136/injuryprev-2015-041884)

2016

• Yan, J.et al. 2016. Asymmetric demand patterns for products with added nutritional benefits and products without nutritional benefits. European Journal of Marketing 50(9/10), pp. 1672 -1702. (10.1108/EJM-06-2015-0356)
• Hassani, H.et al. 2016. From nature to maths: Improving forecasting performance in subspace-based methods using genetics Colonial Theory. Digital Signal Processing 51, pp. 101-109. (10.1016/j.dsp.2016.01.002)

2015

• Hassani, H.et al. 2015. Forecasting U.S. tourist arrivals using optimal Singular Spectrum Analysis. Tourism Management 46, pp. 322-335. (10.1016/j.tourman.2014.07.004)

2014

• Heravi, S. and Morgan, P. H. 2014. A comparison of six sampling schemes for price index construction in a COICOP food group. Applied Economics 46(22), pp. 2685-2699. (10.1080/00036846.2014.909574)
• Heravi, S. and Morgan, P. H. 2014. Sampling schemes for price index construction: a performance comparison across the classification of individual consumption by purpose food groups. Journal of Applied Statistics 41(7), pp. 1453-1470. (10.1080/02664763.2014.881466)
• Easaw, J., Ghoshray, A. and Heravi, S. 2014. Households' forming subjective expectations using perceived news: do shocks to ‘good’ news matter more than ‘bad’ news?. The Manchester School 82(1), pp. 1-16. (10.1111/j.1467-9957.2012.02333.x)

2013

• Hassani, H., Heravi, S. and Zhigljavsky, A. A. 2013. Forecasting UK industrial production with multivariate singular spectrum analysis. Journal of Forecasting 32(5), pp. 395-408. (10.1002/for.2244)

2011

• Patterson, K.et al. 2011. Multivariate singular spectrum analysis for forecasting revisions to real-time data. Journal of Applied Statistics 38(10), pp. 2183-2211. (10.1080/02664763.2010.545371)
• Mohd Saat, N. A.et al. 2011. Effective oversight roles of board of directors - The case of listed firms on Bursa Malaysia. World Review of Business Research 1(1), pp. 231-245.

2009

• Easaw, J. and Heravi, S. 2009. Are household subjective forecasts of personal finances accurate and useful? A directional analysis of the British Household Panel Survey. Journal of Forecasting 28(8), pp. 667-680. (10.1002/for.1114)
• Diewert, W. E., Heravi, S. and Silver, M. 2009. Hedonic imputation versus time dummy hedonic indexes. In: Diewert, W. E., Greenlees, J. S. and Hulten, C. R. eds. Price index concepts and measurement. NBER Book Series Studies in Income and Wealth Vol. 70. Chicago: University of Chicago Press, pp. 161-202.
• Hassani, H., Heravi, S. and Zhigljavsky, A. A. 2009. Forecasting European industrial production with singular spectrum analysis. International Journal of Forecasting 25(1), pp. 103-118. (10.1016/j.ijforecast.2008.09.007)
• Copeland, L. S. and Heravi, S. 2009. Structural breaks in the real exchange rate adjustment mechanism. Applied Financial Economics 19(2), pp. 121-134. (10.1080/09603100701765216)

2008

• Tolikas, K. and Heravi, S. 2008. The Anderson-Darling goodness-of-fit test statistic for the three-parameter lognormal distribution. Communications in Statistics - Theory and Methods 37(19), pp. 3135-3143. (10.1080/03610920802101571)

2007

• Silver, M. and Heravi, S. 2007. Why elementary price index number formulas differ: Evidence on price dispersion. Journal of Econometrics 140(2), pp. 874-883. (10.1016/j.jeconom.2006.07.017)
• Heravi, S. and Silver, M. 2007. Different approaches to estimating hedonic indexes. In: Berndt, E. R. and Hulten, C. R. eds. Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches. Studies in Income & Wealth Chicago: University of Chicago Press, pp. 235-268.
• Heravi, S. and Silver, M. 2007. The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes. Journal of Business & Economic Statistics 25(2), pp. 239-246. (10.1198/073500106000000486)

2006

• Copeland, L. S. and Heravi, S. 2006. Structural breaks in the real exchange rate adjustment mechanism. Presented at: All China Economics International Conference, Hong Kong, China, 18-20 December 2006.
• Copeland, L. and Heravi, S. 2006. Structural breaks in the real exchange rate adjustment mechanism. Working paper. Cardiff: Cardiff University.

2005

• Easaw, J. Z., Garratt, D. and Heravi, S. M. 2005. Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US?. Journal of Macroeconomics 27(3), pp. 517-532. (10.1016/j.jmacro.2004.03.001)
• Easaw, J., Garratt, D. and Heravi, S. 2005. Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US?. Journal of Macroeconomics 27(3), pp. 517-532. (10.1016/j.jmacro.2004.03.001)
• Heravi, S. and Silver, M. 2005. A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data. Journal of Business & Economic Statistics 23(3), pp. 269-281. (10.1198/073500104000000343)
• Gao, S. S., Heravi, S. and Xiao, J. Z. 2005. Determinants of corporate social and environmental reporting in Hong Kong: a research note. Accounting Forum 29(2), pp. 233-242. (10.1016/j.accfor.2005.01.002)
• Heravi, S. and Patterson, K. 2005. Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates. The Manchester School 73(2), pp. 165-213. (10.1111/j.1467-9957.2005.00441.x)
• Xiao, J. Z.et al. 2005. The Impact of Social and Economic Development on Corporate Social and Environmental Disclosure in Hong Kong and the U.K.. Advances in International Accounting 18, pp. 219-243. (10.1016/S0897-3660(05)18011-8)
• Ghinea, G.et al. 2005. Adaptation as a premise for perceptual-based multimedia communications. International Journal of Information Technology and Management 4(4), pp. 405-422. (10.1504/IJITM.2005.007071)
• Brooks, C.et al. 2005. Autoregressive Conditional Kurtosis. Journal of Financial Econometrics 3(3), pp. 399-421. (10.1093/jjfinec/nbi018)

2004

• Easaw, J. and Heravi, S. 2004. Evaluating consumer sentiments as predictors of UK household consumption behavior. International Journal of Forecasting 20(4), pp. 671-681. (10.1016/j.ijforecast.2003.12.006)
• Heravi, S., Osborn, D. R. and Birchenhall, C. R. 2004. Linear versus neural network forecasts for European industrial production series. International Journal of Forecasting 20(3), pp. 435-446. (10.1016/S0169-2070(03)00062-1)
• Silver, M. and Heravi, S. 2004. Hedonic Price Indexes and the Matched Models Approach. The Manchester School 72(1), pp. 24-49. (10.1111/j.1467-9957.2004.00378.x)

2003

• Silver, M. and Heravi, S. 2003. Why price index number formulae differ: economic theory and evidence on price dispersion. Presented at: 7th meeting of the Ottawa Group - International Working Group on Price Indices, Paris, France, 27-29 May 2003 Presented at Lacroix, T. ed.Proceedings of the Seventh Meeting of the International Working Group on Price Indices (the Ottawa Group). Paris: Institut National de la Statistique et des Études Économiques (INSEE) pp. 175-212.
• Heravi, S., Heston, A. and Silver, M. C. 2003. Using Scanner Data to Estimate Country Price Parities: A Hedonic Regression Approach. Review of Income and Wealth 49(1), pp. 1-21. (10.1111/1475-4991.00071)
• Silver, M. and Heravi, S. 2003. The measurement of quality-adjusted price changes. In: Feenstra, R. C. and Shapiro, M. D. eds. Scanner Data and Price Indexes. NBER Book Series Studies in Income and Wealth Vol. 64. Chicago: University of Chicago Press, pp. 277-316.
• Patterson, K. D. and Heravi, S. 2003. The impact of fat-tailed distributions on some leading unit roots tests. Journal of Applied Statistics 30(6), pp. 635-667. (10.1080/0266476032000053736)

2002

• Ash, J. C. K.et al. 2002. Are Hodrick-Prescott `forecasts' rational?. Empirical Economics 27, pp. 631-643. (10.1007/s001810100107)
• Ash, J. C. K.et al. 2002. Are Hodrick-Prescott `forecasts' rational?. Empirical Economics 27(4), pp. 631-643. (10.1007/s001810100107)

2001

• Heravi, S. and Silver, M. 2001. Scanner Data and the Measurement of Inflation. The Economic Journal 111(472), pp. 383-404. (10.1111/1468-0297.00636)