![Saeed Heravi](https://profiles-cardiff.imgix.net/attachments/1298?w=200&h=200&auto=format&crop=faces&fit=crop&q=90")
Yr Athro Saeed Heravi
Professor in Quantitative Methods
- HeraviS@caerdydd.ac.uk
- +44 29208 75787
- Adeilad Aberconwy, Ystafell E24, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU
Trosolwyg
Saeed Heravi is professor of quantitative analysis at Cardiff Business School. He obtained his PhD in Statistics from University of Manchester Institute of Science and Technology (UMIST) in 1986. Since then he has held full-time posts in different universities as Researcher \ Lecturer \ Senior Lecturer and Reader. During this time, he has taught various quantitative courses and his research activities includes applied statistics, time series analysis, forecasting and computing. He has a broad knowledge of statistical modelling techniques, particularly non-linear and non-stationary time series. Prior to joining the Cardiff Business School, he was actively involved in a number of research projects with the University of Manchester and Reading University. These projects include research on the theory and applications of non-linear time series models, data revisions, modelling European industrial production and a series of articles analysing the accuracy of OECD forecasts. In addition, he has worked on a number of new areas, particularly on measuring consumer price index using scanner data. His current research includes forecasting with Singular Spectrum Analysis (SSA), Comparison of performance of various sampling schemes on price index estimation using the TNS dataset, Relation between violence on alcohol prices and Tourism forecasting.
Cyhoeddiad
2024
- Xu, Y., Guan, B., Lu, W. and Heravi, S. 2024. Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. Energy Economics 136, article number: 107750. (10.1016/j.eneco.2024.107750)
- Fang, Y., Guan, B., Huang, X., Hassani, H. and Heravi, S. 2024. An investigation of the co-movement between spot and futures prices for Chinese agricultural commodities. Journal of Risk and Financial Management 17(7), article number: 299. (https://doi.org/10.3390/jrfm17070299)
- Matthews, K., Heravi, S., Morgan, P., Page, N., Shepherd, J. and Sivarajasingam, V. 2024. Alcohol prices, the April effect, and the environment, in violence-related injury in England and Wales. European Journal of Health Economics 25(2), pp. 237-255. (10.1007/s10198-023-01583-w)
- Ye, R., Heravi, S. and Xiao, J. 2024. Market institutions, fair value, and financial analyst forecast accuracy. Abacus: A Journal of Accounting, Finance and Business Studies 60(1), pp. 130-171. (10.1111/abac.12310)
- Amiri, S., Hassani, H. and Heravi, S. 2024. An efficient variant of ranked set sampling, probability proportional to size with application to economic data. Austrian Journal of Statistics 53(2), pp. 17-31. (10.17713/ajs.v53i2.1622)
2023
- Easaw, J., Fang, Y. and Heravi, S. 2023. Using polls to forecast popular vote share for US Presidential Elections 2016 and 2020: An optimal forecast combination based on ensemble empirical model. Journal of the Operational Research Society 74(3), pp. 905-911. (10.1080/01605682.2022.2101951)
- Borodich Suarez, S., Heravi, S. and Pepelyshev, A. 2023. Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm. Statistics and Its Interface 16(1), pp. 31-42. (10.4310/21-SII693)
2022
- Guan, B., Silva, E. S., Hassani, H. and Heravi, S. 2022. Forecasting tourism growth with state-dependent models. Annals of Tourism Research 94, article number: 103385. (10.1016/j.annals.2022.103385)
2021
- Easaw, J., Fang, Y. and Heravi, S. 2021. Using polls to forecast popular vote share for US presidential elections 2016 and 2020: an optimal forecast combination based on ensemble empirical model. Cardiff Business School, Cardiff University.
- Heravi, S. and Patterson, K. 2021. Bootstrapping the log-periodogram estimator of the long-memory parameter: is it worth weighting?. International Journal of Computational Economics and Econometrics 11(3), pp. 201-221. (10.1504/IJCEE.2021.10037283)
- Easaw, J. and Heravi, S. 2021. Public opinion as nowcast: consistency and the role of news uncertainty. Journal of Mathematical Sociology 45(2), pp. 100-110. (10.1080/0022250X.2020.1732371)
2020
- Fang, Y., Guan, B., Wu, S. and Heravi, S. 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)
2019
- Silva, E. S., Hassani, H., Heravi, S. and Huang, X. 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., Coreman, J., Heravi, S. and Easaw, J. 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., Tian, K., Heravi, S. and Morgan, P. 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., Ghodsi, Z., Ghosdi, M., Heravi, S. and Hassani, H. 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., Sivarajasingam, V., Matthews, K., Heravi, S., Morgan, P. and Shepherd, J. 2017. Preventing violence-related injuries in England and Wales: A panel study examining the impact of on-trade and off-trade alcohol prices. Injury Prevention 23(1), pp. 33-39. (10.1136/injuryprev-2015-041884)
2016
- Yan, J., Tian, K., Heravi, S. and Morgan, P. 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., Ghodsi, Z., Silva, E. S. and Heravi, S. 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., Webster, A., Silva, E. S. and Heravi, S. 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., Hassani, H., Heravi, S. and Zhigljavsky, A. A. 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., Karbhari, Y., Heravi, S. and Md Nassir, A. 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., 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., Gao, S. S., Heravi, S. and Cheung, Y. C. Q. 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., Thomas, J. P., Magoulas, G. D. and Heravi, S. 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., Burke, S. P., Heravi, S. and Persand, G. 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., Easaw, J. Z., Heravi, S. M. and Smyth, D. J. 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)
Adrannau llyfrau
- 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.
- 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.
- 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.
Cynadleddau
- 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.
- 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.
Erthyglau
- Xu, Y., Guan, B., Lu, W. and Heravi, S. 2024. Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. Energy Economics 136, article number: 107750. (10.1016/j.eneco.2024.107750)
- Fang, Y., Guan, B., Huang, X., Hassani, H. and Heravi, S. 2024. An investigation of the co-movement between spot and futures prices for Chinese agricultural commodities. Journal of Risk and Financial Management 17(7), article number: 299. (https://doi.org/10.3390/jrfm17070299)
- Matthews, K., Heravi, S., Morgan, P., Page, N., Shepherd, J. and Sivarajasingam, V. 2024. Alcohol prices, the April effect, and the environment, in violence-related injury in England and Wales. European Journal of Health Economics 25(2), pp. 237-255. (10.1007/s10198-023-01583-w)
- Ye, R., Heravi, S. and Xiao, J. 2024. Market institutions, fair value, and financial analyst forecast accuracy. Abacus: A Journal of Accounting, Finance and Business Studies 60(1), pp. 130-171. (10.1111/abac.12310)
- Amiri, S., Hassani, H. and Heravi, S. 2024. An efficient variant of ranked set sampling, probability proportional to size with application to economic data. Austrian Journal of Statistics 53(2), pp. 17-31. (10.17713/ajs.v53i2.1622)
- Easaw, J., Fang, Y. and Heravi, S. 2023. Using polls to forecast popular vote share for US Presidential Elections 2016 and 2020: An optimal forecast combination based on ensemble empirical model. Journal of the Operational Research Society 74(3), pp. 905-911. (10.1080/01605682.2022.2101951)
- Borodich Suarez, S., Heravi, S. and Pepelyshev, A. 2023. Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm. Statistics and Its Interface 16(1), pp. 31-42. (10.4310/21-SII693)
- Guan, B., Silva, E. S., Hassani, H. and Heravi, S. 2022. Forecasting tourism growth with state-dependent models. Annals of Tourism Research 94, article number: 103385. (10.1016/j.annals.2022.103385)
- Heravi, S. and Patterson, K. 2021. Bootstrapping the log-periodogram estimator of the long-memory parameter: is it worth weighting?. International Journal of Computational Economics and Econometrics 11(3), pp. 201-221. (10.1504/IJCEE.2021.10037283)
- Easaw, J. and Heravi, S. 2021. Public opinion as nowcast: consistency and the role of news uncertainty. Journal of Mathematical Sociology 45(2), pp. 100-110. (10.1080/0022250X.2020.1732371)
- Fang, Y., Guan, B., Wu, S. and Heravi, S. 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)
- Silva, E. S., Hassani, H., Heravi, S. and Huang, X. 2019. Forecasting tourism demand with denoised neural networks. Annals of Tourism Research 74, pp. 134-154. (10.1016/j.annals.2018.11.006)
- Hassani, H., Coreman, J., Heravi, S. and Easaw, J. 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)
- Yan, J., Tian, K., Heravi, S. and Morgan, P. 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., Ghodsi, Z., Ghosdi, M., Heravi, S. and Hassani, H. 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., Sivarajasingam, V., Matthews, K., Heravi, S., Morgan, P. and Shepherd, J. 2017. Preventing violence-related injuries in England and Wales: A panel study examining the impact of on-trade and off-trade alcohol prices. Injury Prevention 23(1), pp. 33-39. (10.1136/injuryprev-2015-041884)
- Yan, J., Tian, K., Heravi, S. and Morgan, P. 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., Ghodsi, Z., Silva, E. S. and Heravi, S. 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)
- Hassani, H., Webster, A., Silva, E. S. and Heravi, S. 2015. Forecasting U.S. tourist arrivals using optimal Singular Spectrum Analysis. Tourism Management 46, pp. 322-335. (10.1016/j.tourman.2014.07.004)
- 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)
- 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)
- Patterson, K., Hassani, H., Heravi, S. and Zhigljavsky, A. A. 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., Karbhari, Y., Heravi, S. and Md Nassir, A. 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.
- 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)
- 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)
- 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)
- 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. The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes. Journal of Business & Economic Statistics 25(2), pp. 239-246. (10.1198/073500106000000486)
- 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., Gao, S. S., Heravi, S. and Cheung, Y. C. Q. 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., Thomas, J. P., Magoulas, G. D. and Heravi, S. 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., Burke, S. P., Heravi, S. and Persand, G. 2005. Autoregressive Conditional Kurtosis. Journal of Financial Econometrics 3(3), pp. 399-421. (10.1093/jjfinec/nbi018)
- 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)
- 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)
- 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)
- Ash, J. C. K., Easaw, J. Z., Heravi, S. M. and Smyth, D. J. 2002. Are Hodrick-Prescott `forecasts' rational?. Empirical Economics 27(4), pp. 631-643. (10.1007/s001810100107)
- 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)
Monograffau
- Easaw, J., Fang, Y. and Heravi, S. 2021. Using polls to forecast popular vote share for US presidential elections 2016 and 2020: an optimal forecast combination based on ensemble empirical model. Cardiff Business School, Cardiff University.
- Copeland, L. and Heravi, S. 2006. Structural breaks in the real exchange rate adjustment mechanism. Working paper. Cardiff: Cardiff University.
- 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)
- 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)
- Patterson, K., Hassani, H., Heravi, S. and Zhigljavsky, A. A. 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., Karbhari, Y., Heravi, S. and Md Nassir, A. 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.
- 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)
- 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)
- 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)
- 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)
- 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.
- 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)
Ymchwil
PhD supervision research interests
- Hedonic regression
- Time series forecasting
Addysgu
Teaching commitments
- Applied Statistics and Mathematics in Economics and Business (undergraduate, year 1);
- Inferential Statistics, Statistical Modelling & Survey Methods (undergraduate, year 2)