I am a Senior Research Fellow in the Department of Econometrics and Business Statistics at Monash University. My focus is on undertaking an ARC grant that will develop some prices indexes for the commercial real estate sector. 

I have a wide range of research interests. My published research has focused primarily on three areas; (1) economic measurement and index numbers, (2) real estate, housing, urban and regional economics, and (3) credit risk modelling, stress testing and macroprudential policy.

My current research is looking at the challenges of accounting for new and disappearing goods in price indexes. Here my particular focus is on developing methods that can be applied to large scanner data sets. In the real estate area, I am looking at the availability of single-sex schools on home prices and the impact of concerns about combustible cladding on the Melbourne apartment market. I am also investigating the impact of COVID-19 on real estate markets, particularly commercial real estate.

My prior research has addressed a range of themes. These include the impact of immigrants on housing prices and rents in Australia, methods for constructing real estate price indexes, regional variation in the quality of life, methods for incorporating scanner data in price indexes, life cycle price trends, and international comparisons of income. This work has been published in a wide range of journals.

I completed my PhD from UNSW in 2004. Following this, I held several roles in industry, government, and academia. Before returning to academia, I worked in the financial services sector at Moody’s Analytics. Here I was involved in providing credit risk modelling and stress testing consultancy services for large US banks. I have also worked extensively in official statistics having had roles at Statistics New Zealand and the Office for National Statistics in the UK and having collaborated with the Australian Bureau of Statistics. I have also worked as an academic at other universities.

Personal webpage: https://sites.google.com/view/danielmelser/home