1992 …2019
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Personal profile

Biography

Heather Anderson is the Maureen Brunt Professor of Economics and Econometrics, in the Department of Econometrics and Business Statistics.

She is also an elected fellow of the Academy of Social Sciences in Australia, and on the editorial boards of the Journal of Applied Econometrics, the Economic Record, Empirical Economics and Studies in Nonlinear Dynamics and Econometrics.

Link to CV

CV

Keywords

  • econometrics
  • nonlinear time series analysis
  • empirical finance
  • macroeconomics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2000 2019

Research Output 1992 2016

How do shocks to domestic factors affect real exchange rates of Asian developing countries?

Dumrongrittikul, T. & Anderson, H. M., 2016, In : Journal of Development Economics. 119, p. 67 - 85 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Common nonlinearities in multiple series of stock market volatility

Anderson, H. M. & Vahid-Araghi, F., 2014, Essays in Nonlinear Time Series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 93 - 117 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Forecast combinations under structural break uncertainty

Tian, J. & Anderson, H. M., 2014, In : International Journal of Forecasting. 30, 1, p. 161 - 175 15 p.

Research output: Contribution to journalArticleResearchpeer-review

How does public information affect the frequency of trading in airline stocks?

Nowak, S. B. & Anderson, H. M., 2014, In : Journal of Banking and Finance. 44, p. 26 - 38 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Reported earnings and analyst forecasts as competing sources of information: A new approach

Anderson, H. M., Chan, H., Faff, R. & Ho, Y. K., 2012, In : Australian Journal of Management. 37, 3, p. 333 - 359 27 p.

Research output: Contribution to journalArticleResearchpeer-review