Projects per year
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, an elected fellow of the International Association of Applied Econometrics and on the editorial boards of the Journal of Applied Econometrics, the Economic Record and Studies in Nonlinear Dynamics and Econometrics. In addition, she is the Replications Editor for the Journal of Applied Econometrics and a guest editor for the Journal of Econometrics.
Link to CV
Research area keywords
- econometrics
- nonlinear time series analysis
- empirical finance
- macro-econometrics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
Forecasting when model stability is uncertain
Anderson, H., Koo, B. & Seo, M.
Australian Research Council (ARC), Monash University, London School of Economics and Political Science
1/01/15 → 30/06/20
Project: Research
How do company announcements affect trading frequency in stocks?
Australian Research Council (ARC)
1/01/04 → …
Project: Research
Economic growth and real exchange rates
Anderson, H., Dowrick, S., Golley, J. & Tyers, R.
Australian Research Council (ARC)
1/01/08 → 31/12/10
Project: Research
Research Output
Testing for cojumps in high-frequency financial data: an approach based on first-high-low-last prices
Liao, Y. & Anderson, H. M., 1 Feb 2019, In : Journal of Banking and Finance. 99, p. 252-274 23 p.Research output: Contribution to journal › Article › Research › peer-review
The global effects of productivity gains in Asian emerging economies
Dumrongrittikul, T., Anderson, H. & Vahid, F., Dec 2019, In : Economic Modelling. 83, p. 127-140 14 p.Research output: Contribution to journal › Article › Research › peer-review
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 journal › Article › Research › peer-review
6
Citations
(Scopus)
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 proceeding › Chapter (Book) › Research › peer-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 journal › Article › Research › peer-review
17
Citations
(Scopus)