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, 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
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
Forecasting when model stability is uncertain
Anderson, H. M., Koo, B. & Seo, M.
Australian Research Council (ARC), Monash University, The London School of Economics and Political Science
1/01/15 → 30/06/19
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. M., Dowrick, S., Golley, J. & Tyers, R.
Australian Research Council (ARC)
1/01/08 → 31/12/10
Project: Research
Research Output 1999 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 journal › Article › Research › peer-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 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
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 journal › Article › Research › peer-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 journal › Article › Research › peer-review