1992 …2020
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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, 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

CV

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 2000 2020

Research Output 1992 2019

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 journalArticleResearchpeer-review

The global effects of productivity gains in Asian emerging economies

Dumrongrittikul, T., Anderson, H. & Vahid, F., 16 Feb 2019, (Accepted/In press) In : Economic Modelling. 14 p.

Research output: Contribution to journalArticleResearchpeer-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 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