Personal profile


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



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

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Projects 2000 2019

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: Research - peer-reviewArticle

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: Research - peer-reviewChapter (Book)

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle