Projects per year
Personal profile
Biography
Param Silvapulle is a professor in the Department of Econometrics and Business Statistics.
Biography
Her research areas include Macroeconomics and Monetary policy; Modelling Multivariate Time Series; Estimation of Credit Risks, Market Risks, and Operational Risks; Panel Data Modelling; and Climate Change and Agriculture.
She is currently working on two climate change-related projects: (i) a nonparametric time-varying coefficient panel model for climate change and agriculture; and (iii) a big data analytic approach to assessing the impacts of climate change on wheat crops of in Victoria: regional economic impacts and opportunities for adaptation.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 4 Finished
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Big data analytic approach to assessing impacts of harmful temperatures on wheat crops in northern Victoria
Silvapulle, P., Jayasuriya, S., Bailey, N. & Leroux, A.
1/05/18 → 30/06/21
Project: Research
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New Approaches to Modelling Operational Risk in the Light of the Basel II Accord
Moosa, I. & Silvapulle, P.
Australian Research Council (ARC)
2/01/08 → 31/12/10
Project: Research
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New approaches for testing in nonlinear models
Silvapulle, P., Anderson, H. & Silvapulle, M.
Australian Research Council (ARC), Australian National University (ANU)
1/08/06 → 31/12/09
Project: Research
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Modelling multivariate financial time series using copulas
Silvapulle, P. & Silvapulle, M.
Australian Research Council (ARC)
1/01/04 → 31/12/06
Project: Research
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Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, S. B., Gao, J., Silvapulle, M. J. & Silvapulle, P., 2024, In: Journal of Business and Economic Statistics. 42, 1, p. 122-134 13 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Impact of climate change on agriculture in Australia: an interactive fixed effects model approach
Bailey, N., Hochman, Z., Mao, Y., Silvapulle, M. & Silvapulle, P., 2024, (Accepted/In press) In: Applied Economics. 14 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Local logit regression for loan recovery rate
Sopitpongstorn, N., Silvapulle, P., Gao, J. & Fenech, J-P., May 2021, In: Journal of Banking and Finance. 126, 14 p., 106093.Research output: Contribution to journal › Article › Research › peer-review
14 Citations (Scopus) -
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, X. B., Gao, J., Li, D. & Silvapulle, P., 2018, In: Journal of Business and Economic Statistics. 36, 1, p. 88-100 13 p.Research output: Contribution to journal › Article › Research › peer-review
33 Citations (Scopus) -
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sept 2017, In: Energy Economics. 67, p. 255-267 13 p.Research output: Contribution to journal › Article › Research › peer-review
112 Citations (Scopus)