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):
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SDG 2 Zero Hunger -
SDG 13 Climate Action
Collaborations and top research areas from the last five years
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. (Primary Chief Investigator (PCI)), Jayasuriya, S. (Chief Investigator (CI)), Bailey, N. (Chief Investigator (CI)) & Leroux, A. (Chief Investigator (CI))
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. (Primary Chief Investigator (PCI)) & Silvapulle, P. (Chief Investigator (CI))
ARC - Australian Research Council
2/01/08 → 31/12/10
Project: Research
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New approaches for testing in nonlinear models
Silvapulle, P. (Primary Chief Investigator (PCI)), Anderson, H. (Chief Investigator (CI)) & Silvapulle, M. (Chief Investigator (CI))
ARC - Australian Research Council, 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. (Primary Chief Investigator (PCI)) & Silvapulle, M. (Chief Investigator (CI))
ARC - Australian Research Council
1/01/04 → 31/12/06
Project: Research
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Impact of climate change on agriculture in Australia: an interactive fixed effects model approach
Bailey, N., Hochman, Z., Mao, Y., Silvapulle, M. & Silvapulle, P., 2025, In: Applied Economics. 57, 43, p. 6901-6914 14 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile6 Link opens in a new tab Citations (Scopus) -
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 & Economic Statistics. 42, 1, p. 122-134 13 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile2 Link opens in a new tab Citations (Scopus) -
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
17 Link opens in a new tab 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 & Economic Statistics. 36, 1, p. 88-100 13 p.Research output: Contribution to journal › Article › Research › peer-review
40 Link opens in a new tab 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
135 Link opens in a new tab Citations (Scopus)