Heather M. Anderson : Citation Profile

Monash University

13

H index

17

i10 index

1592

Citations

RESEARCH PRODUCTION:

31

Articles

38

Papers

3

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   35 years (1990 - 2025). See details.
   Cites by year: 45
   Journals where Heather M. Anderson has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 25 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan164
   Updated: 2025-12-20    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Vahid, Farshid (6)

Caggiano, Giovanni (3)

Wong, Benjamin (3)

GAO, Jiti (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Heather M. Anderson.

Is cited by:

JAWADI, Fredj (36)

Mignon, Valérie (29)

Franses, Philip Hans (27)

Osborn, Denise (25)

van Dijk, Dick (20)

Ferrara, Laurent (19)

Balcilar, Mehmet (19)

Swanson, Norman (19)

Clements, Michael (18)

Hecq, Alain (18)

Reitz, Stefan (17)

Cites to:

Pesaran, Mohammad (48)

Engle, Robert (33)

Campbell, John (31)

Vahid, Farshid (26)

Dees, Stephane (23)

Bollerslev, Tim (21)

Watson, Mark (21)

Smith, L. Vanessa (21)

Diebold, Francis (19)

Holly, Sean (19)

Stock, James (17)

Main data

Where Heather M. Anderson has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics2
Economics Letters2
Journal of Banking & Finance2
Economic Modelling2
Journal of Economic Dynamics and Control2
Energy Economics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics24
Econometric Society 2004 Australasian Meetings / Econometric Society2

Recent works citing Heather M. Anderson (2025 and 2024)

YearTitle of citing document
2024On LASSO for High Dimensional Predictive Regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2212.07052.

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2025Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2025). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707.

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2024Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens. (2024). Gao, Zhan ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2408.03930.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Semiparametric Bayesian Inference for a Conditional Moment Equality Model. (2024). Walker, Christopher D. In: Papers. RePEc:arx:papers:2410.16017.

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2025Time Series Foundation Models for Multivariate Financial Time Series Forecasting. (2025). Marconi, Ben A. In: Papers. RePEc:arx:papers:2507.07296.

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2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2025An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions. (2025). Griva, Igor ; Neupane, Krishna. In: Papers. RePEc:arx:papers:2511.08306.

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2024Smooth transition moving average models: Estimation, testing, and computation. (2024). Li, Dong ; Zhang, Xinyu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:463-478.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2024A tale of two taxes: State‐dependency of tax policy. (2024). Ulubasoglu, Mehmet ; Tang, Xueli ; Omay, Tolga ; Gahramanov, Emin ; Arin, Kerim. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:1-27.

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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024A robust Beveridge–Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, P ; Blasques, F. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000715.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024Do Chinas pilot emissions trading schemes lead to domestic carbon leakage? Perspective from the firm relocation. (2024). Pan, Xian ; Yu, Lihong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422.

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2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

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2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2024International capital flow in a period of high inflation: The case of China. (2024). Liu, Zhenya ; Mu, Yuhao ; Moussa, Faten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923001964.

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2025State-dependent pricing of monetary policy nonlinearities and inflation at risk for China. (2025). Xiao, Qiang ; Cao, Honghong ; He, Yongda ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000170.

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2025Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets. (2025). Wang, Yunrun ; Qiao, Gaoxiu ; Liu, Wenwen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001199.

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2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

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2025The Relationship between Market Depth and Liquidity Fragility in the Treasury Market. (2025). Meldrum, Andrew ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-14.

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2024An Econometric and Time Series Analysis of the USTC Depeg’s Impact on the LUNA Classic Price Crash During Spring 2022’s Crypto Market Turmoil. (2024). Diop, Papa Ousseynou. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:4:p:24-459:d:1534437.

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2024Does the Carbon Emissions Trading Pilot Policy Have a Demonstrated Impact on Advancing Low-Carbon Technology? Evidence from a Case Study in Beijing, China. (2024). Fu, Meichen ; Zhong, Jiaxin ; Zhang, Jianjun. In: Land. RePEc:gam:jlands:v:13:y:2024:i:8:p:1276-:d:1455121.

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2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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2024Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China. (2024). Lin, Aihua ; Su, Zhifang ; Fu, Yizheng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09431-w.

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2025A Smooth Transition Autoregressive Model for Matrix-Variate Time Series. (2025). Bucci, Andrea. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10568-7.

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2025Nonlinearity in exchange rate pass-through across BRICS: Role of business cycle and inflation. (2025). Parray, Waseem Ahmad ; Bhat, Sajad Ahmad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00635-7.

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2025Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2025). Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09971-y.

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2025Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets. (2025). Huang, Meichi. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01366-6.

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2024Fiscal policy and real exchange rate variations in India. (2024). Maitra, Biswajit ; Ganguli, Dhritiman. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00276-w.

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2024Threshold effects of technology import on industrial employment: a panel smooth transition regression approach. (2024). KAMEL, HELALI ; Kalai, Maha ; Bouattour, Afef. In: Journal of Economic Structures. RePEc:spr:jecstr:v:13:y:2024:i:1:d:10.1186_s40008-023-00322-x.

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2024Is Abrams curve a myth or reality? Evidence from two Baltic countries. (2024). Bekun, Festus ; Zmen, Brahim ; Bali, Seluk. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01778-6.

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2025Interactional Impact of Defence Expenditure and Political Instability on Economic Growth in Nigeria: Revisited. (2025). Emmanouilidis, Kyriakos ; Dimitraki, Ourania. In: Defence and Peace Economics. RePEc:taf:defpea:v:36:y:2025:i:4:p:533-554.

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2024A robust Beveridge-Nelson decomposition using a score-driven approach with an application. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240003.

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2024Does a meta-combining method lead to more accurate forecasts in the decision-making process?. (2024). Aras, Serkan ; Gulay, Emrah. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:3:p:101-124:id:6.

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Heather M. Anderson is editor of

Journal
Empirical Economics
Studies in Empirical Economics

Works by Heather M. Anderson:

YearTitleTypeCited
2005Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper41
2007Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?.(2007) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2007Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper2
2012Reported earnings and analyst forecasts as competing sources of information: A new approach.(2012) In: Australian Journal of Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2010Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper9
2010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps.(2010) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2001Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices In: Australian Economic Papers.
[Full Text][Citation analysis]		article6
2001Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices..(2001) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic In: Australian Economic Review.
[Full Text][Citation analysis]		article1
2007New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl In: The Economic Record.
[Full Text][Citation analysis]		article1
1997Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article140
2005Nonlinear Correlograms and Partial Autocorrelograms* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2003Nonlinear Correlograms and Partial Autocorrelograms.(2003) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2001PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article44
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models..(2000) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2004A Model for Trade Frequency in the Presence of Announcements In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2004Single Source of Error State Space Approach to the Beveridge Nelson Decomposition In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper26
2006Single source of error state space approach to the Beveridge Nelson decomposition.(2006) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2005Single source of error state space approach to the Beveridge Nelson decomposition.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2004Single Source of Error State Space Approach to the Beveridge Nelson Decomposition.(2004) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2016How do shocks to domestic factors affect real exchange rates of Asian developing countries? In: Journal of Development Economics.
[Full Text][Citation analysis]		article10
2015How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries.(2015) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020The effects of trade size and market depth on immediate price impact in a limit order book market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2002U.S. and Canadian industrial production indices as coupled oscillators In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2011Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling.
[Full Text][Citation analysis]		article9
2010Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2019The global effects of productivity gains in Asian emerging economies In: Economic Modelling.
[Full Text][Citation analysis]		article1
1998On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity In: Economics Letters.
[Full Text][Citation analysis]		article2
2006Common features In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2020High-dimensional predictive regression in the presence of cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
1998Testing multiple equation systems for common nonlinear components In: Journal of Econometrics.
[Full Text][Citation analysis]		article94
2023Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach In: Energy Economics.
[Full Text][Citation analysis]		article3
2022Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach.(2022) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning In: Energy Economics.
[Full Text][Citation analysis]		article0
2014Forecast combinations under structural break uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
2014How does public information affect the frequency of trading in airline stocks? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2019Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2011Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices.(2011) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2006Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers.
[Full Text][Citation analysis]		paper14
2007Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2002Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries.(2002) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2006BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2006Beveridge-Nelson Decomposition with Markov Switching.(2006) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2006Beveridge-Nelson Decomposition with Markov Switching.(2006) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2007CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers.
[Full Text][Citation analysis]		paper12
2007Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Sectoral Employment Dynamics in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2020Sectoral Employment Dynamics in Australia.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2006Random Walk Smooth Transition Autoregressive Models In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter2
2005Random Walk Smooth Transition Autoregressive Models.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1990TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics.
[Citation analysis]		paper11
1997On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
1997On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
1992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article594
1999Does International Trade Synchronize Business Cycles? In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper22
2001Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2002Choosing Lag Lengths in Nonlinear Dynamic Models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2003The Decline in Income Growth Volatility in the United States: Evidence from Regional Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2003Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper27
2009Does beta react to market conditions? Estimates of bull and bear betas using a nonlinear market model with an endogenous threshold parameter.(2009) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 27		article
2010VARs, Cointegration and Common Cycle Restrictions In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2011Forecasting Under Strucural Break Uncertainty In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2013Common non-linearities in multiple series of stock market volatility In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2013Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2014The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2017Robust Bayesian exponentially tilted empirical likelihood method In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2023Does Climate Sensitivity Differ Across Regions? In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
1993Modeling Nonlinearity over the Business Cycle In: NBER Chapters.
[Full Text][Citation analysis]		chapter27
2010Memoirs of A Cointegration Analysis of Treasury Bill Yields In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2010Discussion of Key Elements of Global Inflation In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
1999Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? In: Journal of Economic Methodology.
[Full Text][Citation analysis]		article1
1992A Cointegration Analysis of Treasury Bill Yields. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article386

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