Heather M Anderson
Biographic Data
| ID | 6448465 |
|---|---|
| NAME | Heather M Anderson |
| GIVEN NAMES | Heather M |
| FAMILY NAME | Anderson |
| SIGNATURE | ANDERSON H M |
| AFFILIATIONS | Monash University |
| ORCID | 0000-0002-7668-1151 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1992 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
Global mean surface temperature has been increasing in response to growing greenhouse gas concentrations (IPCC, 2021). While Earth is getting warmer overall, regions that have different local geographical features experience unequal increases in temperature. In this paper, we develop a varying-coefficient dynamic panel data model and use it to measure local climate sensitivity, defined as the increase in temperature in a given location following …
How do shocks to domestic factors affect real exchange rates of Asian developing countries
Forecasting the Volatility of Australian Stock Returns
This article develops multivariate factor models for forecasting volatility in Australian stocks. We suggest estimation procedures for approximate factor models that are robust to jumps when the cross-sectional dimension is not very large, and also work with volatility measures that have been constructed so that they contain no jump components. Out-of-sample forecast analysis shows that multivariate factor models of volatility outperform univaria…
A Cointegration Analysis of Treasury Bill Yields
This paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically targeted short-term interest rates, the spreads between yields of different maturity define the cointegrating vectors.This cointegrating relationship implies that a single non-stationary common factor underlies the time series behavior of each yield to maturity and that risk premia are stationary.An error…
No prominent works on this page.
A Cointegration Analysis of Treasury Bill Yields
This paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically targeted short-term interest rates, the spreads between yields of different maturity define the cointegrating vectors.This cointegrating relationship implies that a single non-stationary common factor underlies the time series behavior of each yield to maturity and that risk premia are stationary.An error…
Forecasting the Volatility of Australian Stock Returns
This article develops multivariate factor models for forecasting volatility in Australian stocks. We suggest estimation procedures for approximate factor models that are robust to jumps when the cross-sectional dimension is not very large, and also work with volatility measures that have been constructed so that they contain no jump components. Out-of-sample forecast analysis shows that multivariate factor models of volatility outperform univaria…
How do shocks to domestic factors affect real exchange rates of Asian developing countries
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
Global mean surface temperature has been increasing in response to growing greenhouse gas concentrations (IPCC, 2021). While Earth is getting warmer overall, regions that have different local geographical features experience unequal increases in temperature. In this paper, we develop a varying-coefficient dynamic panel data model and use it to measure local climate sensitivity, defined as the increase in temperature in a given location following …
Econometrics (3 works) · Economics (3 works) · Monetary Policy and Economic Impact (3 works) · Engineering (2 works) · Macroeconomics (2 works) · Mathematics (2 works) · Monetary economics (2 works) · Atmospheric sciences (1 work) · Climate Change Policy and Economics (1 work) · Climate variability and models (1 work)