Econometrics and Business Statistics staff directory

Leadership team

  Name and contact details Areas of research interest

Professor Rob Hyndman

Rob Hyndman
Professor
Head, Econometrics and Business Statistics

E: Rob.Hyndman@monash.edu
P: +61 (3) 9905 5141
Clayton and Caulfield campuses

  • Business Analytics
  • Machine Learning
  • Forecasting
  • Demography
  • Computational Statistics
  • Time Series

George Athanasopoulos
Professor
Deputy Head of Department - Caulfield

E: George.Athanasopoulos@monash.edu
P: +61 (3) 9903 1075
Caulfield campus

  • Commentary: Forecasting
  • Tourism Forecasting Practices
  • Supervision: Multivariate Times Series Analysis
  • Forecasting Methods

Brett Inder
Professor
Deputy Head of Department - Clayton

E: Brett.Inder@monash.edu
P: +61 (3) 9905 2303
Clayton campus

  • Applied Econometrics
  • Empirical Development Economics

Vasilis Sarafidis
Associate Professor
Director of Education

E: Vasilis.Sarafidis@monash.edu
P: +61 (3) 9903 2179
Caulfield campus

  • Econometric theory and practice
  • Panel data analysis
  • Micro-econometrics

Jiti Gao
Professor
Donald Cochrane Chair of Econometrics
Director of Research
FASSA

E: Jiti.Gao@monash.edu
P: +61 (3) 9903 1675
Caulfield campus

  • Econometric Theory and Practice
  • Financial Econometrics
  • Economic Statistics

Gael Martin
Professor
Director Higher Degrees by Research

E: Gael.Martin@monash.edu
P: +61 (3) 9905 1189
Clayton campus

  • Bayesian Econometrics
  • Time Series Analysis
  • Simulation Methods
  • Forecasting

Dianne Cook
Professor
Director of Business Analytics
FASA

E: DiCook@monash.edu
P: +61 (3) 9905 2608
Clayton campus

  • Data science
  • Business analytics
  • Exploratory data analysis
  • Data visualisation
  • Data mining
  • High-dimensional data
  • Multivariate methods
  • Statistical graphics
  • Statistical computing

Academic staff

  Name and contact details Areas of research interest

Heather Anderson
Professor
Maureen Brunt Chair in Economics and Econometrics
FASSA

E: Heather.Anderson@monash.edu
P: +61 (3) 9905 8462
Clayton campus

  • Econometrics
  • Nonlinear time series analysis
  • Empirical finance
  • Macroeconomics

Robert Brooks
Professor
Deputy Dean, Education

E: Robert.Brooks@monash.edu
P: +61 (3) 9903 1423
Caulfield campus

  • Financial econometrics
  • Volatility modelling
  • Credit ratings
  • Asset pricing

Duangkamon Chotikapanich
Professor

E: Duangkamon.Chotikapanich@monash.edu
P: +61 (3) 9903 2791
Caulfield campus

  • Micro-Econometrics
  • Income Distribution
  • Inequality

Donald Poskitt
Professor

E: Donald.Poskitt@monash.edu
P: +61 (3) 9905 9378
Clayton campus

  • Econometric Theory and Practice
  • Forecasting Methods
  • Time Series Analysis
  • Dynamic Systems

Mervyn Silvapulle
Professor

E: Mervyn.Silvapulle@monash.edu
P: +61 (3) 9903 1024
Caulfield campus

  • Constrained Statistical Inference
  • GARCH Model
  • Income Inequality

Param Silvapulle
Professor

E: Param.Silvapulle@monash.edu
P: +61 (3) 9903 2237
Caulfield campus

  • Time Series Econometrics
  • Empirical Econometrics
  • Empirical Finance

Farshid Vahid-Araghi
Professor
FASSA

E: Farshid.Vahid@monash.edu
P: +61 (3) 9905 2359
Clayton campus

  • Econometrics
  • Economics
  • Time Series Analysis
  • Learning
  • Forecasting

Xueyan Zhao
Professor
Honours Co-ordinator

E: Xueyan.Zhao@monash.edu
P: +61 (3) 9905 2415
Clayton campus

  • Micro-Econometrics
  • Applied Econometrics
  • Health Economics

Maxwell King
Emeritus Professor
Sir John Monash Distinguished Professor
FASSA

E: Max.King@monash.edu
P: +61 (3) 9905 0082
Clayton campus

  • Hypothesis Testing
  • Model Selection
  • Regression Analysis

Keith McLaren
Emeritus Professor
FASSA

E: Keith.McLaren@monash.edu
P: +61 (3) 9905 2395
Clayton campus

  • Demand Systems
  • Micro-Economics
  • Finance

Alan Powell
Emeritus Professor
Fellow of the Econometric Society
FASSA

E: Alan.Powell@monash.edu
Clayton campus

  • Policy Modelling
  • Demand Analysis

Catherine Forbes
Associate Professor

E: Catherine.Forbes@monash.edu
P: +61 (3) 9905 2471
Clayton campus

  • Bayesian Inference
  • Financial Econometrics
  • Robust statistical methods
  • Forecast evaluation

Ann Maharaj
Associate Professor

E: Ann.Maharaj@monash.edu
P: +61 (3) 9903 2236
Caulfield campus

  • Statistics
  • Time Series Classification
  • Spectral Analysis
  • Wavelet Analysis
  • Fuzzy Classification
  • Interval Time Series Analysis

Andrew Matthews
Associate Professor

E: Andrew.Matthews@monash.edu
P: +61 (3) 9905 0084
Clayton campus

  • Actuarial Science

Maziar Nikpour
Associate Professor

E: Maziar.Nikpour@monash.edu
P: +61 (3) 9905 0084
Clayton campus
  • Actuarial Science

Tatsushi Oka
Associate Professor

E: Tatsushi.Oka@monash.edu
P: +61 (3) 9903 4539
Caulfield campus

  • Theoretical and Applied Econometrics
  • Quantile Regression
  • Structural Break
  • Nonparametric estimation and testing
  • Panel Data Analysis

Anastasios Panagiotelis
Associate Professor

E: Anastasios.Panagiotelis@monash.edu
P: +61 (3) 9903 4157
Caulfield campus

  • Bayesian Econometrics
  • Copulas
  • Data Analytics

Athanasios Pantelous
Associate Professor

E: Athanasios.Pantelous@monash.edu
Clayton campus

  • Quantitative methods
  • Behavioural Finance
  • Computational Mechanics
  • Actuarial Science
  • Quantitative Finance
  • Network Theory
  • Computational Finance
  • Financial Econometrics
  • Risk analysis and management
  • Pricing
  • Operational Research
  • Financial Mathematics

Xibin Zhang
Associate Professor

E: Xibin.Zhang@monash.edu
P: +61 (3) 9903 2130
Caulfield campus

  • Bayesian inference
  • Financial econometrics
  • Nonparametric estimation and testing

Ralph Snyder
Adjunct Associate Professor

E: Ralph.Snyder@monash.edu
P: +61 (3) 9905 2366
Clayton campus

  • Forecasting
  • Inventory Management
  • Operations Research

Natalia Bailey
Senior Lecturer

E: Natalia.Bailey@monash.edu
P: +61 (3) 9905 9111
Clayton campus

  • Econometrics
  • Applied Econometrics

David Frazier
Senior Lecturer

E: David.Frazier@monash.edu
P: +61 (3) 9905 2973
Clayton campus

  • Econometrics
  • Finance

Tissa Galagedera
Senior Lecturer

E: Tissa.Galagedera@monash.edu
P: +61 (3) 9903 1578
Caulfield campus

  • Performance Appraisal
  • Data Envelopment Analysis
  • Network DEA
  • Performance appraisal
  • Data envelopment analysis

Bonsoo Koo
Senior Lecturer

E: Bonsoo.Koo@monash.edu
P: +61 (3) 9905 0547
Clayton campus

  • Econometric Theory
  • Financial Econometrics

Daniel Melser
Senior Lecturer

E: Daniel.Melser@monash.edu
P: +61 (3) 9905 2964
Caulfield campus

  • Economic Measurement
  • Index Numbers
  • Empirical Real Estate Economics
  • Credit Risk Modeling

Geraldine Roberts
Senior Lecturer

E: Gerrie.Roberts@monash.edu
P: +61 (3) 9903 2786
Caulfield campus

  • Econometrics Education

Jill Wright
Senior Lecturer

E: Jill.Wright@monash.edu
P: +61 (3) 9903 4943
Caulfield campus

  • Time Series Analysis
  • Econometrics Education

Dan Zhu
Senior Lecturer

E: Dan.Zhu@monash.edu
P: +61 (3) 9905 2496
Clayton campus

  • Financial Mathematics
  • Actuarial Science

Klaus Ackermann
Lecturer

E: Klaus.Ackermann@monash.edu
P: +61 (3) 9905 4695
Clayton campus

  • Data Science
  • Machine Learning
  • Public Policy
  • Applied Econometrics

Janjala Chirakijja
Lecturer

E: Janjala.Chirakijja@monash.edu
P: +61 (3) 9903 4529
Caulfield campus

  • Labour Economics
  • Public Economics
  • Development Economics

Charanjit Kaur
Lecturer

E: Charanjit.Kaur@monash.edu
P: +61 (3) 9903 4585
Caulfield campus

  • Collaborative T&L methodology in large class settings
  • Team-based Learning
  • The role of learning spaces in mediating collaborative behaviours
  • Web-based consultation
  • Scenario-based Learning

Hsein Kew
Lecturer

E: Hsein.Kew@monash.edu
P: +61 (3) 9903 4348
Caulfield campus

  • Time-series analysis
  • Econometric Theory and Practice
  • Econometrics/Forecasting

Jun Sung Kim
Lecturer

E: Jun.Sung.Kim@monash.edu
P: +61 (3) 9905 0789 
Clayton campus

  • Applied econometrics
  • Network Economics
  • Applied microeconomics

Patricia Menéndez
Lecturer

P: + 61 (3) 9905 2343
Clayton campus
  • Business analytics
  • Statistics

Didier Nibbering
Lecturer

E: Didier.Nibbering@monash.edu
P: +61 (3) 9905 8414
Clayton campus

  • High-dimensional data
  • Forecasting Methods
  • Bayesian Inference

Nicholas Tierney
Lecturer

E: Nicholas.Tierney@monash.edu
P: +61 (3) 9905 9352
Clayton campus

  • Data visualisation
  • Statistics
  • Missing data

Denni Tommasi
Lecturer

E: Denni.Tommasi@monash.edu
P: +61 (3) 9903 4537
Caulfield campus

  • Development and Labor Economics
  • Applied Microeconomics

Wei Wei
Lecturer

E: Wei.Wei2@monash.edu
P: +61 (3) 9903 4530
Caulfield campus

  • Financial Econometrics
  • Bayesian Econometrics
  • Energy Economics

Benjamin Wong
Lecturer

E: Benjamin.Wong@monash.edu
P: +61 (3) 9903 1312
Caulfield campus

  • Applied Econometrics
  • Macroeconomics
  • Time Series Analysis

Julie Cook
Assistant Lecturer

E: Julie.Cook@monash.edu
P: +61 (3) 9905 2081
Clayton campus

  • Actuarial Science

John Stapleton
Assistant Lecturer

E: John.Stapleton@monash.edu
P: +61 (3) 9905 2348
Clayton campus

  • Econometrics Education

Jin Sun
Assistant Lecturer

E: Jin.Sun@monash.edu
P: + 61 (3) 990
Clayton campus

  • Quantitative finance
  • Mathematics

Sevvandi Kandanaarachchi
Research Fellow

E: sevvandi.kandanaarachchi@monash.edu
P: +61 (3) 9905 4756
Clayton campus

  • Data Science
  • Anomaly detection
  • Streaming data

Ruben Loaiza Maya
Research Fellow

E: Ruben.LoaizaMaya@monash.edu
P: +61 (3) 9905 2510
Clayton campus

  • Bayesian Methods
  • Macroeconomic Forecasting
  • Copula Models

Pablo Montero Manso
Research Fellow

E: Pablo.MonteroManso@monash.edu
P: +61 (3) 9905 4696
Clayton campus

  • Time Series
  • Forecasting
  • Clustering
  • Classification
  • Machine Learning
  • Data Mining

Professional staff

Deborah Fitton
Department Manager

E: Deborah.Fitton@monash.edu
P: +61 (3) 9905 2478
Clayton and Caulfield campuses

Andrea Meyer
EA to Head of Department

E: Andrea.Meyer@monash.edu
P: +61 (3) 9905 9778
Caulfield campus

Marcela Niculescu
Administration Officer

E: Marcela.Niculescu@monash.edu
P: +61 (3) 9905 2478
Clayton campus