2025 Workshop in Honour of Professors Heather Anderson and Farshid Vahid
This workshop will celebrate the remarkable careers of Professor Heather Anderson and Professor Farshid Vahid, on their retirement. Both have made significant contributions to the field of econometrics and to the Department of Econometrics and Business Statistics at Monash Business School, including their impactful leaderships as Head of Department.
The program will feature talks from prominent Australian academics, with stories detailing the impact (and other adventures) Prof Anderson and Prof Vahid have had in the local and global econometric communities.
Registration
Registration closes on Friday 21 February 2025. Please send any enquiries via email.
Professor Heather Anderson, Department of Econometrics and Business Statistics, Monash Business School
Prof Anderson is the Maureen Brunt Professor of Economics and Econometrics, in the Department of Econometrics and Business Statistics. Her research interests lie in Non-linear Time Series Analysis, Empirical Finance and Macro-econometrics.
Her work has been published in leading scientific journals such as Journal of Econometrics, Quantitative Finance, International Journal of Forecasting, Journal of Financial Econometrics, Journal of Business & Economic Statistics, Journal of Applied Econometrics among others. She is an elected fellow of the Academy of Social Sciences in Australia, an elected fellow of the International Association of Applied Econometrics and on the editorial boards of Journal of Applied Econometrics, Journal of Business & Economic Statistics, Economic Record and Studies in Nonlinear Dynamics and Econometrics. In addition, she is the Replications Editor for the Journal of Applied Econometrics.
Professor Farshid Vahid, Department of Econometrics and Business Statistics, Monash Business School
Prof Vahid is a Professor in the Department of Econometrics and Business Statistics, and a Fellow of the Academy of Social Sciences in Australia. He holds a PhD in economics from the University of California, San Diego, USA, and has held academic positions at Monash University, Australian National University, and Texas A&M University.
His research interests include Econometrics, Applied Economics, Time Series Analysis and Forecasting. His work has been published in leading scientific journals such as Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics, Journal of Applied Econometrics, Journal of Time Series Analysis, Journal of Computational and Graphical Statistics, International Journal of Forecasting, Journal of Monetary Economics among others. He is an Associate Editor of Macroeconomic Dynamics, Empirical Economics and the Australian and New Zealand Journal of Statistics.
Keynote speaker
Professor M. Hashem Pesaran, Emeritus Professor of Economics, University of Cambridge and University of Southern California
Prof Pesaran is Emeritus Professor of Economics at the University of Cambridge and the John Elliot Distinguished Chair in Economics (Emeritus) at the University of Southern California. He is a Fellow of the British Academy, the Econometric Society, and the Journal of Econometrics.
Prof Pesaran holds Honorary Doctorates from Salford, Goethe Frankfurt, Maastricht, and the University of Economics Prague. Founding editor of the Journal of Applied Econometrics and co-developer of the econometric software Microfit, Prof Pesaran has over 200 publications in top journals like Econometrica, JASA, Journal of Econometrics and Journal of Finance. He has served on boards including that of Cambridge Econometrics, and advised the World Bank for MENA. He has authored two books: The Limits to Rational Expectations and Time Series and Panel Data Econometrics, as well as numerous book chapters. His research spans econometrics, macroeconomics, empirical finance and the Iranian economy.
Host and sponsor
The event is hosted by the Monash Business School Department of Econometrics and Business Statistics, and co-sponsored by Monash Business School. All are welcome, though registration is essential as space is limited.
Program
Event Details
- Date:
- 7 March 2025 at 8:30 am – 5:45 pm
- Venue:
- The Pavilion, Floor 8, Building H, Monash University, Caulfield Campus
- Categories:
- Economics; Econometrics and Business Statistics; General
Description
This workshop will celebrate the remarkable careers of Professor Heather Anderson and Professor Farshid Vahid, on their retirement. Both have made significant contributions to the field of econometrics and to the Department of Econometrics and Business Statistics at Monash Business School, including their impactful leaderships as Head of Department.
The program will feature talks from prominent Australian academics, with stories detailing the impact (and other adventures) Prof Anderson and Prof Vahid have had in the local and global econometric communities.
Registration
Registration closes on Friday 21 February 2025. Please send any enquiries via email.
Professor Heather Anderson, Department of Econometrics and Business Statistics, Monash Business School
Prof Anderson is the Maureen Brunt Professor of Economics and Econometrics, in the Department of Econometrics and Business Statistics. Her research interests lie in Non-linear Time Series Analysis, Empirical Finance and Macro-econometrics.
Her work has been published in leading scientific journals such as Journal of Econometrics, Quantitative Finance, International Journal of Forecasting, Journal of Financial Econometrics, Journal of Business & Economic Statistics, Journal of Applied Econometrics among others. She is an elected fellow of the Academy of Social Sciences in Australia, an elected fellow of the International Association of Applied Econometrics and on the editorial boards of Journal of Applied Econometrics, Journal of Business & Economic Statistics, Economic Record and Studies in Nonlinear Dynamics and Econometrics. In addition, she is the Replications Editor for the Journal of Applied Econometrics.
Professor Farshid Vahid, Department of Econometrics and Business Statistics, Monash Business School
Prof Vahid is a Professor in the Department of Econometrics and Business Statistics, and a Fellow of the Academy of Social Sciences in Australia. He holds a PhD in economics from the University of California, San Diego, USA, and has held academic positions at Monash University, Australian National University, and Texas A&M University.
His research interests include Econometrics, Applied Economics, Time Series Analysis and Forecasting. His work has been published in leading scientific journals such as Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics, Journal of Applied Econometrics, Journal of Time Series Analysis, Journal of Computational and Graphical Statistics, International Journal of Forecasting, Journal of Monetary Economics among others. He is an Associate Editor of Macroeconomic Dynamics, Empirical Economics and the Australian and New Zealand Journal of Statistics.
Keynote speaker
Professor M. Hashem Pesaran, Emeritus Professor of Economics, University of Cambridge and University of Southern California
Prof Pesaran is Emeritus Professor of Economics at the University of Cambridge and the John Elliot Distinguished Chair in Economics (Emeritus) at the University of Southern California. He is a Fellow of the British Academy, the Econometric Society, and the Journal of Econometrics.
Prof Pesaran holds Honorary Doctorates from Salford, Goethe Frankfurt, Maastricht, and the University of Economics Prague. Founding editor of the Journal of Applied Econometrics and co-developer of the econometric software Microfit, Prof Pesaran has over 200 publications in top journals like Econometrica, JASA, Journal of Econometrics and Journal of Finance. He has served on boards including that of Cambridge Econometrics, and advised the World Bank for MENA. He has authored two books: The Limits to Rational Expectations and Time Series and Panel Data Econometrics, as well as numerous book chapters. His research spans econometrics, macroeconomics, empirical finance and the Iranian economy.
Host and sponsor
The event is hosted by the Monash Business School Department of Econometrics and Business Statistics, and co-sponsored by Monash Business School. All are welcome, though registration is essential as space is limited.