Param Silvapulle

Param Silvapulle is a professor of Econometrics in the Department of Econometrics and Business Statistics. She has made significant contributions to methodological improvements in econometrics and statistics, always motivated by real-life issues in economics, finance and risk management, as well as making important contributions to empirical applications. Some of her papers have appeared in the top-tier methodological journals: Journal of Econometrics, JBES and JASA, as well as in the top-tier applied journals, such as Canadian Journal of Economics, Insurance Mathematics and Economics, Journal of Futures Markets, Journal of Agricultural Economics, and Energy Economics. Some of these papers have been highly cited and had notable impacts in these fields. Her research areas include:

macroeconomics and monetary policy; modelling multivariate time series; estimation of credit risks of personal and business loans; market risks of equities; operational risks of bank and business losses; panel data modelling; and climate change 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.