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Personal profile


I am an associate professor at the Department of Actuarial Studies and Business Analytics and the course director of Master of Business Analytics. I work in the areas of Analytics, Forecasting and Econometrics with a focus on equity and real estate markets, modelling of volatility, and the identification of structural/causal models. Over the last two years I have worked on a number of forecasting projects, incorporating machine learning methods into time series forecasts.

I have published 29 refereed journal articles since 2005, including five A* and nine A ranked publications, according to the 2019 Australian Business Deans Council (ABDC) journal quality List. As part of my recent work I investigate identification issues in structural models within various applications. This has resulted in led to a number of publications in academic journals such as the Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Economic Dynamics and Control, and the Journal of Banking and Finance. 

I have obtained research grants from top funding bodies in Australia. For instance, I have been successful as a Chief Investigator on two ARC Discovery Projects – DP120102239 and DP190102049. Outcomes of those projects have been awarded prizes at conferences and by academic journals. I have also had a number of smaller research grants secured from other sources.

The ordering of author names in my publications is typically alphabetical, as is common in the fields of economics and finance, and does not represent author contributions. In joint work with research students, the student names are often listed first.


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