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Heather M. Anderson · Study
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Author
Heather M. Anderson
13 works
· latest 2015
· 4 institutions
cluster: provisional
ORCID 0000-0002-7668-1151
Works
13 shown
How do shocks to domestic factors affect real exchange rates of Asian developing countries?
Journal of Development Economics
·
2015
·
2 authors
·
Open access
26
citations
A Cointegration Analysis of Treasury Bill Yields
Cambridge University Press eBooks
·
2010
·
2 authors
·
chapter
·
Open access
34
citations
Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter
Quantitative Finance
·
2009
·
2 authors
58
citations
Nonlinear autoregressive leading indicator models of output in G‐7 countries
Journal of Applied Econometrics
·
2007
·
3 authors
·
Open access
17
citations
Forecasting the Volatility of Australian Stock Returns
Journal of Business and Economic Statistics
·
2006
·
2 authors
60
citations
Single source of error state space approach to the Beveridge Nelson decomposition
Economics Letters
·
2006
·
3 authors
32
citations
U.S. and Canadian industrial production indices as coupled oscillators
Journal of Economic Dynamics and Control
·
2002
·
2 authors
21
citations
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS
Macroeconomic Dynamics
·
2001
·
2 authors
·
Open access
51
citations
Asymmetric Nonlinear Smooth Transition Garch Models
Dynamic modeling and econometrics in economics and finance
·
1999
·
3 authors
·
chapter
96
citations
Testing multiple equation systems for common nonlinear components
Journal of Econometrics
·
1998
·
2 authors
137
citations
Transaction Costs and Nonlinear Adjustment Towards Equilibrium in the US Treasury Bill Market
Oxford Bulletin of Economics and Statistics
·
1997
·
1 author
182
citations
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
Journal of Applied Econometrics
·
1992
·
2 authors
890
citations
A Cointegration Analysis of Treasury Bill Yields
The Review of Economics and Statistics
·
1992
·
2 authors
392
citations