Param Silvapulle is a professor in the Department of Econometrics and Business Statistics.
She has made significant contributions to methodological improvements in econometrics and statistics, almost always motivated by real-life issues in economics, finance and risk management, as well as making important contributions to empirical applications.
Her research areas include macroeconomics and monetary policy; modelling multivariate time series; estimation of credit risks, market risks, and operational risks; panel data modelling; and climate change and agriculture.
She is currently working on two climate change-related projects: a nonparametric time-varying coefficient panel model for climate change and agriculture; and a big data analytic approach to assessing the impacts of climate change on wheat crops in Victoria: regional economic impacts and opportunities for adaptation.
The depth, breadth and impact of her contributions to research are evident from research publications. 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.