Param Silvapulle

Param Silvapulle is a Professor in the Department of Econometrics and Business Statistics at Monash University, specializing in econometric and statistical methodologies. Her research focuses on Macroeconomics, Monetary Policy, Climate Change impacts on agriculture, and panel data modelling. She leads projects like a nonparametric time-varying coefficient model for climate change and agriculture, and a big data approach to assess climate impacts on wheat crops in Victoria.

Her educational background includes a Ph.D. in statistics, though specific details are not explicitly stated in the provided texts. She has collaborated on projects funded by the ARC, including work on operational risk modelling and copula-based financial time series analysis.

Key research areas include estimating financial risks (credit, market, operational), panel data analysis, and climate change's economic implications. Her recent work emphasizes climate change's agricultural effects and financial market volatility. She has published extensively in journals like the Journal of Business and Economic Statistics and Energy Economics, focusing on econometric models and their applications.

Notable projects include analyzing oil-stock price relationships in net oil importing countries and developing methods for operational risk assessment. Her work contributes to UN SDGs related to sustainable development and economic stability.