Heather M. Anderson

2.5k total citations · 1 hit paper
36 papers, 1.4k citations indexed

About

Heather M. Anderson is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Heather M. Anderson has authored 36 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Economics and Econometrics, 19 papers in General Economics, Econometrics and Finance and 14 papers in Finance. Recurrent topics in Heather M. Anderson's work include Monetary Policy and Economic Impact (18 papers), Market Dynamics and Volatility (12 papers) and Complex Systems and Time Series Analysis (6 papers). Heather M. Anderson is often cited by papers focused on Monetary Policy and Economic Impact (18 papers), Market Dynamics and Volatility (12 papers) and Complex Systems and Time Series Analysis (6 papers). Heather M. Anderson collaborates with scholars based in Australia, United States and United Kingdom. Heather M. Anderson's co-authors include Timo Teräsvirta, Farshid Vahid, Anthony Hall, Clive W. J. Granger, Jing Tian, James B. Ramsey, Ralph D. Snyder, Ian Mansergh, George Athanasopoulos and Wei Wei and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Heather M. Anderson

34 papers receiving 1.2k citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Characterizing nonlinearities in business cycles using smooth transition autoregressive models

1992 600 citations Heather M. Anderson et al. Journal of Applied Econometrics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Heather M. Anderson Australia	14	1.0k	919	686	112	62	36	1.4k
Craig Hiemstra United States	5	1.2k 1.1×	451 0.5×	737 1.1×	157 1.4×	118 1.9×	9	1.5k
Knut Are Aastveit Norway	18	841 0.8×	567 0.6×	275 0.4×	123 1.1×	53 0.9×	63	1.2k
Paolo Giordani Italy	15	673 0.6×	542 0.6×	330 0.5×	83 0.7×	57 0.9×	67	1.1k
John C. Nankervis United Kingdom	18	905 0.9×	759 0.8×	720 1.0×	182 1.6×	106 1.7×	35	1.4k
John Barkoulas United States	19	1.1k 1.1×	626 0.7×	813 1.2×	84 0.8×	70 1.1×	47	1.4k
Elena Andreou Cyprus	13	825 0.8×	562 0.6×	696 1.0×	162 1.4×	32 0.5×	38	1.2k
Mico Loretan Switzerland	13	1.2k 1.2×	818 0.9×	1.1k 1.7×	74 0.7×	71 1.1×	28	1.7k
Fan Dora Xia Switzerland	8	996 1.0×	1.1k 1.2×	814 1.2×	34 0.3×	94 1.5×	19	1.5k
Giuseppe Cavaliere Italy	19	835 0.8×	761 0.8×	703 1.0×	65 0.6×	28 0.5×	86	1.2k
John M. Maheu Canada	19	980 0.9×	421 0.5×	1.1k 1.6×	162 1.4×	49 0.8×	49	1.4k

Countries citing papers authored by Heather M. Anderson

Since Specialization

Citations

This map shows the geographic impact of Heather M. Anderson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Heather M. Anderson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Heather M. Anderson more than expected).

Fields of papers citing papers by Heather M. Anderson

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Heather M. Anderson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Heather M. Anderson. The network helps show where Heather M. Anderson may publish in the future.

Co-authorship network of co-authors of Heather M. Anderson

This figure shows the co-authorship network connecting the top 25 collaborators of Heather M. Anderson. A scholar is included among the top collaborators of Heather M. Anderson based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Heather M. Anderson. Heather M. Anderson is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Anderson, Heather M., Jiti Gao, Farshid Vahid, Wei Wei, & Yang Yang. (2025). Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach. Journal of Business and Economic Statistics. 44(1). 13–23.

Anderson, Heather M., et al.. (2025). Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning. Energy Economics. 146. 108397–108397.

Horikoshi, Renato J, Patrick M Dourado, A. Evans, et al.. (2022). MON 95379 Bt maize as a new tool to manage sugarcane borer (Diatraea saccharalis) in South America. Pest Management Science. 78(8). 3456–3466. 5 indexed citations

Horikoshi, Renato J, Cara L. Griffith, A. Evans, et al.. (2021). A new generation of Bt maize for control of fall armyworm (Spodoptera frugiperda). Pest Management Science. 77(8). 3727–3736. 22 indexed citations

Koo, Bonsoo, et al.. (2020). High-dimensional predictive regression in the presence of cointegration. Journal of Econometrics. 219(2). 456–477. 9 indexed citations

Anderson, Heather M., et al.. (2020). The effects of trade size and market depth on immediate price impact in a limit order book market. Journal of Economic Dynamics and Control. 120. 103992–103992. 5 indexed citations

Anderson, Heather M., et al.. (2019). The global effects of productivity gains in Asian emerging economies. Economic Modelling. 83. 127–140. 4 indexed citations

Nowak, Sylwia & Heather M. Anderson. (2014). How does public information affect the frequency of trading in airline stocks?. Journal of Banking & Finance. 44. 26–38. 3 indexed citations

Anderson, Heather M., et al.. (2012). Bullous impetigo associated with Abiotrophia defectiva in an immunocompetent adult. Journal of Medical Microbiology. 61(7). 1029–1031. 1 indexed citations

10.

Anderson, Heather M., Mardi Dungey, Denise R. Osborn, & Farshid Vahid. (2011). Financial integration and the construction of historical financial data for the Euro Area. Economic Modelling. 28(4). 1498–1509. 7 indexed citations

11.

Anderson, Heather M., et al.. (2009). Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter. Quantitative Finance. 9(8). 913–924. 44 indexed citations

12.

Anderson, Heather M.. (2007). New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl. Economic Record. 83(260). 109–110. 21 indexed citations

13.

Mansergh, Ian, et al.. (2006). Victoria's Living Natural Capital - Decline and Replenishment 1800 - 2050 - Part 2. the New Millennium: Replenishment. The Victorian naturalist. 123(5). 288. 4 indexed citations

14.

Mansergh, Ian, et al.. (2006). Victoria's Living Natural Capital - Decline and Replenishment 1800-2050 (Part 1). The Victorian naturalist. 123(1). 4. 8 indexed citations

15.

Anderson, Heather M. & Farshid Vahid. (2006). Forecasting the Volatility of Australian Stock Returns. Journal of Business and Economic Statistics. 25(1). 76–90. 39 indexed citations

16.

Anderson, Heather M. & James B. Ramsey. (2002). U.S. and Canadian industrial production indices as coupled oscillators. Journal of Economic Dynamics and Control. 26(1). 33–67. 18 indexed citations

17.

Anderson, Heather M. & Farshid Vahid. (2001). PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS. Macroeconomic Dynamics. 5(4). 482–505. 31 indexed citations

18.

Anderson, Heather M.. (1999). Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis?. Journal of Economic Methodology. 6(1). 31–59. 1 indexed citations

19.

Anderson, Heather M. & Farshid Vahid. (1998). Testing multiple equation systems for common nonlinear components. Journal of Econometrics. 84(1). 1–36. 78 indexed citations

20.

Anderson, Heather M. & Farshid Vahid. (1997). On the correspondence between individual and aggregate food consumption functions: evidence from the USA and The Netherlands. Journal of Applied Econometrics. 12(5). 477–507. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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