Dr. Catherine Forbes

Biography

Catherine Forbes is a Professor and Deputy Head of the Department of Econometrics and Business Statistics at Monash University. She has expertise in Bayesian statistics and econometrics, and is highly published in renowned journals such as the Journal of Business & Economic Statistics and Biometrika. Professor Forbes has focused her research on developing new inferential methods and computational methods suitable for Bayesian analysis of multiple time series that exhibit complex nonlinear stochastic relationships. A key theme of her work is developing models relating to financial risks and the dynamic interaction of factors that drive observed asset prices. She has supervised 20 PhD students and 20 Honours projects, and has served as EBS Director of Graduate Research. Her research has received significant external support, including A$2 million in research grants and has contributed to policy advancements in child and family services in Victoria. Among her research interests are Bayesian modelling, moment-based inference, nonparametric methods, financial econometrics, and statistical robustness methods. Professor Forbes is also an elected member of the International Statistics Institute and an Associate Editor for the journal Applied Stochastic Models in Business and Industry.

Research Interests

Experience