Big Data Modelling for Policy Evaluation

This network develops and applies statistical models to take advantage of "big data" in answering policy-relevant questions, especially surrounding health, health-care provision, and related ageing issues.

Network Members

Valentyn Panchenko | Network Leader, UNSW Business School

Valentyn Panchenko is an Associate Professor of Economics and Econometrics at UNSW Business School and research network leader "Big Data for Policy Evaluation". Valentyn's main research area is Econometrics including big data, networks, dependence modelling, Granger causality, model evaluation and prediction, state-space modelling and structural modelling. He is also interested in models with bounded rationality, heterogeneous agents, learning and economic interactions. Valentyn has been the chief investigator on various research projects and grants including the ARC Discovery Projects and DECRA.

Denzil Fiebig | Professor of Economics and Econometrics, UNSW Business School

Denzil's main research areas are econometrics and health economics and associated publications have appeared in journals such as Journal of Econometrics, Journal of Business and Economic Statistics, Review of Economics and Statistics, Marketing Science, Journal Health Economics, Health Economics and Social Science and Medicine. Denzil currently serves on the ARC College of Experts and is on the editorial board for the Economic Record. In 2003 Denzil was elected a Fellow of the Academy of Social Sciences in Australia.

Robert Kohn | Scientia Professor in Economics and Econometrics, UNSW Business School

Robert Kohn is a Scientia Professor in Economics and Econometrics at the UNSW Business School . His research and teaching interests include Bayesian methodology, variable selection and model averaging, nonparametric regression models, time series modelling, multivariate Gaussian and non-Gaussian regression; and Markov chain Monte Carlo simulation algorithms. Robert is an Associate Editor of the Journal of Econometrics and an elected Fellow of the Academy of Social Sciences in Australia.

Denise Doiron | Professor in Economics, UNSW Business School

Denise Doiron has held appointments at the University of Western Ontario, the University of British Columbia, the University of Sydney and visiting appointments at Boston University, University of Washington and the Australian National University. She has conducted research in the areas of labour economics, industrial relations, social policy, and health economics. She is currently co-editor of the Economic Record.


Isabella Dobrescu | Senior Lecturer in Economics, UNSW Business School

Isabella's research focuses on developing structural models and using panel data methods to study issues related to savings and cognition in older age. Her current work examines the main drivers of wealth decumulation after retirement, from health and medical spending to social cohesion and bequest motives. She also investigates the effect of social and physical activities on cognitive skills later in life, and the role played by these skills in shaping portfolio choices and risk attitudes. Isabella worked on Playconomics, a 'gamified' textbook for Microeconomics that brings an innovative and engaging approach to teaching Economics.

Highlight Achievements

  • Five network members have a total of 28 different A*/FT45 publications since 2010, including Journal of Econometrics, Journal of Health Economics, Marketing Science, Journal of Human Resources, and European Economic Review
  • ARC Fellowships: DORA (Kohn), DECRA (Panchenko), CEPAR Early Career Research Fellowship (Dobrescu)
  • Kohn is an Associate Editor of the Journal of Econometrics and a Fellow of the American Statistical Association (2005)
  • Doiron was Co-Editor of Economic Record (2009-2013) and gave the Faye Gale Lecture sponsored by the Academy of Social Sciences in Australia in 2011
  • Fiebig and Kohn are Fellows of the Academy of Social Sciences in Australia
  • ARC grant awards totalling more than $14 million (Fiebig, Kohn, Doiron, Panchenko, and Dobrescu).