Angelia was one of the 2012 Sir Roland Wilson Scholars. She researched business cycles and economic fluctuations, with a particular focus on comparing conclusions based on different economic models. She examined the role of particular structural shocks during the 2001 US slowdown and Great Recession, and whether the assumption of rational expectations or adaptive learning in a large macroeconomic model for the US economy provides a better model fit. Angelia's thesis also proposes a new econometric method for computing a model selection criterion that is rarely used in applied work given its computational burden.

Angelia returned to the Australian Treasury in 2015 after submitting her thesis. She held positions as the Principal Adviser (Forecasting) in the Macroeconomic Conditions Division, Head of the Macroeconomic Conditions Division, and Head of the Macroeconomic Analysis and Policy Division. She also served as an Alternate Executive Director on the Board of the International Monetary Fund in Washington DC, where she represented the Asia and Pacific Constituency. Angelia has also worked as Australia’s G20 Sherpa and Head of the Multilateral Economic Engagement Division in the Department of the Prime Minister and Cabinet. She is currently the Deputy Secretary of the Macroeconomic Group in the Australian Treasury.

Supervisor: Professor Warwick McKibbin
 

Publications

• Grant A 2015, Three essays on the US business cycle, expectations formation and model comparison [PhD Thesis], The Australian National University, Canberra.
• Chan J C and Grant A 2016, ‘Modeling energy price dynamics: GARCH versus stochastic volatility’, Energy economics, 54:182-189.
• Chan J C and Grant A 2016, ‘On the Observed-Data Deviance Information Criterion for Volatility Modeling’. Journal of Financial Econometrics, 14(4):772-802.
• Chan J C and Grant A 2016, ‘Fast computation of the deviance information criterion for latent variable models’. Computational Statistics and Data Analysis, 100:847-859.
• Grant A and Chan J C 2017, ‘Bayesian Model Comparison for Trend-Cycle Decompositions of Output’. Journal of Money, Credit and Banking, 49(2-3):525-552.
• Grant A 2017, ‘The Early Millennium Slowdown: Replicating the Peersman (2005) Results’. Journal of Applied Econometrics, 32(1):218-233.
• Grant A and Chan J C 2017, ‘Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter’, Journal of Economic Dynamics and Control, 75:114-121.
• Grant A 2018, ‘The Great Recession and Okun’s Law’. Economic Modelling, 69:291-300.
• Grant A 2024, 'Risks, uncertainties and complexity: Pespectives from a macroeconomist', Governance Directions 76(8): 229-232.