Identification and inference in nonparametric models. This project will develop reliable methods for identification, estimation and inference of nonparametric models for the evaluation of economic policies on outcome variables of interest. This econometric methodology will allow a better understanding of the quantitative effects of an economic policy which will result in better informed policy decisions. The results will have applications to labour market policies, health care policies and educa ....Identification and inference in nonparametric models. This project will develop reliable methods for identification, estimation and inference of nonparametric models for the evaluation of economic policies on outcome variables of interest. This econometric methodology will allow a better understanding of the quantitative effects of an economic policy which will result in better informed policy decisions. The results will have applications to labour market policies, health care policies and education policies among others. The project will also provide national benefits in terms of building up the local stock of researchers trained in the area of identification and estimation of nonparametric models; it will further improve the international reputation that Australia has in econometric theory.Read moreRead less
Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications. This project proposes to tackle several very important and difficult issues in modelling general climatological, economic and financial panel data that involve possible trending components. This project seeks to establish some general asymptotic theory for model estimation and specification technologies that are suited to such general nonlinear panel data that may be stochastically non-stationary and endogenous. The resea ....Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications. This project proposes to tackle several very important and difficult issues in modelling general climatological, economic and financial panel data that involve possible trending components. This project seeks to establish some general asymptotic theory for model estimation and specification technologies that are suited to such general nonlinear panel data that may be stochastically non-stationary and endogenous. The research outcomes of this project are expected to be applicable in evaluating and improving empirical model building and forecasting from better models in climatology, economics and finance with possible endogeneity and nonlinearity and non-stationarity.Read moreRead less
Strengthening The Evidence Foundation For Public Health Guidelines
Funder
National Health and Medical Research Council
Funding Amount
$987,647.00
Summary
Public health guidelines should be based on rigorous evidence. If underlying studies are not sound, guidelines will not be credible or implemented. Dietary guidelines have been criticized for being biased. Our group studies bias across the whole research process – from the questions asked to the final publication. This project will measure the influence of bias at all stages in nutrition research in order to improve the evaluation of this research and the evidence base for dietary guidance.
A Multivariate Dynamic Factor Model of the Australian Business Cycle: Specification, Estimation and Empirical Results. The project aims to extend greatly existing models of national and international business cycles by developing a general class of dynamic factor models for Australia. The project provides a significant contribution to business cycle modelling by solving the intractability problems common to existing classes of dynamic factor models. A key innovation is the development of a simul ....A Multivariate Dynamic Factor Model of the Australian Business Cycle: Specification, Estimation and Empirical Results. The project aims to extend greatly existing models of national and international business cycles by developing a general class of dynamic factor models for Australia. The project provides a significant contribution to business cycle modelling by solving the intractability problems common to existing classes of dynamic factor models. A key innovation is the development of a simulation based estimator to circumvent the statistical and computational problems associated with existing estimators. The expected outcome of the project will be a more reliable way to monitor the phases of the cycle and forecast turning points, which will be of substantial national benefit.Read moreRead less
Persistence in Economic Time Series: Interpretation, Measurement and Inference. An economic time series is said to be persistent if shocks to the series have a permanent effect. Accurate and unambiguous inferences regarding persistence are crucial to an understanding of the response of the variable to shocks, in particular to policy-induced shocks. In this project we will explore new ways of interpreting, measuring and conducting inference on persistence. The aim is to produce significant theor ....Persistence in Economic Time Series: Interpretation, Measurement and Inference. An economic time series is said to be persistent if shocks to the series have a permanent effect. Accurate and unambiguous inferences regarding persistence are crucial to an understanding of the response of the variable to shocks, in particular to policy-induced shocks. In this project we will explore new ways of interpreting, measuring and conducting inference on persistence. The aim is to produce significant theoretical and methodological advances which, when applied to empirical problems, will enable reliable conclusions to be drawn regarding the propagation of shocks and, hence, the likely impact of interventionist government policies.Read moreRead less
Special Research Initiatives - Grant ID: SR0354895
Funder
Australian Research Council
Funding Amount
$40,000.00
Summary
Financial Integrity Research Network (FIRN). FIRN will be directed towards innovation in the integrity and efficiency of Australia's financial system. To address pressing problems and threats associated with this key component of Australia's infrastructure, FIRN will bring together a multi-disciplinary network featuring internationally renowned academics in a unique collaborative research effort which will cross conventional disciplinary boundaries including financial economics, applied statist ....Financial Integrity Research Network (FIRN). FIRN will be directed towards innovation in the integrity and efficiency of Australia's financial system. To address pressing problems and threats associated with this key component of Australia's infrastructure, FIRN will bring together a multi-disciplinary network featuring internationally renowned academics in a unique collaborative research effort which will cross conventional disciplinary boundaries including financial economics, applied statistics, actuarial science, financial mathematics, market micro-structure, accounting and information systems. FIRN will be supported by SIRCA's world-class financial research infrastructure and industry network. It will deliver a range of innovative research, educational, professional development and applied outcomes.Read moreRead less
ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the ....ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the financial system. It will enable Australian research in this area to match the scale and impact of similar research in other major international financial centres, and play an essential role in placing Australia among the world's leaders in financial markets related research.Read moreRead less
Econometric model building and estimation. This project aims to tackle issues in econometric model building and estimation under cross sectional dependence, heterogeneity and nonlinearity. This project will seek to establish flexible econometric models associated with estimation methods and user-friendly computational techniques to try to solve real world problems. The research outcomes are expected to be useful to empirical researchers in evaluating and improving model building and forecasting ....Econometric model building and estimation. This project aims to tackle issues in econometric model building and estimation under cross sectional dependence, heterogeneity and nonlinearity. This project will seek to establish flexible econometric models associated with estimation methods and user-friendly computational techniques to try to solve real world problems. The research outcomes are expected to be useful to empirical researchers in evaluating and improving model building and forecasting from better models in climatology, demography, economics, environment, finance, machine learning and neural networks.Read moreRead less
Fluid dynamics and mechanical stress of tissue heart valves. Major problems with thrombo-embolic complications and leaflet failure and calcification still exist with bioprosthetic valves. Valves fabricated from polyether urethanes are efficient and can offer more resistance to calcification. No complete study on the haemodynamics and structure interactions is found in literature. Moreover, todate the effect of aortic wall motion on the blood flow has never been examined. A complete holistic ap ....Fluid dynamics and mechanical stress of tissue heart valves. Major problems with thrombo-embolic complications and leaflet failure and calcification still exist with bioprosthetic valves. Valves fabricated from polyether urethanes are efficient and can offer more resistance to calcification. No complete study on the haemodynamics and structure interactions is found in literature. Moreover, todate the effect of aortic wall motion on the blood flow has never been examined. A complete holistic approach to simulataneuosly simulating the fluid dynamics, the valve motion and the stress in a synthetic Polyether urethane valve is proposed. Cell adhesion study will also be carried out. The findings may yield to new insights into valve research.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE120101130
Funder
Australian Research Council
Funding Amount
$375,000.00
Summary
New models and estimation methods in nonlinear panel data econometrics. This project will develop new econometric models and methods for capturing dynamic and complex relationships within economic and social systems. The outcomes of this project are expected to improve policy making process concerning climate change, economy and financial markets, through providing accurate estimates of relationships of interest.