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Research Topic : non-parametric framework
Field of Research : Applied Economics
Australian State/Territory : VIC
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  • Funded Activity

    Discovery Projects - Grant ID: DP140102137

    Funder
    Australian Research Council
    Funding Amount
    $258,000.00
    Summary
    Dynamic Count Models of Financial Contagion with Applications to Global Banking and Currency Crises. An international model of contagion and interconnectedness is developed and applied using annual time series on banking and currency crises in developed and emerging countries. The model represents a new class of multivariate dynamic count models that allows for important dynamical interactions to capture the transmission of financial crises across national and international asset markets. The p .... Dynamic Count Models of Financial Contagion with Applications to Global Banking and Currency Crises. An international model of contagion and interconnectedness is developed and applied using annual time series on banking and currency crises in developed and emerging countries. The model represents a new class of multivariate dynamic count models that allows for important dynamical interactions to capture the transmission of financial crises across national and international asset markets. The properties of the models are investigated as well as the development of new estimation methods based on simulation techniques. An important implication of the approach is that it can be used as an early warning signal of future crises, thereby providing an input into the design of future policy on crisis management.
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    Funded Activity

    Linkage Projects - Grant ID: LP140100514

    Funder
    Australian Research Council
    Funding Amount
    $710,000.00
    Summary
    A New Phase and New Issues of Rural-Urban Migration in China. China’s urbanisation has come to a turning point. The large pool of rural young workers (16-25 years of age), which fed the industrialisation needs of the 1990s and 2000s, has exhausted. Future growth needs to rely on the increase in the length of stay of the existing migrants and the increase in older new migrants. Due to this shift, the institutional restrictions, which deter family migration, become the key challenge. This project .... A New Phase and New Issues of Rural-Urban Migration in China. China’s urbanisation has come to a turning point. The large pool of rural young workers (16-25 years of age), which fed the industrialisation needs of the 1990s and 2000s, has exhausted. Future growth needs to rely on the increase in the length of stay of the existing migrants and the increase in older new migrants. Due to this shift, the institutional restrictions, which deter family migration, become the key challenge. This project examines the cost of the migration restrictions (shortened labour supply and reduced human capital accumulation for the current and next generation migrants: their education, health and pro-social behaviour); and the best way to reform the restrictions on family migration and the priority for the reform.
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    Funded Activity

    Linkage Projects - Grant ID: LP0882686

    Funder
    Australian Research Council
    Funding Amount
    $240,000.00
    Summary
    Understanding cycles in mineral commodity price, a market model with uncertainty. Mining accounts for more than 8% of Australia's GDP, and almost 50% of Australia's total merchandise exports. Understanding phenomenological mechanisms for price fluctuations and using our dynamic price model can help determine better timing of investments in mining infrastructure. This knowledge will help Australia benefit from the upside of commodity 'cycles', super or not. The market model that will be develope .... Understanding cycles in mineral commodity price, a market model with uncertainty. Mining accounts for more than 8% of Australia's GDP, and almost 50% of Australia's total merchandise exports. Understanding phenomenological mechanisms for price fluctuations and using our dynamic price model can help determine better timing of investments in mining infrastructure. This knowledge will help Australia benefit from the upside of commodity 'cycles', super or not. The market model that will be developed in this project can be used to assist in better planning for commodity cycle upside, improving the overall efficiency of capital utilisation in the long term.
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    Funded Activity

    Special Research Initiatives - Grant ID: SR0354638

    Funder
    Australian Research Council
    Funding Amount
    $20,000.00
    Summary
    Innovative science for sustainable use of marine biodiversity goods and services. Development of new scientific tools and technologies provide expanded opportunities for marine biological research in Australia. An urgent need is to coordinate research scientists and institutions to ensure maximum benefits and to meet Australia's obligations under UNCLOS. The primary goal of this proposed Network is to develop research programs of international significance, through the establishment of new teams .... Innovative science for sustainable use of marine biodiversity goods and services. Development of new scientific tools and technologies provide expanded opportunities for marine biological research in Australia. An urgent need is to coordinate research scientists and institutions to ensure maximum benefits and to meet Australia's obligations under UNCLOS. The primary goal of this proposed Network is to develop research programs of international significance, through the establishment of new teams of Australia's leading marine scientists, mathematical modelers and economists that transcend traditional disciplinary, institutional and geographic boundaries. Our goal is to add focus, scale and scope to an enduring program of innovative research development, leading to world leadership in marine resource management.
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    Showing 1-4 of 4 Funded Activites

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