Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0877424
Funding Status
Closed
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Funded Activity Summary
Forecasting with single source of randomness state space models. The framework developed in this project, for identifying and extrapolating trends, seasonal patterns and economic cycles in time series, has a large and diverse range of useful applications in Australia. Some examples include its potential use in the development of appropriate monetary policy, its use to better inform finance markets of risk levels associated with shares, its use to forecast demand in supply chains to provide a better service to customers, and its use in call centres to better tailor staff schedules to meet customer calls.Funded Activity Details
Start Date: 01-2008
End Date: 09-2011
Funding Scheme: Discovery Projects
Funding Amount: $231,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Time-Series Analysis | Financial Econometrics | Macroeconomics (Incl. Monetary And Fiscal Theory) | Econometrics |
ANZSRC Socio-Economic Objective (SEO)
Macroeconomic issues not elsewhere classified | Management and productivity issues not elsewhere classified | Mathematical sciences
