Discovery Projects - Grant ID: DP1092571

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP1092571

Funding Status
Closed

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Funded Activity Summary

Modelling, forecasting, and control for econometrics based on generalized dynamic factor models: a system theoretic approach. The project will provide a tool that will assist organizations wishing to understand the dynamics of a national economy to model it, and to forecast future econometric time series values. Such ability will provide another tool to econometric managers, including the Reserve Bank , Treasury and fund managers, that should benefit the Australian nation.

Funded Activity Details

Start Date: 2010

End Date: 12-2013

Funding Scheme: Discovery Projects

Funding Amount: $318,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Dynamical Systems | Statistics | Systems Theory And Control

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified |

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