Discovery Projects - Grant ID: DP0987589

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0987589

Funding Status
Closed

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Funded Activity Summary

The US Interest Rate Conundrum and its Implications for Australia. The project generalises existing factor models of interest rates. The project will result in several benefits nationally as well as internationally. As U.S. interest rates and U.S. monetary policy in general are important determinants of interest rates in Australia, the project will lead to an improved understanding of the international mechanism linking interest rates. This will also provide a better framework in which to understand and monitor monetary policy in Australia. An important aspect of the project is the development of new testing procedures that improve upon existing nonparametric methods.

Funded Activity Details

Start Date: 2009

End Date: 12-2014

Funding Scheme: Discovery Projects

Funding Amount: $170,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Financial Econometrics | Econometric And Statistical Methods | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified | Monetary policy |

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