Discovery Projects - Grant ID: DP150101728

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP150101728

Funding Status
Closed

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Funded Activity Summary

Approximate Bayesian computation in state space models. Economic and financial data frequently exhibit dynamic patterns, driven by unobserved processes that relate to the behaviour of economic agents, or to institutional and technological change. To gain insight into such 'latent' processes is of paramount importance in terms of both understanding the economy and producing accurate, readily up-dated, forecasts of its future performance. Using a Bayesian approach, new simulation-based statistical methods for analysing latent variable models are proposed. Emphasis is given to the development of relatively simple techniques that are applicable to a wide range of empirically relevant models, with a view to improving the access of non-specialists to this powerful form of statistical analysis.

Funded Activity Details

Start Date: 04-2015

End Date: 07-2019

Funding Scheme: Discovery Projects

Funding Amount: $277,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Economic Models and Forecasting | Time-Series Analysis | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Superannuation and Insurance Services | Expanding Knowledge in the Mathematical Sciences

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