Discovery Early Career Researcher Award - Grant ID: DE150100795

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DE150100795

Funding Status
Closed

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Funded Activity Summary

New approaches to estimating nonlinear time-varying macroeconometric models. Quantitative models are essential for formulating good policies. In a changing world, the analysis should be based on models that allow the behaviour of the economy to change over time. Due to computational limitations, however, one is often restricted to linear models, even when nonlinear ones are more appropriate. This project aims to develop new methods for estimating time-varying nonlinear models. Two important applications are also considered: one investigates how the zero lower bound on interest rates affects the monetary policy transmission mechanism; and, the other examines how uncertainties about monetary and fiscal policy affect economic growth and inflation. This project will have strong practical significance for conducting macroeconomic policy.

Funded Activity Details

Start Date: 01-01-2015

End Date: 31-12-2017

Funding Scheme: Discovery Early Career Researcher Award

Funding Amount: $365,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Time-Series Analysis | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Monetary Policy

Other Keywords

Econometric and Statistical Methods | Econometrics | Expanding Knowledge in Economics | Monetary Policy | Time-Series Analysis

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