Discovery Projects - Grant ID: DP0208333

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0208333

Funding Status
Closed

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Funded Activity Summary

Persistence in Economic Time Series: Interpretation, Measurement and Inference. An economic time series is said to be persistent if shocks to the series have a permanent effect. Accurate and unambiguous inferences regarding persistence are crucial to an understanding of the response of the variable to shocks, in particular to policy-induced shocks. In this project we will explore new ways of interpreting, measuring and conducting inference on persistence. The aim is to produce significant theoretical and methodological advances which, when applied to empirical problems, will enable reliable conclusions to be drawn regarding the propagation of shocks and, hence, the likely impact of interventionist government policies.

Funded Activity Details

Start Date: 01-01-2002

End Date: 30-06-2005

Funding Scheme: Discovery Projects

Funding Amount: $75,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Econometric And Statistical Methods | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Economic issues not elsewhere classified |

Other Keywords

Econometric And Statistical Methods | Econometrics | Economic issues not elsewhere classified | Time-Series Analysis

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