Discovery Projects - Grant ID: DP0342442

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0342442

Funding Status
Closed

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Funded Activity Summary

Stochastic Index Numbers and Their Application in Accounting, Economics and Finance. Index numbers of prices, such as the Consumer Price Index and the All Ordinaries Index, are among the most important economic statistics for the whole economy. But despite their importance, currently constructed price indexes do not use all the information available in the underlying price data, namely the dispersion among the individual prices. This project will develop and apply a methodology for a new approach to index numbers that incorporates this information and leads to tractable ways of estimating the whole distribution of the index value, rather than just one number. The practical usefulness of this mthodology will be demonstrated with applications in accounting (sustainable earnings), economics (real exchange rates) and finance (share prices).

Funded Activity Details

Start Date: 02-07-2003

End Date: 31-12-2006

Funding Scheme: Discovery Projects

Funding Amount: $126,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance Economics | Econometric And Statistical Methods | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Economic issues not elsewhere classified |

Other Keywords

Econometric And Statistical Methods | Econometrics | Economic issues not elsewhere classified | Finance Economics | Finance and investment services

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