Discovery Projects - Grant ID: DP0449659

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0449659

Funding Status
Closed

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Funded Activity Summary

IMPROVING THE THEORETICAL COHERENCE OF DATA-DRIVEN VAR MODELS. The project seeks to improve the tradeoff between theoretical and empirical coherence that is often present in empirical macroeconomic models. Using existing Australian models the project examines appropriate means of imposing theoretical restrictions on empirically coherent Vector Autoregression (VAR) models. Building on work by the authors, an improved VAR model of the Australian economy will be developed. This model will be used to assess particularly the impact of asset prices on inflation and economic performance over the past two decades. Further attention will be paid to assessing the role of monetary policy in the Australian economy.

Funded Activity Details

Start Date: 01-01-2004

End Date: 31-12-2004

Funding Scheme: Discovery Projects

Funding Amount: $62,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Economic Models And Forecasting | Macroeconomics (Incl. Monetary And Fiscal Theory) | Applied Economics

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified | Exchange rates | Monetary policy |

Other Keywords

Applied Economics | Economic Models And Forecasting | Exchange rates | Macroeconomic issues not elsewhere classified | Macroeconomics (Incl. Monetary And Fiscal Theory) | Monetary policy

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