Discovery Projects - Grant ID: DP0984399

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0984399

Funding Status
Closed

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Funded Activity Summary

Vector ARMA Models and Macroeconomic Modelling: Some New Methodology and Algorithms. Economic variables are strongly related to each other, as well as being strongly related to their recent history. As a result, good dynamic multivariate models are crucial for effective policy making and forecasting in areas of vital national importance such as monetary and fiscal policy, environmental policy and tourism. Our project advances the frontiers of knowledge in multivariate time series modelling. The outcome of this project will be immediately useful for macroeconomic policy makers such as the Reserve Bank of Australia and the Treasury, and for industry bodies such as Tourism Australia.

Funded Activity Details

Start Date: 01-01-2009

End Date: 31-12-2013

Funding Scheme: Discovery Projects

Funding Amount: $387,943.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

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

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified | Mathematical sciences

Other Keywords

Econometric And Statistical Methods | Econometrics | Economic Models And Forecasting | Macroeconomic issues not elsewhere classified | Mathematical sciences | Time-Series Analysis

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