Discovery Projects - Grant ID: DP110104732

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP110104732

Funding Status
Closed

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Funded Activity Summary

Pooling econometric models for prediction and decision making. The project develops methods for combining econometric models with the goal of improving prediction. It applies these methods to macroeconomic models used to improve monetary policy and to asset return models used to improve financial risk management.

Funded Activity Details

Start Date: 01-01-2011

End Date: 31-12-2014

Funding Scheme: Discovery Projects

Funding Amount: $556,541.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

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

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Financial Services not elsewhere classified | Expanding Knowledge in the Mathematical Sciences | Monetary Policy

Other Keywords

Econometric and Statistical Methods | Econometrics | Economic Models and Forecasting | Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Financial Services not elsewhere classified | Monetary Policy | Statistical Theory | Time-Series Analysis

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