Discovery Projects - Grant ID: DP150104292

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP150104292

Funding Status
Closed

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Funded Activity Summary

Forecasting when model stability is uncertain. Forecasts of macroeconomic and financial variables play a crucial role in forward planning undertaken by government and financial institutions, but the predictability of these series is often context and time specific, making standard forecasting techniques unreliable. This project aims to develop new modelling and forecasting techniques that can adapt to structural changes in the model soon after they occur. It aims to derive relevant econometric theory, use simulations to study the properties of the proposed techniques, as well as apply these new techniques to observed data.

Funded Activity Details

Start Date: 01-01-2015

End Date: 30-06-2021

Funding Scheme: Discovery Projects

Funding Amount: $262,400.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Economic Models and Forecasting | Time-Series Analysis | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Econometrics | Economic Models and Forecasting | Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Time-Series Analysis

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