Discovery Projects - Grant ID: DP170101283

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP170101283

Funding Status
Closed

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Funded Activity Summary

Measuring inflation expectations and inflation expectations uncertainty. This project aims to construct model-based measures of inflation expectations and inflation expectations uncertainty. Inflation expectations can determine economic outcomes. This project will develop non-linear time-varying models to combine information from noisy and possibly biased measures of inflation expectations from surveys and financial markets. These model-based measures are expected to be better calibrated and to provide valuable information for policymakers for formulating macroeconomic policies. They can be used to better assess the credibility of monetary policy and shed light on the causes of low inflation rate in developed economies.

Funded Activity Details

Start Date: 01-04-2017

End Date: 31-03-2021

Funding Scheme: Discovery Projects

Funding Amount: $283,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Time-Series Analysis | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Monetary Policy

Other Keywords

Econometric and Statistical Methods | Econometrics | Expanding Knowledge in Economics | Monetary Policy | Time-Series Analysis

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