ARC Future Fellowships - Grant ID: FT160100423

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/FT160100423

Funding Status
Closed

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Funded Activity Summary

Computational methods for solving modern asset pricing models. This project aims to solve a broad range of asset pricing models. Movements in asset prices affect private investors, public sector finances, wealth distribution and business activity levels. Economists have tried to build better models of asset prices, moving away from hyper-rationality and towards realistic features including heterogeneity, habit persistence and bounded rationality. These models’ additional complexity makes them difficult to solve or to apply to real world problems. The project will use modern hardware and computational tools, insights from economics literature and numerical analysis to provide a set of solution methods for such asset pricing models. This is expected to improve policy analysis and decision making under uncertainty.

Funded Activity Details

Start Date: 01-03-2017

End Date: 28-02-2021

Funding Scheme: ARC Future Fellowships

Funding Amount: $840,480.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Macroeconomics (incl. Monetary and Fiscal Theory) | Time-Series Analysis | Financial Economics | Applied Economics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Preference, Behaviour and Welfare | Savings and Investments

Other Keywords

Applied Economics | Expanding Knowledge in Economics | Financial Economics | Macroeconomics (incl. Monetary and Fiscal Theory) | Preference, Behaviour and Welfare | Savings and Investments | Time-Series Analysis

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