Linkage - International - Grant ID: LX0560332

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LX0560332

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

Modelling Hidden Processes which Drive Economic and Financial Systems. The ability to forecast complex economic systems is crucial to benefit from peak performance, and to prepare for and safeguard against downturn. This project aims to make significant discoveries concerning hidden processes which drive such systems, using rigorous, cutting-edge, flexible econometric methods. Resulting outcomes will be improved understanding of - and ability to forecast - important economic phenomena such as volatility in price series, extremal (risky) behaviour of financial systems, and turning points of the business cycle. Discoveries will be disseminated through published papers and presentations at a major international conference. Ongoing e-research links with France will also be established.

Funded Activity Details

Start Date: 24-11-2004

End Date: 30-06-2007

Funding Scheme: Linkage - International

Funding Amount: $55,624.00

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 |

Other Keywords

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

Related Links