Modelling, forecasting, and control for econometrics based on generalized dynamic factor models: a system theoretic approach

基于广义动态因子模型的计量经济学建模、预测和控制：系统理论方法

• 批准号: DP1092571
• 负责人: Prof Brian Anderson
• 金额: $ 22.19万
• 依托单位: The Australian National University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2010
• 资助国家: 澳大利亚
• 起止时间: 2010-01-01 至 2013-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP1092571
• 关键词: Modelling; forecasting; control; econometrics; based

The project will provide a tool that will assist organizations wishing to understand the dynamics of a national economy to model it, and to forecast future econometric time series values. Such ability will provide another tool to econometric managers, including the Reserve Bank , Treasury and fund managers, that should benefit the Australian nation.

该项目将提供一种工具，协助希望了解国民经济动态的组织建立模型，并预测未来的计量经济学时间序列值。这种能力将为包括储备银行、财政部和基金经理在内的计量经济学经理提供另一种工具，这将使澳大利亚受益。