New methods for solving large models with rational expectations

求解具有理性预期的大型模型的新方法

• 批准号: DP180103807
• 负责人: Prof Peter Dixon
• 金额: $ 28.24万
• 依托单位: Victoria University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2018
• 资助国家: 澳大利亚
• 起止时间: 2018-01-01 至 2020-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP180103807
• 关键词: New; methods; solving; large; models

This project aims to introduce innovative numerical methods to economic modelling to overcome computational barriers associated with the formation of expectations by households and investors. The outcome will be economic models that include sophisticated rational expectations specifications while retaining considerable industry, regional and occupational disaggregation. There will be benefits to economic policy by broadening the range of questions that can be answered by detailed models and there will be benefits in the research community by providing a platform for examining dynamics in large-scale economic systems.

该项目旨在将创新的数值方法引入经济建模，以克服与家庭和投资者形成预期有关的计算障碍。其结果将是经济模型，其中包括复杂的理性预期规格，同时保留相当大的行业，地区和职业分类。通过扩大可以通过详细模型回答的问题范围，将有利于经济政策，通过提供一个研究大规模经济系统动态的平台，将有利于研究界。