Large dynamic time-varying models for structural macroeconomic inference

用于结构性宏观经济推理的大型动态时变模型

• 批准号: DP180102373
• 负责人: Prof Rodney Strachan
• 金额: $ 12.56万
• 依托单位: The University of Queensland
• 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 2023-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP180102373
• 关键词: Large; dynamic; time; varying; models

This project aims to broaden the range of macroeconomic models that have an integrated capacity for both greater realism and efficiency in analysis. This approach will be applied to two contexts at the forefront of current macroeconomic research, the effects of noisy productivity signals on business cycles and the effects of fiscal policy shocks. Flexible macro-econometric models underpin accurate inference by economists and policymakers and the project outputs should provide widespread and significant benefits by improving policy and boosting Australia’s comparative advantage.

该项目旨在扩大宏观经济模型的范围，使其具有综合能力，提高分析的现实性和效率。这一方法将应用于当前宏观经济研究前沿的两个背景：嘈杂的生产率信号对商业周期的影响，以及财政政策冲击的影响。灵活的宏观计量经济学模型为经济学家和政策制定者的准确推断提供了基础，项目产出应该会通过改善政策和增强澳大利亚的比较优势来提供广泛和重大的好处。