Australian housing market risks: Simulation, modelling and analysis

澳大利亚房地产市场风险：模拟、建模和分析

• 批准号: DP170102927
• 负责人: Dr Michael Harre
• 金额: $ 25.96万
• 依托单位: The University of Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2017
• 资助国家: 澳大利亚
• 起止时间: 2017-06-30 至 2020-06-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP170102927
• 关键词: Australian; housing; market; risks; Simulation

This project aims to determine whether the Australian housing market is at risk of a collapse. This project aims to model the systemic risks in this market using an agent-based simulation at the individual household and financial decision-maker levels. This will be achieved by combining simulation software with datasets from the Australian Bureau of Statistics, Census data and mortgage markets into a behavioural model of financial decisions. This is expected to provide an unprecedented ability to economically zoom in and out on different suburbs, cities and regions across Australia to predict, measure and mitigate systemic risks.

该项目旨在确定澳大利亚房地产市场是否面临崩溃的风险。这个项目的目的是在个人、家庭和金融决策者层面上使用基于代理的模拟来模拟这个市场的系统性风险。这将通过将模拟软件与澳大利亚统计局、人口普查数据和抵押贷款市场的数据集结合在一起，形成金融决策的行为模型来实现。预计这将提供前所未有的能力，在经济上放大和缩小澳大利亚各地的不同郊区、城市和地区，以预测、衡量和缓解系统性风险。