Persistence in Economic Time Series: Interpretation, Measurement and Inference

经济时间序列的持久性：解释、测量和推理

• 批准号: ARC : DP0208333
• 负责人: Dr David Harris
• 金额: $ 7.5万
• 依托单位: Monash University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2002
• 资助国家: 澳大利亚
• 起止时间: 2002-01-01 至 2005-12-31
• 项目状态: 已结题
• 来源: https://researchdata.edu.au/persistence-economic-time-measurement-inference/62195
• 关键词: Persistence; Economic; Time; Series; Interpretation

Persistence in Economic Time Series: Interpretation, Measurement and Inference. An economic time series is said to be persistent if shocks to the series have a permanent effect. Accurate and unambiguous inferences regarding persistence are crucial to an understanding of the response of the variable to shocks, in particular to policy-induced shocks. In this project we will explore new ways of interpreting, measuring and conducting inference on persistence. The aim is to produce significant theoretical and methodological advances which, when applied to empirical problems, will enable reliable conclusions to be drawn regarding the propagation of shocks and, hence, the likely impact of interventionist government policies.

经济时间序列的持续性：解释，测量和推断。如果一个经济时间序列受到的冲击具有永久性影响，则该序列被称为持续性的。关于持久性的准确和明确的推论对于理解变量对冲击的反应，特别是对政策引起的冲击的反应至关重要。在这个项目中，我们将探索解释，测量和进行持久性推理的新方法。其目的是产生重大的理论和方法上的进展，当应用于经验问题时，将能够得出关于冲击传播的可靠结论，从而得出关于政府干预政策可能产生的影响的可靠结论。