Pooling econometric models for prediction and decision making

汇集计量经济学模型进行预测和决策

• 批准号: DP110104732
• 负责人: Prof John Geweke
• 金额: $ 38.18万
• 依托单位: University of Technology Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2011
• 资助国家: 澳大利亚
• 起止时间: 2011-01-01 至 2014-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP110104732
• 关键词: Pooling; econometric; models; prediction; decision

The project develops methods for combining econometric models with the goal of improving prediction. It applies these methods to macroeconomic models used to improve monetary policy and to asset return models used to improve financial risk management.

该项目开发了将计量经济学模型与改进预测相结合的方法。它将这些方法应用于用于改善货币政策的宏观经济模型和用于改善金融风险管理的资产回报模型。