Closing the Gap Between Theory and Data in Macroeconometrics

缩小宏观计量经济学理论与数据之间的差距

• 批准号: DP240101773
• 负责人: A/Prof Eric Eisenstat
• 金额: $ 10.03万
• 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: 2024
• 资助国家: 澳大利亚
• 起止时间: 2024-01-01 至 2026-12-31
• 项目状态: 未结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP240101773
• 关键词: Closing; Gap; Between; Theory; Data

This project aims to bring econometric models (the empirical vehicle for inference) and economic models (the theory) closer together. A new model is intended to be proposed that will address a significant issue with the interpretation of the outputs of the econometric models. As a first contribution, the project is expected to develop the model and an inferential framework for this model using probability theory on manifolds. In a second contribution, it is expected to construct an algorithm to permit inference leading to outputs useful to policy analysts. The model is intended to be parsimonious, which facilitates the development of a time-varying version to allow the model to evolve with the economy and provide better policy guidance.

该项目旨在将计量经济学模型（推理的实证工具）和经济模型（理论）更加紧密地结合在一起。拟提出一个新模型来解决计量经济模型输出解释的重大问题。作为第一个贡献，该项目预计将使用流形概率论开发模型和该模型的推理框架。在第二个贡献中，预计将构建一种算法来允许推理，从而产生对政策分析师有用的输出。该模型旨在简约，这有助于开发时变版本，使模型能够随着经济的发展而发展，并提供更好的政策指导。