Projects funded by the NCN
Modeling and forecasting multi euqilibria economy with market sentiments
2017/25/N/HS4/02344
Keywords:
market sentiments global games coordination higher-order beliefs sunspots crisis Euro zone self-fulfilling prophecy,SVAR neural network Newkeysian model Google Trends
Descriptors:
- HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
- HS4_3: Econometrics, statistical methods
- ST6_7: Artificial intelligence, intelligent systems, multi-agent systems
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 13 - announced on 2017-03-15
Amount awarded: 95 664 PLN
Project start date (Y-m-d): 2018-03-07
Project end date (Y-m-d): 2021-02-06
Project duration:: 35 months (the same as in the proposal)
Project status: Project settled
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Book publications / chapters in book publications (2)
- Monetary Policy under continuous market sentiment regimesAuthors:Michał ChojnowskiBook:Economic tendency surveys and economic policy - measuring output gaps and growth potentials (rok: 2022, tom: 1, strony: 56-67), Wydawca: POZNAŃ UNIVERSITY OF ECONOMIC AND BUSINESS PRESSStatus:Published
- Enhanced forecasting with LSTVAR-ANN hybrid model: application in monetary policy and inflation forecastingAuthors:Michał ChojnowskiBook:Forecasting with Artificial Intelligence: Theory and Applications (rok: 2023, tom: 1, strony: ), Wydawca: Palgrave MacmillanStatus:Accepted for publication