Project on
“Modelling Multivariate Nonlinear Economic Models: Theory and Applications”
Project leader: Rickard Sandberg (Stockholm School of Economics)
Co-workers: Yukai Yand (Uppsala University), Johan Lyhagen (Uppsala University) Period: 2017-2019
Funded by: Jan Wallander’s and Tom Hedelius’ Research Foundations, Grant No. P2016- 0293:1
Amount: 2 million SEK
Summary of the project
The aim of this project is to derive new nonlinear vector models suitable to capture the inherent nonlinear properties of economic variables and system thereof. Applications (over 200 US and European economic time-series are analyzed), advanced theory and simulations are central for the project.