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Re-Estimation of the Trade Block in the Banks Quarterly Econometric Model

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  • O'Donnell, Nuala

    (Central Bank of Ireland)

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    Abstract

    The aim of this paper is to describe the re-estimation of the trade block in the Bank’s quarterly macro-econometric model.

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    File URL: http://www.centralbank.ie/publications/Documents/2005%2003%20Signed%20Article%20-%20Re-Estimation%20of%20the%20Trade%20Block%20in%20the%20Banks%20Quarterly%20Econometric%20Model.pdf
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    Bibliographic Info

    Article provided by Central Bank of Ireland in its journal Quarterly Bulletin Articles.

    Volume (Year): (2005)
    Issue (Month): (July)
    Pages: 97-117

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    Handle: RePEc:cbi:qtbart:y:2005:m:07:p:97-117

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    1. Philippe Jeanfils, 2000. "A model with explicit expectations for Belgium," Working Paper Research 04, National Bank of Belgium.
    2. Phillips, Peter C B & Hansen, Bruce E, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 99-125, January.
    3. Donal Bredin & Stilianos Fountas & Eithne Murphy, 1998. "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Working Papers 22, National University of Ireland Galway, Department of Economics, revised 1998.
    4. Frain, John C., 2004. "A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure," Research Technical Papers 2/RT/04, Central Bank of Ireland.
    5. Dimitrios Sideris & Nicholas G. Zonzilos, 2005. "The Greek Model of the European System of Central Banks Multi-Country Model," Working Papers 20, Bank of Greece.
    6. Peter C.B. Phillips, 1988. "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers 866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
    7. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
    8. Cassidy, Mark & O'Brien, Derry, 2005. "Export Performance and Competitiveness of the Irish Economy," Quarterly Bulletin Articles, Central Bank of Ireland, pages 75-95, July.
    9. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    10. Browne, Francis X, 1982. "Modelling Export Prices and Quantities in a Small Open Economy [The Supply and Demand for Exports: A Simultaneous Approach]," The Review of Economics and Statistics, MIT Press, vol. 64(2), pages 346-47, May.
    11. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
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