This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Baghli, M.
Brunhes-Lesage, V.
De bandt, O.
Fraisse, H.
Villetelle, J-P.

Additional information is available for the following registered author(s):

Abstract

MASCOTTE is the new version of the Banque de France's macro-econometric forecasting model. Following the last rebasing of National Accounts (currently at 1995 price), the previous version of the model was simplified, re-specified and re-estimated. The model is essentially used for making macro-economic projections of the French economy over a two-to-three year horizon, which requires an accounting framework as close as possible to the French National Accounts. The main agents are companies, households, general government and the rest of the world. The new version now includes a supply block derived from the explicit optimisation behaviour of companies using a Cobb-Douglas technology under imperfect competition, and a new Wage Setting schedule. Full homogeneity of the nominal side of the model ensures the independence between the nominal equilibrium and the real equilibrium, the latter being only determined in the long run by relative prices. Furthermore, as regards the specification of equations, special attention was paid to the consequences of changes in short-term interest rates.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.banque-france.fr/gb/publications/telechar/ner/ner106.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Banque de France in its series Documents de Travail with number 106.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 123 pages
Date of creation: 2004
Date of revision:
Handle: RePEc:bfr:banfra:106

Contact details of provider:
Postal: Banque de France 31 Rue Croix des Petits Champs LABOLOG - 49-1404 75049 PARIS
Web page: http://www.banque-france.fr/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thierry Demoulin).

Related research
Keywords: Macro-economic model ; Applied econometrics ; Forecasting ; France;

Find related papers by JEL classification:
E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation
E27 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Olivier Jean Blanchard & Lawrence Katz, 1999. "Wage Dynamics: Reconciling Theory and Evidence," NBER Working Papers 6924, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Dave Turner & Pete Richardson & Sylvie Rauffet, 1996. "Modelling the Supply Side of the Seven Major OECD Economies," OECD Economics Department Working Papers 167, OECD, Economics Department. [Downloadable!]
  3. Bénassy, Jean-Pascal, 1994. "Classical and keynesian features in macroeconomic models with imperfect competition," CEPREMAP Working Papers (Couverture Orange) 9418, CEPREMAP.
  4. David G. Blanchflower & Andrew J. Oswald, 1990. "The Wage Curve," NBER Working Papers 3181, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Julian Benedict Morgan & Alberto Locarno & Jean-Pierre Villetelle & Peter van Els, 2001. "Monetary policy transmission in the Euro area: what do aggregate and national structural models tell us?," Working Paper Series 094, European Central Bank. [Downloadable!]
    Other versions:
  6. Bean, Charles R, 1994. "European Unemployment: A Survey," Journal of Economic Literature, American Economic Association, vol. 32(2), pages 573-619, June. [Downloadable!] (restricted)
    Other versions:
  7. Ferderer, J Peter, 1993. "The Impact of Uncertainty on Aggregate Investment Spending: An Empirical Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(1), pages 30-48, February. [Downloadable!] (restricted)
  8. Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck, 1996. "Options, the Value of Capital, and Investment," NBER Working Papers 5227, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. W. Bolt & P.J.A. van Els, 1998. "Output gap and inflation in the EU," WO Research Memoranda (discontinued) 550, Netherlands Central Bank, Research Department.
    Other versions:
  10. Marcello M. Estevão & Nigar Nargis, 2002. "Wage Moderation in France," IMF Working Papers 02/151, International Monetary Fund. [Downloadable!]
  11. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December. [Downloadable!] (restricted)
  12. Luigi Guiso & Giuseppe Parigi, 1999. "Investment And Demand Uncertainty," The Quarterly Journal of Economics, MIT Press, vol. 114(1), pages 185-227, February. [Downloadable!] (restricted)
    Other versions:
Full references

Statistics
Access and download statistics

Did you know? There is a FAQ (frequently asked questions).

This page was last updated on 2009-12-2.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.