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Econometric Modelling at the Bank of Greece

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Author Info
Nicholas G. Zonzilos () (Bank of Greece, Economic Research Department)

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Abstract

At the Bank of Greece econometric modelling started in 1975 when the Bank’s first model of the Greek economy was developed under the leadership of the now Governor of the Bank Nicholas C. Garganas. The model was extensively used for many years in forecasting as well as in policy analysis and proved to be an indispensable tool for the policy decisions of the Bank over a broad spectrum of issues. Model development at the Bank of Greece is an ongoing activity fuelled by the changes in the economy as well as by modelling theoretical advances. This paper describes and documents the use as well as the properties (through a set of standard simulation results) of the current version of the Bank of Greece model.

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File URL: http://www.bankofgreece.gr/BogEkdoseis/Paper200414.pdf
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Publisher Info
Paper provided by Bank of Greece in its series Working Papers with number 14.

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Length: 24 pages
Date of creation: Jun 2004
Date of revision:
Publication status: Published in Econometric Models of the Euro-Area Central Banks, G. Fagan and J. Morgan (eds). Chapter 10, pp. 172-190. Edward Elgar Publishing Limited (2005). Titled "The Econometric Model of the Bank of Greece".
Handle: RePEc:bog:wpaper:14

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Web page: http://www.bankofgreece.gr
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Related research
Keywords: Econometric Modelling; Cointegration Techniques; Simulation Results;

Find related papers by JEL classification:
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - 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. Gabriel Fagan & Jérôme Henry & Ricardo Mestre, 2001. "An area-wide model (AWM) for the euro area," Working Paper Series 42, European Central Bank. [Downloadable!]
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Cited by:
(explanations, 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. Eleni Angelopoulou, 2005. "The Comparative Performance of Q-type and Dynamic Models of Firm Investment: Empirical Evidence from the UK," Working Papers 27, Bank of Greece. [Downloadable!]
  2. George S. Tavlas & P.A.V.B. Swamy, 2006. "The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation," Working Papers 34, Bank of Greece. [Downloadable!]
    Other versions:
  3. Sven W. Arndt, 2006. "Regional Currency Arrangements in North America," Working Papers 40, Bank of Greece. [Downloadable!]
    Other versions:
  4. Hans Genberg, 2006. "Exchange-Rate Arrangements and Financial Integration in East Asia: On a Collision Course?," Working Papers 41, Bank of Greece. [Downloadable!]
    Other versions:
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