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A Macro-econometric Model for Ireland

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Author Info

  • McQuinn, Kieran

    (Central Bank and Financial Services Authority of Ireland)

  • O’Donnell, Nuala

    (Central Bank and Financial Services Authority of Ireland)

  • Ryan, Mary

    (Central Bank and Financial Services Authority of Ireland)

Abstract

The Bank’s Macro-Econometric model has recently been revised. This paper outlines the context within which the model was initially built and the reasons for the revision and re-estimation. Compilation of the data used was a key component of the revision and this is described. The general structure of the model is outlined. Key equations are described and estimation issues noted. A discussion on simulating the model is provided along with results from sample simulations. The paper concludes with a discussion of how future work on the model might evolve.

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File URL: http://www.centralbank.ie/publications/documents/9RT05.pdf
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Bibliographic Info

Paper provided by Central Bank of Ireland in its series Research Technical Papers with number 9/RT/05.

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Length: 60 pages
Date of creation: Dec 2005
Date of revision:
Handle: RePEc:cbi:wpaper:9/rt/05

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  1. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc.
  2. Robert J. Gordon, 1997. "The Time-Varying NAIRU and Its Implications for Economic Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 11-32, Winter.
  3. 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.
  4. Duffy, David, 2002. "A Descriptive Analysis of the Irish Housing Market," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2002(2-Summer), pages 1-16.
  5. McCoy, Daniel & Duffy, David & Bergin, Adele & Garrett, Shane & McCarthy, Yvonne, 2005. "Quarterly Economic Commentary, Summer 2005," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20052, March.
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Cited by:
  1. O'Brien, Derry & Weymes, Laura, 2010. "The Impact of Oil Prices on Irish Inflation," Quarterly Bulletin Articles, Central Bank of Ireland, pages 66-82, July.
  2. O'Donnell, Nuala, 2007. "Housing Wealth and Consumption," Quarterly Bulletin Articles, Central Bank of Ireland, pages 119-136, January.

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