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SAFE: A quarterly model of the Dutch economy for short-term analyses

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CPB ()
Abstract

SAFE is the name of a large-scale macro econometric quarterly model used by CPB Netherlands Bureau for Economic Policy Analysis in preparing short-term forecasts and analyses of the Dutch economy. This document gives a comprehensive description of the model. The description of the model's equations and results concerns the model version used since the preparation of the Macroeconomic Outlook 2003. In order to explain the working of the model, the results from a number of standard shocks and scenarios are presented.

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File URL: http://www.cpb.nl/eng/pub/cpbreeksen/document/42/doc42.pdf
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Publisher Info
Paper provided by CPB Netherlands Bureau for Economic Policy Analysis in its series CPB Documents with number 42.

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Handle: RePEc:cpb:docmnt:42

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Web page: http://www.cpb.nl/
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Related research
Keywords: applied model; quarterly; macro-econometrics; macroeconometrics; macro-econometric model; macroeconometric model; forecasting; scenario;

Find related papers by JEL classification:
E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

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  1. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
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This page was last updated on 2009-12-4.


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