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The Hungarian Quarterly Projection Model (NEM)

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Author Info

  • Szilárd Benk

    ()
    (Magyar Nemzeti Bank)

  • Zoltán M. Jakab

    ()
    (Magyar Nemzeti Bank)

  • Mihály András Kovács

    ()
    (Magyar Nemzeti Bank)

  • Balázs Párkányi

    ()
    (Magyar Nemzeti Bank)

  • Zoltán Reppa

    ()
    (Magyar Nemzeti Bank)

  • Gábor Vadas

    ()
    (Magyar Nemzeti Bank)

Abstract

This document gives a detailed account of the current version of the Hungarian Quarterly Projection Model (NEM). It describes the main building blocks, presents the forecast performance of the model and, finally, it illustrates the responses to the most important shocks the Hungarian economy may face. This version of the model is used to produce the Bank’s quarterly projections, as well as to perform simulations and scenario analyses.

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File URL: http://english.mnb.hu/Root/Dokumentumtar/ENMNB/Kiadvanyok/mnben_muhelytanulmanyok/mnben_op_60/op_60.pdf
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Bibliographic Info

Paper provided by Magyar Nemzeti Bank (the central bank of Hungary) in its series MNB Occasional Papers with number 2006/60.

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Length: 49 pages
Date of creation: 2006
Date of revision:
Handle: RePEc:mnb:opaper:2006/60

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Web page: http://www.mnb.hu/
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Related research

Keywords: econometric modelling; forecasting; simulation.;

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Citations

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Cited by:
  1. Balazs Vonnak, 2008. "The Hungarian monetary transmission mechanism: an assessment," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 235-257 Bank for International Settlements.
  2. Zoltán M. Jakab & Viktor Várpalotai & Balázs Vonnák, 2006. "How does monetary policy affect aggregate demand? A multimodel approach for Hungary," MNB Working Papers 2006/4, Magyar Nemzeti Bank (the central bank of Hungary).
  3. Péter Harasztosi, 2011. "Growth in Hungary 1994-2008: The role of capital, labour, productivity and reallocation," MNB Working Papers 2011/12, Magyar Nemzeti Bank (the central bank of Hungary).
  4. Katalin Szilágyi & Dániel Baksa & Jaromir Benes & Ágnes Horváth & Csaba Köber & Gábor D. Soós, 2013. "The Hungarian Monetary Policy Model," MNB Working Papers 2013/1, Magyar Nemzeti Bank (the central bank of Hungary).
  5. Reininger, Thomas, 2008. "Factors Driving Import Demand in Selected Central, Eastern and Southeastern European Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1.
  6. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," National Bank of Poland Working Papers 62, National Bank of Poland, Economic Institute.
  7. Adina Popescu & Alina Carare, 2011. "Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR," IMF Working Papers 11/259, International Monetary Fund.
  8. Zoltán M. Jakab & Balázs Világi, 2008. "An estimated DSGE model of the Hungarian economy," MNB Working Papers 2008/9, Magyar Nemzeti Bank (the central bank of Hungary).
  9. Szilárd Benk & Zoltán M. Jakab & Gábor Vadas, 2005. "Potential Output Estimations for Hungary: A Survey of Different Approaches," MNB Occasional Papers 2005/43, Magyar Nemzeti Bank (the central bank of Hungary).

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