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Re-Estimation of the Trade Block in the Banks Quarterly Econometric Model

  • O'Donnell, Nuala

    (Central Bank of Ireland)

Registered author(s):

    The aim of this paper is to describe the re-estimation of the trade block in the Bank’s quarterly macro-econometric model.

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    File URL: http://www.centralbank.ie/publications/Documents/2005%2003%20Signed%20Article%20-%20Re-Estimation%20of%20the%20Trade%20Block%20in%20the%20Banks%20Quarterly%20Econometric%20Model.pdf
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    Article provided by Central Bank of Ireland in its journal Quarterly Bulletin Articles.

    Volume (Year): (2005)
    Issue (Month): (July)
    Pages: 97-117

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    Handle: RePEc:cbi:qtbart:y:2005:m:07:p:97-117
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    1. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    2. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
    3. Bredin, Don & Fountas, Stilianos & Murphy, Eithne, 2002. "An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter?," Research Technical Papers 1/RT/02, Central Bank of Ireland.
    4. Philippe Jeanfils, 2000. "A model with explicit expectations for Belgium," Working Paper Research 04, National Bank of Belgium.
    5. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    6. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
    7. Cassidy, Mark & O'Brien, Derry, 2005. "Export Performance and Competitiveness of the Irish Economy," Quarterly Bulletin Articles, Central Bank of Ireland, pages 75-95, July.
    8. Dimitrios Sideris & Nicholas G. Zonzilos, 2005. "The Greek Model of the European System of Central Banks Multi-Country Model," Working Papers 20, Bank of Greece.
    9. 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.
    10. Browne, Francis X, 1982. "Modelling Export Prices and Quantities in a Small Open Economy [The Supply and Demand for Exports: A Simultaneous Approach]," The Review of Economics and Statistics, MIT Press, vol. 64(2), pages 346-47, May.
    11. Phillips, Peter C B & Hansen, Bruce E, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 99-125, January.
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