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Overview of Recent Progress in Macroeconomic Modelling in the Central Bank

  • O'Donnell, Nuala

    (Central Bank of Ireland)

Registered author(s):

    This paper outlines the context within which the Bank’s Macro-Econometric model was initially built and the reasons for the revision and re-estimation.

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    File URL: http://www.centralbank.ie/publications/Documents/2005%2004%20Signed%20Article%20-%20Overview%20of%20Recent%20Progress%20in%20Macroeconomic%20Modelling%20in%20the%20Central%20Bank.pdf
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    Article provided by Central Bank of Ireland in its journal Quarterly Bulletin Articles.

    Volume (Year): (2005)
    Issue (Month): (October)
    Pages: 115-131

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    Handle: RePEc:cbi:qtbart:y:2005:m:10:p:115-131
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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. Meyler, Aidan, 1999. "The non-accelerating inflation rate of unemployment (NAIRU) in a small open economy: The irish context," MPRA Paper 11363, University Library of Munich, Germany.
    3. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
    4. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation for Research in Economics, Yale University.
    5. Phillips, Peter C B, 1994. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January.
    6. 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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