SOEPL 2009 – An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis And Forecasting
The paper documents elements of work on the dynamic stochastic general equilibrium (DSGE) SOEPL model that has been carried out in recent years at the National Bank of Poland. In 2009 a new version of the model was developed (called SOEPL−2009) which in 2010 is to support an econometric model and experts’ forecasts in mid-term forecasting of inflation and economic activity. The paper consists of three basic parts. The first part is introductory and briefly outlines the development of macroeconometric methods which brought about the creation of new-keynesian models specified within the dynamic stochastic general equilibrium approach. The remaining two parts of the paper report specification, estimation results and some properties of the SOEPL−2009 DSGE model.
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| Length: | 162 |
| Date of creation: | 2011 |
| Date of revision: | |
| Handle: | RePEc:nbp:nbpmis:83 |
| Contact details of provider: | Postal: 00-919 Warszawa ul. Świętokrzyska 11/21 Phone: (0-22) 653 10 00 Fax: (0-22) 620 85 18 Web page: http://www.nbp.pl/Homen.aspx?f=/en/publikacje/materialy_i_studia/informacja_en.html More information through EDIRC
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References listed on IDEAS
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- Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009. "Implementing the New Structural Model of the Czech National Bank," Working Papers 2009/2, Czech National Bank, Research Department.
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