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SOEPL 2009 – An Estimated Dynamic Stochastic General Equilibrium Model for Policy Analysis And Forecasting

Abstract

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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File URL: http://www.nbp.pl/publikacje/materialy_i_studia/83_en.pdf
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Paper provided by Narodowy Bank Polski, Economic Research Department in its series NBP Working Papers with number 83.

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Length: 162
Date of creation: 2011
Handle: RePEc:nbp:nbpmis:83
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Web page: http://www.nbp.pl/Homen.aspx?f=/en/publikacje/materialy_i_studia/informacja_en.html

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  1. 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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Cited by:

  1. Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016. "Is Poland at risk of the zero lower bound?," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 47(3), pages 195-226.
  2. Michal Andrle & Roberto Garcia-Saltos & Giang Ho, 2013. "The Role of Domestic and External Shocks in Poland; Results from an Agnostic Estimation Procedure," IMF Working Papers 13/220, International Monetary Fund.
  3. Michal Andrle & Roberto Garcia-Saltos & Giang Ho, 2014. "A Model-Based Analysis of Spillovers; The Case of Poland and the Euro Area," IMF Working Papers 14/186, International Monetary Fund.
  4. Copaciu, Mihai, & Nalban, Valeriu, & Bulete, Cristian, 2015. "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers 48, CEPREMAP.
  5. Iulian Vasile Popescu, 2014. "The impact of the recent global crisis on the prioritization of central banks final objectives. A structural approach in the context of Central and Eastern European states," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 7(2), pages 51-76, September.

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