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Econometric models of the euro-area central banks

Author: Gabriel Fagan; Julian Morgan
Publisher: Cheltenham, UK ; Northampton, MA : Edward Elgar, ©2005.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"This is the first time that a comprehensive description and systematic comparison of the main macroeconomic models has been published. This book will be of great interest to Central Bank and government economists, as well as academics, economists and students with an interest in central banking, econometric modelling, forecasting and macroeconomic policy."--Jacket.
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Genre/Form: Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Gabriel Fagan; Julian Morgan
ISBN: 1845424867 9781845424862
OCLC Number: 59279872
Description: xiii, 324 pages : illustrations ; 21 cm
Contents: 1. overview of the structural econometric models of Euro-area central banks / Gabriel Fagan and Julian Morgan --
2. area-wide model / Alistair Dieppe --
3. EDGE : the bank of Finland's macroeconomic model of the Euro area / Mike Kortelainen --
4. Eurosystem's multi-country model and the link block / Tohmas Karlsson and Peter McAdam --
5. EUROMON : a macroeconometric multi-country model of the world economy from the Nederlandsche Bank / Pete van Els --
6. national bank of Belgium's quarterly model / Philippe Jeanfils --
7. macroeconometric multi-country model of the Deutsche Bundesbank / Britta Hamburg and Karl-Heinz Todter --
8. Model of the Banco de Espana / Pablo Burriel, Angel Estrada and Javier Valles --
9. Mascotte : the Banque de France forecasting model / Jean-Pierre Villetelle, Olivier de Bandt and Veronique Brunhes-Lesage --
10. econometric model of the Bank of Greece / Nicholas Zonzilos --
11. Central Bank and financial services authority of Ireland's model / Kieran McQuinn, Nuala O'Donnell and Mary Ryan --
12. Bank of Italy's quarterly model / Fabio Busetti, Alberto Locarno and Libero Monteforte --
13. Luxembourg block of the multi-country model / Paolo Guarda --
14. MORKMON : a macroeconomic model of the Netherlands' economy / Peter van Els --
15. Austrian quarterly model / Gerhard Fenz and Martin Spitzer --
16. annual macroeconmetric model of the Banco de Portugal / Gabriela Lopes de Castro --
17. Bank of Finland's macroeconomic model BOF5 / Hanna-Leena Mannisto.
Responsibility: edited by Gabriel Fagan, Julian Morgan.
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Abstract:

This book provides a description of the main macroeconomic models used by the European Central Bank and the euro area national central banks (Eurosystem). These models are used to help prepare  Read more...

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