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Econometric Models of the Euro-area Central Banks by Julian Morgan, Gabriel Fagan (Hardcover, 2005)

About this product

About this product

Product Information

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 economic projections and scenario analysis for individual countries and the euro area as a whole. The volume takes stock of the current macroeconometric modelling infrastructure available within the Eurosystem, highlighting not only the structures and main features of the models used but also their purposes and underlying model-building philosophies. A 'bird's eye view' of the key details of the design, structure and characteristics of the models is provided, along with information on the responses of these models to a series of standard economic and policy shocks. 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.

Product Identifiers

Publisher
Edward Elgar Publishing Ltd
ISBN-13
9781845424862
eBay Product ID (ePID)
104601146

Product Key Features

Subject Area
Regional History
Author
Julian Morgan, Gabriel Fagan
Publication Name
Econometric Models of the Euro-Area Central Banks
Format
Hardcover
Language
English
Subject
Finance
Publication Year
2005
Type
Study Guide
Number of Pages
336 Pages

Dimensions

Item Height
234mm
Item Width
156mm

Additional Product Features

Editor
Gabriel Fagan, Julian Morgan
Country/Region of Manufacture
United Kingdom

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