Econometric Modelling at the Bank of Greece

Nicholas Zonzilos ()

No 14, Working Papers from Bank of Greece

Abstract: At the Bank of Greece econometric modelling started in 1975 when the Bank’s first model of the Greek economy was developed under the leadership of the now Governor of the Bank Nicholas C. Garganas. The model was extensively used for many years in forecasting as well as in policy analysis and proved to be an indispensable tool for the policy decisions of the Bank over a broad spectrum of issues. Model development at the Bank of Greece is an ongoing activity fuelled by the changes in the economy as well as by modelling theoretical advances. This paper describes and documents the use as well as the properties (through a set of standard simulation results) of the current version of the Bank of Greece model.

Keywords: Econometric Modelling; Cointegration Techniques; Simulation Results (search for similar items in EconPapers)
JEL-codes: C50 E17 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2004-06
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Published in Econometric Models of the Euro-Area Central Banks, G. Fagan and J. Morgan (eds). Chapter 10, pp. 172-190. Edward Elgar Publishing Limited (2005). Titled "The Econometric Model of the Bank of Greece".

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