macroeconomic modelling

Publication date: 31 Oct 2018 | Publication type: National Institute Economic Review | Theme: Macroeconomics | External authors: Hall, S G, Henry, S G B | JEL classification: E37, E53, C45 | Journal: National Institute Economic Review Issue 246 | Publisher: Sage Publications, London
This paper charts the evolution of mainly empirical research at the NIESR over the1970s and 80s. As was all too evident there were very large discrete technical improvements in data handling and manipulation over this period. Less well appreciated were the effects on the economy of major supply-...
Publication date: 26 Mar 2018 | Publication type: NIESR Discussion Paper | Theme: Macroeconomics | Authors: Davis, P, Liadze, I, Piggott, R, Hurst, I | External authors: Carreras, O, Warren, J | JEL classification: E58, G28 | NIESR discussion paper number: 490
In this paper we incorporate a macroprudential policy model within a semi-structural global macroeconomic model, NiGEM. The existing NiGEM model is expanded for the UK, Germany and Italy¹ to include two macroprudential tools: loan-to-value ratios on mortgage lending and variable bank capital...
Publication date: 5 Jul 2016 | Publication type: Journal article/book/chapter | Theme: Macroeconomics | Authors: Carreras, O, Kirby, S, Meaning, J, Piggott, R | Journal: Economic Modelling Vol. 58 Issue November 2016 | Pages: 339-350 | Publisher: Elsevier, Oxford
This paper presents a framework for modelling important socio-economic events in order to provide an informative counterfactual. This involves mapping the deep underlying shock associated with the event itself into a series of more tractable shocks consistent with the model being applied and...
Publication date: 20 Jun 2016 | Publication type: NIESR Discussion Paper | Theme: Macroeconomics | Authors: Kirby, S, Carreras, O, Meaning, J, Piggott, R | JEL classification: D80, E17, E27, E65 | NIESR discussion paper number: 461
This paper presents a framework for modelling important socio-economic events in order to provide an informative counterfactual. This involves mapping the deep underlying shock associated with the event itself into a series of more tractable shocks consistent with the model being applied and...
| Authors: Kirby, S, Meaning, J