The Hungarian Quarterly Projection Model (NEM)

This document gives a detailed account of the current version of the Hungarian Quarterly Projection Model (NEM). It describes the main building blocks, presents the forecast performance of the model and, finally, it illustrates the responses to the most important shocks the Hungarian economy may face. This version of the model is used to produce the Bank’s quarterly projections, as well as to perform simulations and scenario analyses.

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Year of publication:	2006
Authors:	Benk, Szilárd ; Jakab, Zoltán M. ; Kovács, Mihály András ; Párkányi, Balázs ; Reppa, Zoltán ; Vadas, Gábor
Institutions:	Magyar Nemzeti Bank (MNB)
Subject:	econometric modelling \| forecasting \| simulation

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Extent:	application/pdf
Series:	MNB Occasional Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2006/60 49 pages
Classification:	C50 - Econometric Modeling. General ; C53 - Forecasting and Other Model Applications ; E17 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005357933