Development and Application of Econometric Models for Forecasting and Analysis of Monetary Policy Scenarios

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Malugin, Vladimir ; Demidenko , Mikhail ; Kalechits, Dmitry ; Miksjuk , Alexei ; Tsukarev , Taras (2009)
  • Journal: Applied Econometrics, volume 14, issue 2, pages 24-38
  • Subject: Econometric Modeling; Error Correction; Forecasting; Inflation; Exchange Rates; Interest Rates; Monetary Instrument; Monetary Policy; Policy Making
    • jel: jel:E52 | jel:E58 | jel:E17

A system of econometric models designed for forecasting target monetary indicators as well as conducting monetary policy scenarios analysis is presented. The econometric models integrated in the system are represented in the error correction form and are interlinked by ... View more
  • References (12)
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