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Om de transparantie en informatieverstrekking te bevorderen, publiceert het FPB regelmatig de methoden en resultaten van zijn werkzaamheden. De publicaties verschijnen in verschillende reeksen, zoals de Vooruitzichten, de Working Papers en de Planning Papers. Sommige rapporten kunnen ook hier geraadpleegd worden, evenals de nieuwsbrieven van de Short Term Update die tot 2015 werden gepubliceerd. U kunt op thema, publicatietype, auteur en jaar zoeken.
Since 1994 the Federal Planning Bureau has been using the annual version of the econometric model modtrim as a central tool to produce its short-term macroeconomic forecasts. At the origin of the project, and as its name indicates, this annual version was meant to be short-lived and quickly replaced by a quarterly version. Unfortunately, the lack of quarterly national accounts prevented from doing so for several years. In 1998, the Institute for National Accounts published official quarterly accounts for the first time and the construction of the quarterly version of the model started in Spring 2000. On that occasion, the opportunity was taken to reassess all behavioural equations of the model. The more limited availability of quarterly data, in comparison with annual data, implied that a more aggregated version of the accounting framework of the yearly model had to be constructed.
The choice to develop a quarterly model was of course not only motivated by its original name, but seemed very well suited to business cycle analysis and short-term forecasting. In this context, three elements are worth mentioning:
The aim of this working paper is not to provide a complete model user’s guide, but to present the specification and estimation results of the behavioural equations, and to give an insight into the overall accounting structure of the model. The simultaneous responses of the complete model to exogenous shocks are examined through different technical simulations and scenario analyses.
Macro-economische vooruitzichten en analyses
Mathematische en kwantitatieve methoden > Econometrische modelbouw [C5]
Macro-economie en monetaire economie > Algemene aggregatiemodellen [E1]