Browsing by Subject "Econometric modelling"
Now showing items 1-3 of 3
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An econometric assessment of the change in quality of the Irish gilt market since the introduction of market making
(Economic & Social StudiesDublin, 1996)Hasbrouck's (1993) measure of market quality is used to assess the effect of introducing market making in Irish Gilts. The measure is based on aspects of the literature on the decomposition of time series' into stochastic ... -
Modelling aggregate supply for a medium-term macroeconometric model
(Statistical and Social Inquiry Society of Ireland, 1982)As the survey of model building in Ireland (Fanning and Bradley, 1982) identified most of the Irish macromodels are short-term in nature. One model, COMET ? 1976 (Barten et al., 1976), was an important attempt to build a ... -
Twenty-five years of modelling the Irish economy - retrospect and prospect
(Statistical and Social Inquiry Society of Ireland, 1982)Macroeconometric models provide a simultaneous and endogenous empirical framework for the evaluation of policy alternatives and the generation of forecasts. As such they can play a significant role in policy research and ...