Policy Models Database (still under construction)

Below are the links to the documentation of macroeconomic policy models.

Still under construction (Last Update: Jan 30, 2021)

Please let me know if you find mistakes, broken links, or further suggestions

(takeshiyagihashi at gmail dot com)

Part 1: DSGE model (=4th gen. macroeconometric model as defined in Hall et al., 2013):

--models with asterisk are those used in the model comparison exercise of Yagihashi (2020, wpver)

--model in red font are those with no documentation available

--model in green font are those that are not included in the current version of the paper

(a) national government

DSGE_gov_210920.docx

(b) international organizations

Part 2: Projection Models (=3rd gen. macroeconometric model)

CAN: MUSE (Models of U.S. Economy), G-MUSE, IMPACT, BoC-QPM, BoC-GPM,

CZE: CNB-QPM (has no particular name?),

GBR: BEQM,

HUN: MPM model,

IMF: GPM, FPAS, FSGM (Flexible System of Global Models), G20MOD, EUROMOD, EMERGMOD, AFRMOD, APDMOD, EEUMOD, MCDMOD, WHDMOD

MAR: MQPM

NZL: FPS (Forecasting and Policy System) model,

PER: MPT,

SRB: (no name),

SWE: KIMOD

Part 3: Traditional Macro Models (=1st and 2nd gen. macroeconometric model)

AUS: Economic Group Model, MARTIN, Australian Macroeconomic Model (AUS-M), TRYM model, NIF model, EMMA (under construction), National Accounting Forecasting Framework (NAFF), Medium-term Economic Projection Methodology (MEPM)

BEL: NONAME, MODTRIM2, MODTRIM, HERMES 3, HERMES 2, HERMES, HERMREG

CAN: RDX2, CSI, LENS (Large empirical and semi-structural model), CEFM

DEU: Macro model

DNK: MONA, ADAM, SMEC

ECB: ECB-BASE, ECB-MC (Multi-country) model, NMCM (New Multi Country Model), ECB-Global, AWM (Area-wide model),

ESP: MTBE, MOISEES, AIRef-structural model,

EST: EMMA

FIN: KESSU

FRA: FR-BDF, Mascotte, OPALE, Insee-Treasury model (Mesange), OFCE model (e-mod),

GBR: RAMSI (Risk Assessment Model for Systemic Institutions), MTMM, OBR Macro Model,

HUN: Delphi model, NEM model,

IMF: MULTIMOD Mark3,

IRE: COSMO (COre Structural MOdel for Ireland),

ISL: QMM,

ITA: BIQM (Banca d'Italia Quarterly Econometric Model), ITEM, MeMo-IT,

JPN: JEM, Q-JEM, MEAD-RIETI Model (MRM), IPSS Akebono, Keizai Zaisei Modelu, CAOM , Chu-choki Tenbou Modelu

LUX: Modux, LuxMod,

NLD: DELFI 2.0, DELFI, SAFFIER 2, SAFFIER

NOR: RIMINI, KVARTS, MODAG,

NZL: NZTM,

OECD: MTB model, BLT model, New Global Model, OECD INTERLINK model,

PHL: MEM, SEM

SGP: MMS model, MFMS,

SWE: MOSES,

THA: BOTTM, (no name),

USA: MPS, Fed-MIT-Penn (FMP) model, FRB-US, FRB-Global, OMB Troika model, CBO 10Y Economic forecasting Model,