Australia |
Reserve Bank of Australia |
MARTIN |
Economy-wide model based on error-correction equations |
https://www.rba.gov.au/publications/rdp/2019/2019-07.html (click on "supplementary information") |
EViews |
"Disclaimer" section at https://www.rba.gov.au/publications/rdp/2019/2019-07/read-me.html |
Model described in the paper at https://www.rba.gov.au/publications/rdp/2019/2019-07.html |
Chile |
Banco Central de Chile |
MSEP |
Semi-structural model |
https://www.bcentral.cl/documents/33528/2246274/sec3_3_1_structural_domestic_MSEP.zip/1d5236d2-4db2-b687-bd73-08a09fb5b316?t=1586981365357 |
Matlab/Octave + Dynare |
Same as for the website |
Section 3.3.1 of https://www.bcentral.cl/documents/33528/2246274/Uso_de_modelos_en_el_BCCh_2020.pdf/08cdce8e-7344-4af8-01a3-93c0dc7f39db?t=1586968478573 |
Chile |
Banco Central de Chile |
XMAS |
DSGE |
https://www.bcentral.cl/documents/33528/2246274/sec3_3_2_structural_domestic_XMAS.zip/726db955-2713-c7d5-9ed8-9ef65eef7475?t=1586981406890 |
Matlab/Octave + Dynare |
Same as for the website |
Section 3.3.2 of https://www.bcentral.cl/documents/33528/2246274/Uso_de_modelos_en_el_BCCh_2020.pdf/08cdce8e-7344-4af8-01a3-93c0dc7f39db?t=1586968478573 |
Denmark |
Ministry of Finance |
MAKRO |
Deterministic perfect forecast model |
https://github.com/DREAM-DK/MAKRO |
GAMS |
MIT License |
|
Euro Area |
European Central Bank (ECB) |
Bayesian Estimation, Analysis and Regression toolbox (BEAR) |
Bayesian vector autoregression (VAR) |
https://github.com/european-central-bank/BEAR-toolbox/ |
Matlab |
Custom end-user license agreement |
|
European Union |
European Commission |
Output gap model |
|
https://circabc.europa.eu/ui/group/671d465b-0752-4a2e-906c-a3effd2340ba/library/b9482682-d5a0-47a1-9281-bc7d8a214629 |
WinRATS |
|
|
Finland |
Bank of Finland |
Aino |
DSGE |
https://helda.helsinki.fi/bof/handle/123456789/14144 (v2.0) |
Matlab/Octave + Dynare |
https://helda.helsinki.fi/bof/copyright |
Aino 2.0. Note: current version (no code available) is Aino 3.0 |
France |
French Ministry of Economics and Finance |
Mésange |
DSGE |
https://github.com/InseeFr/Mesange |
Troll |
https://raw.githubusercontent.com/InseeFr/Mesange/master/LICENSE.txt |
https://github.com/InseeFr/Mesange/raw/master/Document%20de%20travail%20Mesange%202017.pdf |
France |
French Ministry of Economics and Finance |
Modèle Opale |
|
https://github.com/DGTresor/Opale |
Troll |
https://github.com/DGTresor/Opale/blob/master/LICENSE |
https://github.com/DGTresor/Opale/blob/master/doc/Document_de_travail_Opale__2017_.pdf |
France |
French Ministry of Economics and Finance |
Modèle Saphir |
|
https://github.com/DGTresor/Saphir |
SAS |
https://github.com/DGTresor/Saphir/blob/master/LICENSE |
|
Germany |
Federal Ministry for Economic Affairs and Climate Action |
|
Production function methodology |
https://www.bmwi.de/Redaktion/DE/Downloads/G/ergaenzende-unterlagen-zu-den-berechnungsgrundlagen-fuer-die-bestimmung-des-gesamtwirtschaftlichen-produktionspotenzials.zip?__blob=publicationFile&v=14 |
EViews |
Same as for the website |
https://www.bmwi.de/Redaktion/DE/Downloads/G/ergaenzende-unterlagen-zu-den-berechnungsgrundlagen-fuer-die-bestimmung-des-gesamtwirtschaftlichen-produktionspotenzials.html |
Iceland |
Central Bank of Iceland |
Quarterly Macroeconomic Model (QMM) |
Structural econometric model |
https://www.cb.is/monetary-policy/central-bank-of-iceland-economic-forecasts/ |
Not clear |
https://www.cb.is/other/copyright/ |
https://www.cb.is/library/Skraarsafn---EN/Working-Papers/WP82_net |
Italy |
Bank of Italy |
Black-box abm calibration kit |
Agent-based model |
https://github.com/bancaditalia/black-it |
Python |
https://github.com/bancaditalia/black-it/blob/main/LICENSE |
https://github.com/bancaditalia/black-it/blob/main/docs/description.md |
Japan |
Bank of Japan |
Quarterly Japanese Economic Model (Q-JEM) |
Large-scale semi-structural model |
https://www.boj.or.jp/en/research/wps_rev/wps_2019/data/wp19e07.zip |
EViews and Python |
Custom, found in "Disclaimer.pdf" |
https://www.boj.or.jp/en/research/wps_rev/wps_2019/wp19e07.htm |
Sweden |
Riksbank |
Ramses II |
Dynamic stochastic general equilibrium (DSGE) |
https://www.riksbank.se/contentassets/e01d64fc644b462cb345ba0f4c85cf24/ramsesii_dynarecode_occasionalpaperno12.zip |
Matlab/Octave + Dynare |
Same as for the website |
https://www.riksbank.se/sv/press-och-publicerat/publikationer/working-paper-series/occasional-paper-series/no.-12-ramses-ii--model-description/ |
UK |
HM Treasury and Office for Budget Responsibility |
OBR model |
Large-scale macro-econometric model |
https://obr.uk/download/obr-macroeconomic-model-code/ |
EViews |
Last paragraph of this page |
https://obr.uk/forecasts-in-depth/obr-macroeconomic-model/ |
USA |
Federal Reserve Bank of New York (FRBNY) |
|
Dynamic stochastic general equilibrium (DSGE) |
https://github.com/FRBNY-DSGE/DSGE.jl |
Julia |
BSD-3-Clause License |
Blog post |
USA |
Federal Reserve Board |
FRB/US |
Large-scale, general equilibrium model |
https://www.federalreserve.gov/econres/us-models-package.htm |
EViews, Python |
Same as for the website |
Eviews version: https://www.federalreserve.gov/econres/us-models-about.htm Python version: https://www.federalreserve.gov/econres/us-models-python.htm |
USA |
Federal Reserve Board |
Estimated Dynamic Optimization (EDO) Model |
DSGE |
https://www.federalreserve.gov/econres/edo-model-package.htm |
Matlab/Octave + Dynare |
Same as for the website |
https://www.federalreserve.gov/econres/edo-models-about.htm |