Arbeitspapier

STREAM: A structural macro-econometric model of the Maltese economy

This paper presents the third version of the Central Bank of Malta's core macro-econometric model of the Maltese Economy, STREAM (Structural and TRaditional Econometric model for Malta). It is a traditional structural model built around the neo-classical synthesis. Behavioural equations are estimated in error-correction form on the basis of quarterly data spanning from 2000Q1 to 2013Q4. Economic agents are assumed to have adaptive expectations. The novelty of the model is that it contains fully fledged fiscal and financial blocks, which is uncommon in traditional structural models.

Language
Englisch

Bibliographic citation
Series: CBM Working Papers ; No. WP/01/2016

Classification
Wirtschaft

Event
Geistige Schöpfung
(who)
Grech, Owen
Rapa, Noel
Event
Veröffentlichung
(who)
Central Bank of Malta
(where)
Valletta
(when)
2016

Handle
Last update
10.03.2025, 11:41 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Grech, Owen
  • Rapa, Noel
  • Central Bank of Malta

Time of origin

  • 2016

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