利用宏观金融模型模拟新冠肺炎大流行期间的宏观经济发展——以阿尔巴尼亚为例

IF 1.3 4区经济学 Q3 ECONOMICS

Eastern European Economics Pub Date : 2023-05-23 DOI:10.1080/00128775.2023.2215229

Lorena Skufi, Adam Geršl

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引用次数: 1

摘要

摘要新冠肺炎疫情及其对经济的影响考验了当前宏观经济模型在动荡时期预测经济发展的能力。在本文中，我们为阿尔巴尼亚开发了一个线性宏观金融模型，并考察了它是否能够预测2020-2021年关键宏观经济和金融变量的发展。为了解决预测中增加的不确定性，我们用分位数回归构建了不确定性带。结果表明，一般来说，线性模型足够灵活，可以分析非线性事件，因此可以在异常情况下使用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Using Macrofinancial Models to Simulate Macroeconomic Developments During the COVID-19 Pandemic: The Case of Albania

ABSTRACT The COVID-19 pandemic, and its impact on the economy tested the capacity of current macroeconomic models to forecast economic developments in turbulent times. In this article, we develop a linear macrofinancial model for Albania and examine whether it can predict the developments of key macroeconomic and financial variables during 2020–2021. To address increased uncertainty in the forecasts, we construct uncertainty bands with quantile regressions. The results indicate that, in general, a linear model is flexible enough to analyze non-linear events and may thus be used in abnormal times.

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来源期刊

Eastern European Economics ECONOMICS-

CiteScore

2.20

自引率

9.10%

发文量

期刊介绍： Eastern European Economics publishes original research on the newly emerging economies of Central and Eastern Europe, with coverage of the ongoing processes of transition to market economics in different countries, their integration into the broader European and global economies, and the ramifications of the 2008-9 financial crisis. An introduction by the journal"s editor adds context and expert insights on the articles presented in each issue.