boe-svar · UK · hosted · 29 pages

An open replication of the Bank of England structural VAR

Current forecast: data through 2026Q1, outlook from 2026Q2–2029Q2. The PDF keeps the frozen 2024Q2 evaluation separately: 0.32pp RMSE for GDP and CPI, with 14/14 outturns inside the 68% bands.

29 pages · pdf

Inline PDF viewing is unreliable on mobile browsers, so it’s disabled here. Open the paper in your device’s PDF reader instead.

Open the PDF

Source, figures, and reproduction scripts: papers/boe-svar/

the SVAR model page · how this model is validated

← obr-macro · all papers · frb-us →