jcMod

jcMod, for Java clustered modelling, runs on top of jcMem and delivers an integrated modelling environment tailor made for central banks. It supports the following types of models.

1. Ordinary least squares
2. ARIMA, ARCH, GARCH and asymmetric GARCH
3. VAR, SVAR and VECM
4. DSGE models, including DSGE parameter estimation through sampling

jcMod integrates these models with powerful data and reporting functionality so that the same platform can be used from data capturing to the preparing of MPC reports for example.

A modelling team often has to use multiple applications to conduct its day to day operations, giving rise to multiple integration and integrity issues, but jcMod delivers all of these using a single platform.

If data issues, complex modelling, integrated and accurate strategic reporting and safe and secure collaboration are giving you sleepless nights, contact Ferra and see how jcMod can be used to streamline and integrate these processes.