[position in research by date]
[position in research by subject]
"Properties of a Multicountry Econometric
Model," Journal of
Policy Modeling, Spring 1987, 83-123.
pdf file (1,677KB).
A general description of my multicountry econometric model is presented in
this paper. A two-country theoretical model is presented first. The model
is then used to motivate the specification of the econometric model,
especially the specification of the interest rate and exchange rate
equations. The properties of the econometric model are then examined
by performing a number of numerical experiments.
This paper is a review of my work on my multicountry econometric
model up to the time the paper was written.