[position in research by date] [position in research by subject]

"Properties of a Multicountry Econometric Model," Journal of Policy Modeling, 1987.

Paper: pdf file

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.