| Properties of a Multicountry Econometric Model (2008) | |||||||||||||
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| A general description of my multicountry econometric model is presented in this paper. A two-country theoretical model is presented first. This 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. I. | |||||||||||||
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