Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (original) (raw)

Journal of Business & Economic Statistics, 2004

Abstract

... We fi rst estimate individual country-(or region-)specifi c vector error-correcting models (VECMs), where such domes-tic macroeconomic variables as gross domestic product (GDP), the general price level, the level of short-term interest rate, ex-change rate, equity prices (when ...

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