International Investment-Income Determination in INTERLINK: Models for 23 OECD Countries and Six Non-OECD Regions

This paper presents the specification of an investment-income model for 23 OECD countries and six non-OECD regions. The basic structure of the model -- an effective rate of return applied to the stock of foreign assets and liabilities -- is relatively simple and straightforward. A central distinctio...

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Bibliographische Detailangaben
1. Verfasser: Coe, David T.. (VerfasserIn)
Weitere Verfasser: Herd, Richard (MitwirkendeR), Bonnefous, Marie-Christine (MitwirkendeR)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Paris OECD Publishing 1987
Schriftenreihe:OECD Economics Department Working Papers
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Zusammenfassung:This paper presents the specification of an investment-income model for 23 OECD countries and six non-OECD regions. The basic structure of the model -- an effective rate of return applied to the stock of foreign assets and liabilities -- is relatively simple and straightforward. A central distinction is made between dollar and non-dollar denominated foreign assets and liabilities and matrices giving estimates of the currency composition of these stocks are reported. Estimation and simulation results for the investment-income model are presented ...
Beschreibung:1 Online-Ressource (54 Seiten) 21 x 29.7cm
DOI:10.1787/700735334367

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