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

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Author Info
David T. Coe
Richard Herd
Marie-Christine Bonnefous ()

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Abstract

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 ...


Cet article présente la description d'un modèle de revenu d'investissement pour 23 pays de l'OCDE et six autres régions non-OCDE. La structure de base du modèle -- un taux de rendement appliqué aux stocks d'avoirs et engagements extérieurs -- est relativement simple. Une distinction fondamentale est faite entre les avoirs et engagements à l'étranger selon qu'ils sont exprimés en dollars ou en d'autres monnaies. Des matrices donnant des estimations de la composition de ces stocks suivant les monnaies sont également présentées. Les résultats des estimations et simulations faites à partir du modèle de revenu d'investissement sont par ailleurs fournis ...

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File URL: http://www.sourceoecd.org/10.1787/700735334367
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Paper provided by OECD Economics Department in its series OECD Economics Department Working Papers with number 45.

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Date of creation: Jun 1987
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Handle: RePEc:oec:ecoaaa:45-en

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This page was last updated on 2008-11-17.

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