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A small-size macroeconometric model for Pakistan economy

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  • Hanif, M Nadim
  • Hyder, Zulfiqar
  • Lodhi, M Amin Khan
  • Khan, Mahmood ul Hassan
  • Batool, Irem

Abstract

This paper is part of efforts to develop macroeconometric model for Pakistan (MMP). This paper is an initial attempt to develop a small size macroeconometric model to foresee the effects of monetary policy through forecasting and simulations. We present the basic structure of macroeconometric model for Pakistan. This is a small-size model comprising 17 equations, out of which 11 are behavioral equations while the rest are either identities or definitional equations. OLS method is used to estimate the behavioral equations by using annual data from FY73-FY06. We provide the estimation results and results of policy simulations to quantify the impact of shocks to various exogenous variables.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 22930.

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Date of creation: 2008
Date of revision: 2010
Handle: RePEc:pra:mprapa:22930

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Keywords: Macroeconometric Model; Pakistan;

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References

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  1. Christopher A. Sims, 1992. "Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1011, Cowles Foundation for Research in Economics, Yale University.
  2. Khan, Rana Ejaz Ali & Hye, Qazi Muhammad Adnan, 2011. "Financial Liberalization And Demand For Money: A Case of Pakistan," MPRA Paper 34795, University Library of Munich, Germany.
  3. Abdul Qayyum, 2005. "Modelling the Demand for Money in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, Pakistan Institute of Development Economics, vol. 44(3), pages 233-252.
  4. Chishti, Salim U. & Hasan, M. Aynul & Mahmud, Syed F., 1992. "Macroeconometric modelling and Pakistan's economy : A vector autoregression approach," Journal of Development Economics, Elsevier, Elsevier, vol. 38(2), pages 353-370, April.
  5. Hall, Robert E, 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 86(6), pages 971-87, December.
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Cited by:
  1. Hanif, M. Nadim & Khan, Mahmood ul Hassan, 2012. "Pass-Through of SBP Policy Rate to Market Interest Rates: An Empirical Investigation," MPRA Paper 39587, University Library of Munich, Germany.
  2. Amber Fatima & Abdul Waheed, 2014. "Economic uncertainty and growth performance: a macroeconomic modeling analysis for Pakistan," Quality & Quantity: International Journal of Methodology, Springer, Springer, vol. 48(3), pages 1361-1387, May.

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