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

Author

Listed:
  • David T. Coe

    (OECD)

  • Richard Herd

    (OECD)

  • Marie-Christine Bonnefous

    (OECD)

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 ...

Suggested Citation

  • David T. Coe & Richard Herd & Marie-Christine Bonnefous, 1987. "International Investment-Income Determination in INTERLINK: Models for 23 OECD Countries and Six Non-OECD Regions," OECD Economics Department Working Papers 45, OECD Publishing.
    • Handle: RePEc:oec:ecoaaa:45-en
    DOI: 10.1787/700735334367
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    Cited by:

    1. Agnès Bénassy & Henri Sterdyniak, 1992. "La détermination des taux de change dans les modèles multinationaux : l'état de l'art," Économie et Prévision, Programme National Persée, vol. 104(3), pages 39-71.
    2. repec:spo:wpmain:info:hdl:2441/5264 is not listed on IDEAS
    3. Agnès Bénassy & Murielle Fiole & Emmanuel Fourmann & Henri Sterdyniak, 1992. "De la flexibilité des taux de change et de ses conséquences macroéconomiques [La détermination des taux d'intérêt et des taux de change dans le modèle MIMOSA ]," Revue de l'OFCE, Programme National Persée, vol. 40(1), pages 201-247.
    4. repec:bla:ecorec:v:74:y:1998:i:227:p:346-61 is not listed on IDEAS
    5. Otto, Glenn & Voss, Graham M., 1995. "Consumption, external assets and the real interest rate," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 471-494.
    6. repec:hal:spmain:info:hdl:2441/5264 is not listed on IDEAS

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