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Econometric Models of Asian-Pacific Countries

Editat de Shinichi Ichimura, Yasumi Matsumoto
en Limba Engleză Paperback – 19 dec 1993
This book is a sequel to our first report of ASIAN LINK PROJECT in 1985: Econometric Models of Asian LINK, Springer-Verlag, Tokyo - Berlin - New York. Now the scope is expanded to Asian-Pacific Countries in coverage, so that this monograph presents the econometric models of Japan, the United States, Canada, China, Korea, Taiwan, Hong Kong, Thailand, the Philippines, Malaysia, Singa­ pore, Indonesia, Australia and the European Community. We are particularly happy to have included the excellent models of Australia and Canada whose economies are essential parts of the Asian-Pacific Economic Community. Most of those models were presented at the Workshop of Asian Link Project held in Bandung, Indonesia at the time of the Second Convention of the East Asian Eco­ nomic Association, 1990. Those models have been up-dated since then, and several other important models were added. Unlike our previous book, we have not tried here to link these national models as a regional or global model in any way, ex­ cept for the model by S. Kinoshita which offers a regional linkage for Pacific-basin economies by linking the US, Japan, Canada, the European Community coun­ tries as a group, Asian NIEs (Korea, Hong Kong, Taiwan), ASEAN (Indonesia, Malaysia, the Philippines, Singapore) and East Asian economies. As we argued in our previous publication, we tried to publish these econometric models again with the statistical data as much as we could, so as to enable the reader examine the estimation and performance of the models by himself.
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Specificații

ISBN-13: 9784431701347
ISBN-10: 4431701346
Pagini: 516
Ilustrații: XII, 503 p.
Dimensiuni: 155 x 235 x 27 mm
Greutate: 0.72 kg
Ediția:Softcover reprint of the original 1st ed. 1994
Editura: Springer
Colecția Springer
Locul publicării:Tokyo, Japan

Public țintă

Research

Cuprins

1 Development of Econometric Models in Asian-Pacific Countries.- 2 The ICSEAD Japan-U.S.-ROW Model.- 1 Background.- 2 Theoretical Roots of the Model.- 3 Model Validation.- 4 Trade Linkages.- 5 Remarks.- 3 Economy of China: 1969–89 A Macro-Econometric Model (CMD90).- 1 Introduction.- 2 Structure of the Model.- 3 Simulation.- Appendix A China Model System (CMD90).- B List of Variables-China Model CMD90.- C Data List (1969–89).- 4 A Quarterly Econometric Model of the Korean Economy.- 1 Introduction.- 2 Structure of the Model.- 3 Estimation.- 4 Historical Simulation.- 5 Policy Simulations.- Appendix A Model Specification and Estimation Results of the Quarterly KDI Model.- B List of Variables.- C The Data Used in KDI Quarterly Model 1991.3.28.- 5 Econometric Model for Simulation of Alternative External Trade Scenarios in Indonesia.- 1 Introduction.- 2 Model Structure and Estimation Result.- 3 Model Simulation.- 4 Policy Simulation.- 5 Conclusions.- Appendix A The Variables.- B Data.- 6 The Quest Model of the European Community.- 1 Introduction.- 2 General Framework.- 3 The Trade Linkage Equations.- 4 The Key Parameters of the Structural Models.- 5 The Use of the Model.- 7 Hong Kong Model: The Revised 1990 Version.- 1 Introduction.- 2 The Model.- 3 The Model Performance.- 4 Impact and Dynamic Multipliers.- Appendix A The Hong Kong Model 1990 Version.- B Simulation Results for Selected Variables.- C Data for Hong Kong Model.- 8 The Effectiveness of Monetary and Fiscal Policies in Thailand.- 1 Introduction.- 2 Model Structure and Data Base.- 3 Model Evaluation.- 4 Model Simulation Experiment.- 5 Conclusions.- Appendix List of Variables and Notations.- 9 Treasury Macroeconomic (TRYM) Model of the Australian Economy.- 1 Introduction.- 2 The Structure of the TRYM Model.- 3Sectoral Overview.- 4 Overview of the TRYM Model Properties.- 5 Model Simulation of a Productivity Shock.- 6 Conclusion.- Appendix A Equations of TRYM Model.- B List of Mnemonics.- 10 FOCUS Model of the Canadian Economy.- 1 Introduction.- 2 Overview of FOCUS Model.- 3 Glossary.- 4 The FOCUS Model Equations.- 11 Malaysian Model II.- 1 Introduction.- 2 Overview of the Malaysian Economy.- 3 Specification of the Model.- 3.1 Malaysia Model II.- 4 Model Performance.- 5 Policy Simulations.- 6 Conclusions.- Appendix Data.- 12 A Structural Model of the Singapore for Asian Link.- 1 Introduction.- 2 Overview of the Singaporean Economy.- 3 Model Specification.- 4 Simulation Experiments.- 5 Conclusions.- Appendix A Data.- B Sources of Variables.- 13 An Annual Philippine Macroeconometric Model for Policy Analysis.- 1 Introduction.- 2 Structure of MRM-93.- 3 Validation and Sensitivity Analysis of MRM-93.- 4 Concluding Remarks.- Appendix A List of Equations.- B Data Base.- 14 A Linked International Model for the Pacific-Basin Economy.- 1 Introduction.- 2 Structure of the Linked Model.- 3 Simulation with the Linked System.- 4 Conclusions.- Appendix A List of Variables of the Linked International Model.- B Data Source.- C The Structure of the Linked International Model.- 15 The Growth of the Korean Economy and the Foreign Capital.- 1 Introduction.- 2 A Comparison of Productivity.- 3 Macroeconometric Model.- 4 Simulation.- 5 Conclusions.- Appendix Data for Korea 1963–1987.- Author Index.