Search Results

Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?,
Robert Hodrick and Maria Vassalou, from C.E.P.R. Discussion Papers (2001)
Keywords: Exchange rates; Interest rates; Bond returns; Multi-country models

International R&D spillovers in the multi-country Schumpeterian growth model,
Cem Ertur and Wilfried Koch, from HAL (2007)
Keywords: multi-country model,Schumpeterian growth,R&D spillovers,spatial econometrics JEL: C31,O3,O4

Linking of a multi-country discrete choice experiment and an agent-based model to simulate the diffusion of smart thermostats,
Emile J.L. Chappin, Joachim Schleich, Marie-Charlotte Guetlein, Corinne Faure and Ivo Bouwmans, in Technological Forecasting and Social Change (2022)
Keywords: Smart thermostats; Multi-method; Discrete choice experiment; Agent-based modelling; Multi-country;

Estimating Multi-country VAR models,
Fabio Canova and Matteo Ciccarelli, from D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007)
Keywords: Multi-country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission

Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method,
Paul Pichler, in Journal of Economic Dynamics and Control (2011)
Keywords: Galerkin method Weighted residuals Monomial cubature rules Curse of dimensionality Multi-country Real Business Cycle model

Nash equilibrium in tariffs in a multi-country trade model,
Subir Chattopadhyay and Malgorzata (Gosia) Mitka, in Journal of Mathematical Economics (2019)
Keywords: Retaliatory tariffs; Multi-country; Pure strategy Nash equilibrium;

Learning and Cross-Country Correlations in a Multi-Country DSGE Model,
Volha Audzei, from Czech National Bank, Research and Statistics Department (2021)
Keywords: Adaptive learning, Bayesian estimation, Multi-Country DSGE

Lesson for the History of International Macroeconomics: Multi-Country Models and Linkage Systems, Their Challenges and Opportunities,
Antonella Rancan and Francesco Sergi, from Springer (2024)
Keywords: History of economics, History of macroeconomics, Macroeconometric models, Multi-country models, International economics, International macroeconomics, Trade linkage, Bilateral trade, Exchange rate

Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections,
Elena Angelini, Magdalena Lalik, Michele Lenza and Joan Paredes, from European Central Bank (2019)
Keywords: conditional forecast, cross-checking, euro area, multi-country model

Food insecurity, safety nets, and coping strategies during the COVID-19 pandemic: multi-country evidence from sub-saharan Africa,
Shouro Dasgupta and Elizabeth Robinson, from London School of Economics and Political Science, LSE Library (2021)
Keywords: Covid-19; food insecurity; multi-country models; socioeconomic determinants; coronavirus

Penalized Estimation of Panel Vector Autoregressive Models,
Annika Schnücker, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
Keywords: Model selection, multi-country model, shrinkage estimation

ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis,
Alistair Dieppe, Georgios Georgiadis, Martino Ricci, Ine Van Robays and Björn van Roye, in Economic Modelling (2018)
Keywords: Macro-modelling; Multi-country models; Spillovers;

ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion,
Georgios Georgiadis, Sebastian Hildebrand, Martino Ricci, Ben Schumann and Björn van Roye, from European Central Bank (2021)
Keywords: macro-modelling, multi-country models, spillovers

Estimating multi-country VAR models,
Fabio Canova and Matteo Ciccarelli, from European Central Bank (2006)
Keywords: Flexible priors, International transmission., Markov Chain Monte Carlo methods, Multi country VAR

Estimating multi-country VAR models,
Fabio Canova and Matteo Ciccarelli, from Department of Economics and Business, Universitat Pompeu Fabra (2008)
Keywords: Multi country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission

Estimating Multi-country VAR models,
Matteo Ciccarelli and Fabio Canova, from Society for Computational Economics (2006)
Keywords: Multi country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission.

Third-country effects on the exchange rate,
Kimberly Berg and Nelson Mark, in Journal of International Economics (2015)
Keywords: Exchange rates; Disconnect puzzle; Multi-country model;

Inflation and Economic Growth Link Multi-Country Scenario,
Monir Ahmmed, Md. Nezum Uddin, Md. Rafiqul Islam Rafiq and Mohammed Jashim Uddin, in International Journal of Economics and Financial Issues (2020)
Keywords: Multi-countries, Consumer Price Index, Economic growth rate, Cointegration, Error Correction Model.

Testing the ‘home market effect’ in a multi-country world,
Kristian Behrens, Andrea Lamorgese, Gianmarco Ottaviano and Takatoshi Tabuchi, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005)
Keywords: home market effect, new trade theory, multi-country models, market potential, economic geography

Home Market Effect Hypothesis in a Multi-Country World,
Nana Bourtchouladze, from Economics Section, The Graduate Institute of International Studies (2007)
Keywords: New trade theory, multi-country models, economic geography, home market effect, market potential, market access

Optimizing the Cooperated “Multi-Countries” Biodiesel Production and Consumption in Sub-Saharan Africa,
Tito Francisco Ianda, Emerson Andrade Sales, Ademar Nogueira Nascimento and Antonio Domingos Padula, in Energies (2020)
Keywords: biodiesel production; multi-countries cooperation; decision-support model; linear programming; scenario analysis; trade-off

Classifying Retirement Preparation Planners and Doers: A Multi-Country Study,
Jihyung Han, Daekyun Ko and Hyuncha Choe, in Sustainability (2019)
Keywords: retirement preparation; saving; planner–doer model; multi-country study; behavioral economics; household well-being; financial sustainability

Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections,
Elena Angelini, Magdalena Lalik, Michele Lenza and Joan Paredes, in International Journal of Forecasting (2019)
Keywords: Multi-country model; Cross-checking; Conditional forecast; Euro area; Density forecast judgement;

Beyond the Home Market Effect: Market Size and Specialization in a Multi-Country World,
Kristian Behrens, Andrea Lamorgese, Gianmarco Ottaviano and Takatoshi Tabuchi, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2009)
Keywords: comparative advantage, home market effect, hub effect, international trade, monopolistic competition, multi-country models

Beyond the home market effect: Market size and specialization in a multi-country world,
Kristian Behrens, Andrea Lamorgese, Gianmarco Ottaviano and Takatoshi Tabuchi, in Journal of International Economics (2009)
Keywords: Comparative advantage Home market effect Hub effect International trade Monopolistic competition Multi-country models

Beyond the Home Market Effect: Market Size and Specialization in a Multi-Country World,
Gianmarco Ottaviano, Kristian Behrens, Andrea Lamorgese and Takatoshi Tabuchi, from Fondazione Eni Enrico Mattei (2009)
Keywords: Comparative Advantage, Home Market Effect, Hub Effect, International Trade, Monopolistic Competition, Multi-country Models

Testing the 'home market effect' in a multi-country world: A theory-based approach,
Kristian Behrens, Andrea Lamorgese, Gianmarco Ottaviano and Takatoshi Tabuchi, from Bank of Italy, Economic Research and International Relations Area (2005)
Keywords: home market effect; new trade theory; multi-country models; market potential; economic geography

International distribution of income and wealth in a multi-country growth model with gender division of labour and elastic labour supply,
Wei-Bin Zhang, in International Journal of Critical Accounting (2015)
Keywords: economic trade; global growth; endogenous time distribution; gender division of labour; income distribution; wealth distribution; economic growth; leisure; economic structure; international trade patterns; multi-country models; modelling; gender differences; human capital; free trade; microeconomics.

Anticipating High-Speed Broadband Penetration: A Multi-Country Pre-Launch Forecasting Study,
Konstantin Petre, Aristides Chipouras, Dimitris Katsianis and Dimitris Varoutas, from International Telecommunications Society (ITS) (2023)
Keywords: Multi-country diffusion, Multi-generation diffusion, Pre-launch forecasting, Bass model, Multivariate linear regression

On the development strategy of countries of intermediate size—An analysis of heterogeneous firms in a multi-region framework,
Rikard Forslid and Toshihiro Okubo, in European Economic Review (2012)
Keywords: Agglomeration; Firm heterogeneity; Multi-country model; Trade liberalisation; Relocation costs;

A multi-country New Keynesian DSGE model with incomplete exchange rate pass-through: an application for the Euro-area,
Tovonony Razafindrabe, from HAL (2016)
Keywords: Pass-through, Multi-country DSGE, Bayesian estimation, Monetary policy

A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area,
Tovonony Razafindrabe, in Economic Modelling (2016)
Keywords: Pass-through; Multi-country DSGE; Bayesian estimation; Monetary policy;

A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area,
Tovonony Razafindrabe, from University of Paris Nanterre, EconomiX (2014)
Keywords: Pass-through, multi-country DSGE, Bayesian estimation, monetary policy.

Technological disruption and employment: The influence on job insecurity and turnover intentions: A multi-country study,
David Brougham and Jarrod Haar, in Technological Forecasting and Social Change (2020)
Keywords: Technology; Employment disruption; Job insecurity; Turnover intentions; Multi-country study; Structural equation modeling;

ECB-Global: introducing ECB's global macroeconomic model for spillover analysis,
Alistair Dieppe, Georgios Georgiadis, Martino Ricci, Ine Van Robays and Björn van Roye, from European Central Bank (2017)
Keywords: macro-modelling, monetary policy, multi-country models, spillovers

Penalized estimation of panel vector autoregressive models: A panel LASSO approach,
Annika Camehl, in International Journal of Forecasting (2023)
Keywords: Forecasting; Model selection; Multi-country model; Shrinkage estimation; Sparse estimation;

A First Look on the New Halle Economic Projection Model,
Sebastian Giesen, Oliver Holtemöller, Juliane Scharff and Rolf Scheufele, from Halle Institute for Economic Research (IWH) (2010)
Keywords: Multi-country model, Forecasting, Bayesian estimation, Mehrländermodell, Prognose, Bayesianische Ökonometrie

Forecasting inflation in the euro area: countries matter!,
Angela Capolongo and Claudia Pacella, in Empirical Economics (2021)
Keywords: Inflation, Forecasting, Bayesian estimation, Multi-country model, Euro area

The Determination of the Equilibrium Exchange Rates Based on a General Equilibrium Model,
Wu Li, from University Library of Munich, Germany (2015)
Keywords: exchange rate; general equilibrium; multi-country economy; CGE model

Do Exchange Rates Convert Prices of Risk Across Countries?,
Hans Dewachter, Kristien Smedts and Konstantijn Maes, from Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics (2001)
Keywords: multi-country asset pricing model, exchange risk, price of risk conversion

On the development strategy of countries of intermediate size - An analysis of heterogenous firms in a multiregion framework,
Rikard Forslid and Toshihiro Okubo, from C.E.P.R. Discussion Papers (2011)
Keywords: Agglomeration; Firm heterogeneity; Multi-country model; Relocation costs; Trade liberalisation

On the Development Strategy of Countries of Intermediate size - An Analysis of Heterogenous Fims in a Multiregion Framework,
Rikard Forslid and Toshihiro Okubo, from Stockholm University, Department of Economics (2010)
Keywords: Agglomeration; firm heterogeneity; multi-country model; trade liberalisation; relocation costs

The French block of the ESCB multi-country model,
Jean-Pierre Villetelle and Frédéric Boissay, from European Central Bank (2005)
Keywords: France, Macro-econometric Modelling

The lithuanian block of the ECSB multi-country model,
Igor Vetlov, from Bank of Finland Institute for Emerging Economies (BOFIT) (2004)
Keywords: Macro Model, Lithuania

The German block of the ESCB multi-country model,
Thomas Warmedinger and Igor Vetlov, from European Central Bank (2006)
Keywords: Germany., Macro-econometric Modelling

The Italian block of the ESCB multi-country model,
Elena Angelini, Peter McAdam and Antonello D'Agostino, from European Central Bank (2006)
Keywords: Italy, Macro-econometric Modelling

Uniqueness of Equilibrium in the Multi-Country Ricardo Model,
Herbert Scarf and Charles A. Wilson, from Cowles Foundation for Research in Economics, Yale University (2003)
Keywords: Ricardo model, Gross substitutes, Uniqueness

EUROMON: De Nederlandsche Bank's multi-country model,
Maria Demertzis, Peter Van Els and Marga Peeters, from University Library of Munich, Germany (2002)
Keywords: econometric model building; EMU; policy analysis;

Labor Tax Harmonization in a Multi-Country Model,
Matus Senaj and Milan Vyskrabka, in Czech Journal of Economics and Finance (Finance a uver) (2015)
Keywords: tax reform, DSGE model, euro area

The efficacy of different models of smoke-free laws in reducing exposure to second-hand smoke: A multi-country comparison,
Mark Ward, Laura M. Currie, Zubair Kabir and Luke Clancy, in Health Policy (2013)
Keywords: Tobacco smoke pollution; Particulate matter; PM2.5; Smoke-free legislation; Multi-country;

Defining Consumption Behaviour in a Multi-Country Model,
Olivier Allais, Loic Cadiou and Stephane Dees, from CEPII research center (2001)
Keywords: Models;Behaviour of economic agents;Consumption;MARMOTTE;International comparison;International integration

Portfolio choice analysis in a multi-country macro model,
Chenyue Hu, in Journal of Economic Dynamics and Control (2025)
Keywords: Portfolio choice in DSGE framework; Asset home bias in open economy macro models; Macro implications of finance and trade;

G3MOD: A Multi-Country Global Forecasting Model,
Iaroslav Miller, Daniel Baksa, Philippe Karam and Tugrul Vehbi, from International Monetary Fund (2024)
Keywords: Quarterly Projection Model; Forecasting and Policy Analysis; Monetary Policy; Macroeconomic Modeling; forecasting accuracy; macroeconomic forecasting; risk evaluation; demand shock; Inflation; Output gap; Commodity prices; Nominal effective exchange rate; Real exchange rates; Global

Solving the multi-country real business cycle model using a monomial rule galerkin method,
Paul Pichler, from HAL (2010)
Keywords: C63,Galerkin method,Weighted residuals,Monomial cubature rules,Curse of dimensionality,Multi-Country Real Business Cycle Model

Decreasing marginal impatience destabilizes multi-country economies,
K. Hirose and Shinsuke Ikeda, in Economic Modelling (2015)
Keywords: Stability; Decreasing marginal impatience; Multi-country economy;

A global multi-sectoral model in local currencies,
Yano Takashi, from Institute of Developing Economies, Japan External Trade Organization(JETRO) (2018)
Keywords: Global multi-country model,Exchange rate,Local currency,Money,Foreign exchange

International R&D spillovers in the multi-country Schumpeterian growth model,
Cem Ertur and Wilfried Koch, from HAL (2007)
Keywords: International,R&D,spillovers,multi-country,Schumpeterian,growth

Macroeconomic Forecasting in a Multi-country Context,
Yu Bai, Andrea Carriero, Todd Clark and Massimiliano Marcellino, from Federal Reserve Bank of Cleveland (2022)
Keywords: Multi-country VARs; Macroeconomic forecasting; Hierarchical shrinkage; Scale mixtures

Incorporating hierarchical credibility theory into modelling of multi-country mortality rates,
Cary Chi-Liang Tsai and Adelaide Di Wu, in Insurance: Mathematics and Economics (2020)
Keywords: Hierarchical credibility theory; Bühlmann credibility theory; Lee–Carter model; Multi-population mortality model; Annual mortality decrement;

Optimal Climate Policies in a Dynamic Multi-Country Equilibrium Model,
Elmar Hillebrand and Marten Hillebrand, from Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2017)
Keywords: Multi-region model; Dynamic equilibrium; Climate change; Optimal climate tax; Optimal transfer policy; Emissions trading system

Optimal climate policies in a dynamic multi-country equilibrium model,
Elmar Hillebrand and Marten Hillebrand, in Journal of Economic Theory (2019)
Keywords: Multi-region dynamic general equilibrium model; Climate change; Optimal climate tax; Optimal transfer policy; Pareto improvement;

Determinacy in Multi-Country DSGE Models: The Role of Pricing Paradigms and Economic Openness,
Stefan Girstmair, from CEPREMAP (2024)
Keywords: Determinacy; Taylor rule; Three-country new Keynesian model; Pricing paradigms; Openness

Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing,
Hans-Martin Krolzig and Reinhold Heinlein, from School of Economics, University of Kent (2013)
Keywords: Multi-country modelling; Cointegration; Common trends; Structural VAR; Synchronization; Exchange rate; International Economics

Industrialization of Developing Countries in a Multicountry, Multisector Capital Accumulation Model,
Tadateru Hayashi, from eSocialSciences (2019)
Keywords: eSS, industrialization, capital accumulation, multicountry, multisector, growth model, production of investment, global production, global demand, consumption, goods.

A Multi-Country Approach to Factor-Proportions Trade and Trade Costs,
Anthony Venables and James Markusen, from C.E.P.R. Discussion Papers (2005)
Keywords: Multi-country; Fragmentation; Trade costs; Multinationals

A multi-agent growth model based on the von Neumann-Leontief framework,
Wu Li, from University Library of Munich, Germany (2008)
Keywords: von Neumann’s expanding economic model, input-output model, dynamic general equilibrium, disequilibrium, multi-country economic model

Institutions and Wage Determination: a Multi-Country Approach,
Luca Nunziata, from Economics Group, Nuffield College, University of Oxford (2001)
Keywords: Labour Cost, Wage, Labour Market Institutions, Unemployment, Multi-Country Regression

Learning and cross-country correlations in a multi-country DSGE model,
Volha Audzei, in Economic Modelling (2023)
Keywords: Adaptive learning; Bayesian estimation; International business cycles; Open-economy dynamic stochastic general equilibrium models;

Block distributed methods for solving multi-country econometric models,
Jon Faust and Ralph W. Tryon, from Board of Governors of the Federal Reserve System (U.S.) (1995)
Keywords: Econometric models

The Greek Model of the European System of Central Banks Multi-Country Model,
Dimitrios Sideris and Nicholas Zonzilos, from Bank of Greece (2005)
Keywords: Econometric Modelling; Cointegration Techniques; Simulation Results

Macroeconomic Forecasting in a Multi-country Context,
Yu Bai, Andrea Carriero, Todd Clark and Massimiliano Marcellino, from C.E.P.R. Discussion Papers (2022)
Keywords: Multi-country vars; Macroeconomic forecasting; Hierarchical shrinkage; Scale mixtures of normals priors

A Multi-Country of Power ARCH Models and National Stock Market Returns,
M. McKenzie, H. Michell, Robert Brooks and Robert Faff, from Melbourne - Centre in Finance (1998)
Keywords: ECONOMETRIC MODELS ; STOCK MARKET

QUEST II. A Multi-Country Business Cycle and Growth Model,
Werner Roeger and Jan in 't Veld, from Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (1997)
Keywords: quest, economic cycle, modelling

International Trade and CGE Models: Theory, Practice, Problems, Improvements,
Sherman Robinson and Karen Thierfelder, from EcoMod (2012)
Keywords: Many examples, single and multi-country models, General equilibrium modeling (CGE), Trade and regional integration

Back to the present: Learning about the euro area through a now-casting model,
Danilo Cascaldi-Garcia, Thiago R.T. Ferreira, Domenico Giannone and Michele Modugno, in International Journal of Forecasting (2024)
Keywords: Now-casting; Multi-country model; Dynamic factor model; Euro area; Market-moving indicators;

Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model,
Kevin Lee, M.H. Psaran and Ronald Smith, from Faculty of Economics, University of Cambridge (1995)
Keywords: ECONOMIC GROWTH;ECONOMIC MODELS;STATISTICS

Joining the European Monetary Union - Comparing First and Second Generation Open Economy Models,
A. Patrick Minford and Vo Phuong Mai Le, from C.E.P.R. Discussion Papers (2006)
Keywords: Monetary union; Representative agent model; Multi-country model; Wage rigidity; Asymmetry

Joining the European Monetary Union—Comparing First and Second Generation Open Economy Models,
Vo Phuong Mai Le and A. Patrick Minford, in Open Economies Review (2006)
Keywords: monetary union, representative agent model, multi-country model, wage rigidity, asymmetry,

EXPECTATIONS, POLICY SHOCKS, AND OUTPUT BEHAVIOUR IN A MULTI-COUNTRY MACROECONOMICS MODELS,
G. Meredith, from Department of Finance Canada (1989)
Keywords: demand ; consumption ; economic models ; fiscal policy

German Unification: What Have We Learned from Multi-Country Models?,
Joseph E. Gagnon, Paul Masson and Warwick McKibbin, from World Scientific Publishing Co. Pte. Ltd. (2019)
Keywords: Exchange Rates, Modelling, Monetary Unions, Inflation Targeting,

Solving the multi-country real business cycle model using a perturbation method,
Robert Kollmann, Jinill Kim and Sunghyun Kim, from HAL (2010)
Keywords: C6,First- and second-order perturbation method,Real business cycle model

Solving the multi-country Real Business Cycle model using a perturbation method,
Robert Kollmann, Jinill Kim and Sunghyun Kim, in Journal of Economic Dynamics and Control (2011)
Keywords: First- and second-order perturbation method Real Business Cycle model

Impact of immigration on the Japanese economy: A multi-country simulation model,
Manabu Shimasawa and Kazumasa Oguro, in Journal of the Japanese and International Economies (2010)
Keywords: Computable general equilibrium (CGE) model Overlapping generations (OLG) Aging Immigration

Comparative Advantages and Demand in the New Competitive Ricardian Models,
Carlos A. Cinquetti, in Foreign Trade Review (2018)
Keywords: Ricardian models; multi-country economies; comparative advantages; demand; trade cost; non-homothetic preferences

To bi, or not to bi? Differences in spillover estimates from bilateral and multilateral multi-country models,
Georgios Georgiadis, from European Central Bank (2015)
Keywords: bilateral models, GVAR, multilateral models, Spillovers, two-country VAR

Food Insecurity, Safety Nets, and Coping Strategies during the COVID-19 Pandemic: Multi-Country Evidence from Sub-Saharan Africa,
Shouro Dasgupta and Elizabeth Robinson, in IJERPH (2021)
Keywords: COVID-19; food insecurity; multi-country; socioeconomic determinants

To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models,
Georgios Georgiadis, in Journal of International Economics (2017)
Keywords: Spillovers; Bilateral models; Multilateral models; GVAR model; Two-country VAR models.;

The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries,
Alice Albonico, Ludovic Calès, Roberta Cardani, Olga Croitorov, Filippo Ferroni, Massimo Giovannini, Stefan Hohberger, Beatrice Pataracchia, Filippo Maria Pericoli, Rafal Raciborski, Marco Ratto, Werner Roeger and Lukas Vogel, from Joint Research Centre, European Commission (2017)
Keywords: DSGE; Bayesian estimation; EMU; Business cycle; Model fit; Cross-country comparison

A model of the Euro area, China, and the United States: Trade links and trade wars,
Volha Audzei and Jan Bruha, in Economic Modelling (2022)
Keywords: Bayesian estimation; China; Multi-country dynamic stochastic general equilibrium models; Trade wars;

Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results,
Matthieu Bussiere, Laurent Ferrara, Michel Juillard and Daniele Siena, from Banque de France (2017)
Keywords: Fiscal composition, budget-neutral reforms, taxes, government spending, multi-country DSGE model, international spillovers.