The Macroeconometric model of the Korean economy
Institute for Monetary and Economic Research, the Bank of Korea, 1993 - Business & Economics - 88 pages
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Basic Structure and Properties of the Model
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85 constant prices ALOG ARCH Balance BOP basis Bank of Korea Bar Sq D.W.(l BMCTX BOK92 model Chow cointegration consumption expenditure corporate bonds CPGE CRDW current balance customs clearance basis domestic Dummy Variable Econometric end of period endogenously Err R Bar Err R Sq estimated exogenous variables Expected Increase Rate expected inflation Exports Factor Services financial block foreign transactions block GNP Account import unit value income Individual Sector interest rate Jarque-Bera KFRX Korean economy LHS Mean F Ljung-Box Q-Stat million U.S. dollars monetary money demand money supply movavg(4 Non-Agriculture-Forestry-Fishing Industries Number of Persons percent per annum PGNP policy simulation potential GNP quarters quarters=0 Ramsey RESET Ramsey RESET test Sector billion won Sector long-run short-run SMPL SQ D.W. Sq R Sq Std Err Sum Sq test statistic total liquidity M3 Unit Root unit value index UPMK UPXK Variable Definition Unit Wholesale Price Index yield of corporate