There are some old posts about this that you might search for.
I developed a tremor and some numbness in one of my hands after being on Enbrel a few years. I was sent to a neurologist to both determine the cause and rule out Enbrel as the cause. The neurologist told me that drug-induced MS does happen, but she doesn't see it very often. Nevertheless, my rheumatologist and the neurologist took the possibility very seriously. I had a brain scan and nerve conduction exams to rule it out. Turns out I had a pinched nerve in my elbow, which inflammation from my AS likely exacerbated. Enbrel was not the culprit. I was also told (and I think research studies confirm) that drug-induced MS symptoms often resolve when you stop taking the medication.