Some results on the stochastic simulation of a nonlinear model of the Italian economy

Experiments of stochastic simulation on a nonlinear macroeconometric model are described in this paper. The results are used both for improving the validation of a model of the Italian economy and for revisiting the heuristic value of the stochastic simulation methodology.

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Year of publication:	1979
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Stochastic simulation \| macroeconometric model \| Italian economy

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C53 - Forecasting and Other Model Applications ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008506111