For some structural econometric models, the contribution of the off-diagonal blocks of the coefficients covariance matrix to the asymptotic standard errors of multipliers and forecasts is empirically evaluated.

In the econometric literature simulation techniques are suggested for estimating standard errors of forecasts, especially in case of nonlinear models, where explicit analytic formulae are not available. For this purpose analytic simulation on coefficients, Monte Carlo on coefficients, Monte...

Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properties of econometric models are described. Comparisons are made with analytical methods available for linear models.