When dealing with nonlinear econometric models, resort is often made to simulation techniques for the investigation of their dynamic properties. A spectral analysis using stochastic and analytic simulation is carried out on a nonlinear model of the Italian economy. The two approaces are...

The main purpose of this data base is to offer the researcher a supply of information which can be analyzed, revised and updated in a repetitive way. This can be accomplished by an interactive approach. It is possible to use data from the central file (official data) and from a private single...

It is known that a program loaded into the User Program Area can load, via SVC 202, only programs to be allocated in the Transient Program Area and not programs to be allocated in the same User Program Area. To allow any program to use also this second type function, a procedure is proposed in...

An Interactive Management of Time Series user can create new functions which cannot be reconstructed by means of existing functions, and use them as operators of the language.

The stochastic simulation of an econometric model is an application of Monte Carlo methods. Deterministic simulation is performed setting error terms to zero. Stochastic simulation, on the contrary, takes into account the disturbance terms, solving the model after adding a vector of...

Bilateral import prices are assumed to be the main explanatory variables in an import allocation model. Since official statistics are not available, the construction of these indices has been undertaken, using the data on bilateral trade by commodities supplied by OECD. Data are stored in 126...

This work is mainly intended for applied econometricians and students interested in development and application of estimation methods for structural econometric models. For the Klein-I model, detailed numerical tables of the parameters of the structural and restricted reduced form, of their...

This paper describes the results of some stochastic simulation experiments performed on the most updated version of the Italian model. Due to a change in the income accounts system, the model has been completely reestimated using the new quarterly data. It consists of 128 equations, 50 of which...

This work is mainly intended for applied econometricians and students interested in development and application of estimation methods for structural econometric models. For the Klein-I model, detailed numerical tables of the parameters of the structural and restricted reduced form, of their...

The evaluation of policy actions by means of macroeconomic models often begins with the analysis of multipliers. A rough analysis recommends to use those instruments that exhibit large multipliers. Government budget usually imposes some constraints on the policy action. Insted of the raw...