Asymptotic properties of dynamic multipliers in nonlinear econometric models

This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can be applied to nonlinear macroeconometric models, thus extending methods available in the literature for linear models.

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Year of publication:	1985
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo ; Panattoni, Lorenzo
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Macroeconometric models \| multipliers \| asymptotic standard errors \| inconsistency

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C87 - Econometric Software ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008560084