Simulation of a nonlinear econometric model

This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric model of the Italian economy. The proposed techniques extend to nonlinear models methods that are available, in the literature, for linear econometric models. The results can be profitably used either to validate the model or to evaluate the reliability of economic policy experiments.

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Year of publication:	1979
Authors:	Bianchi, Carlo ; Calzolari, Giorgio
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Macroeconometric model \| analytic simulation \| model validation \| economic policy experiments

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008490516