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

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1979): Some results on the stochastic simulation of a nonlinear model of the Italian economy. Published in: Models and Decision Making in National Economies No. ed. by J. M. L. Janssen, L. F. Pau, and A. Straszak. Amsterdam: North-Holland (1979): pp. 411-418.
Classification:	C53 - Forecasting and Other Model Applications ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	BASE

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