Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy

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 empirically compared.

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Year of publication:	1978
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Cleur, Eugene M.
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Stochastic simulation \| nonlinear econometric models \| analytic simulation \| spectral analysis \| Monte Carlo methods

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008560051