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.

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. (1978): Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. Published in: Compstat 1978, Proceedings in Computational Statistics No. Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354.
Classification:	C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications
Source:	BASE

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