Search Results - subject:"stochastic simulation"

Monte Carlo methods in econometrics: a package for the stochastic simulation

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1976

In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochastic simulation of …

Persistent link: https://www.econbiz.de/10008534538

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

Bianchi, Carlo; Calzolari, Giorgio; Cleur, Eugene M. - Volkswirtschaftliche Fakultät, … - 1978

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...

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

A package for analytic simulation of econometric models

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1979

Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properties of econometric models are described. Comparisons are made with analytical methods available for linear models.

Persistent link: https://www.econbiz.de/10008560070

Stochastic simulation of econometric models: installation procedures and user's instructions

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1978

This manual describes the input requirements and the installation procedures of the program for stochastic simulation … the stochastic simulation of the Klein-I model are displayed. …

Persistent link: https://www.econbiz.de/10008560072

The deterministic simulation bias in the Klein-Goldberger model

Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1979

Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulation in nonlinear …

Persistent link: https://www.econbiz.de/10008560097

Stochastic simulation experiments on Model 5 of Bonn University

Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1979

Results of stochastic simulation experiments are described in this paper. The model experimented with is a large scale …

Persistent link: https://www.econbiz.de/10008560120

Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1976

presented. The benefits and the risks of the stochastic simulation are discussed, with particular emphasis on the problem of the …

Persistent link: https://www.econbiz.de/10008562600

Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo; … - Volkswirtschaftliche Fakultät, … - 1976

Some results os stochastic simulation of a small Italian macroeconometric model are presented. …

Persistent link: https://www.econbiz.de/10008854391

Stochastic simulation: a package for Monte Carlo experiments on econometric models

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1978

The stochastic simulation of an econometric model is an application of Monte Carlo methods. Deterministic simulation is … performed setting error terms to zero. Stochastic simulation, on the contrary, takes into account the disturbance terms, solving …

Persistent link: https://www.econbiz.de/10008587844

Stochastic simulation as a validation tool for econometric models

Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1977

stochastic simulation can be profitably used. …

Persistent link: https://www.econbiz.de/10008592952