A well known macroeconometric model of the Italian economy is updated to produce forecasts at 1974.

Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes the first results produced by the research team.

DMS/2 (Decisional Models Solution, version 2) is a computer package for solution of nonlinear econometric models. This technical report describes the new features that improve over the DMS-package.

The estimation method of Two Stage Least Squares (2SLS) with Principal Components (2SPC) is applied to a medium-sized nonlinear econometric model of the Italian Economy.

When econometric models are used as forecasting tools, forecast errors can be decomposed into several components, one of which is due to estimation errors, while another one is due to the stochastic nature of the variables to be predicted. Conditional on model's specification and on the...

In econometric models specified as systems of simultaneous equations, forecast errors can be regarded as random variables whose variances can be investigated, analyzed and estimated. This book summarizes results available in the literature for linear and nonlinear econometric models, when...

Problems related to deterministic solution of nonlinear econometric models are well known in the literature. The use of mean (average) stochastic simulation results has been usually proposed to solve the problem of bias. This raises however other types of problems, like possible non-coherent...

This paper is a survey (in Italian) of the estimation methods for econometric systems of nonlinear simultaneous equations

A programming language has been developed at the IBM Scientific Center of Pisa (Italy) to manage interactively the economic time series of a large data base.