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Simulation of a nonlinear econometric model

By Carlo Bianchi and Giorgio Calzolari

Abstract

This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric model of the Italian economy. The proposed techniques extend to nonlinear models methods that are available, in the literature, for linear econometric models. The results can be profitably used either to validate the model or to evaluate the reliability of economic policy experiments.

Topics: C53 - Forecasting and Prediction Methods; Simulation Methods, C63 - Computational Techniques; Simulation Modeling
Year: 1979
DOI identifier: 10.2307/1913662
OAI identifier: oai:mpra.ub.uni-muenchen.de:24440

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