Skip to main content
Article thumbnail
Location of Repository

Simulation of a nonlinear econometric model

By Carlo Bianchi and Giorgio Calzolari


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:

Suggested articles

To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.