Advanced Search
MyIDEAS: Login

Carlo Luigi Bianchi

Contents:

This is information that was supplied by Carlo Bianchi in registering through RePEc. If you are Carlo Luigi Bianchi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Carlo
Middle Name: Luigi
Last Name: Bianchi
Suffix:

RePEc Short-ID: pbi198

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Dipartimento di Scienze Economiche
Università degli Studi di Pisa
Location: Pisa, Italy
Homepage: http://www.dse.ec.unipi.it/
Email:
Phone: +39 050 22 16 466
Fax: +39 050 22 16 384
Postal: Via Cosimo Ridolfi, 10 - 56124 PISA
Handle: RePEc:edi:dspisit (more details at EDIRC)

Works

as in new window

Working papers

  1. C. Bianchi & M. Menegatti, 2007. "Rules versus discretion in fiscal policy," Economics Department Working Papers 2007-EP05, Department of Economics, Parma University (Italy).
  2. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
  3. C. Bianchi & M. Menegatti, 2004. "On the potential pitfalls in estimating convergence by means of pooled and panel data," Economics Department Working Papers 2004-EP02, Department of Economics, Parma University (Italy).
  4. Bianchi, C. & Cesari, R. & Panattoni, L., 1994. "Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison," Papers 236, Banca Italia - Servizio di Studi.
  5. Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P., 1991. "Simulation of interest rate options using ARCH," MPRA Paper 24844, University Library of Munich, Germany.
  6. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1988. "A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions," MPRA Paper 23869, University Library of Munich, Germany.
  7. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
  8. Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986. "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper 29120, University Library of Munich, Germany.
  9. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986. "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper 29119, University Library of Munich, Germany.
  10. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1985. "Effectiveness versus reliability of policy actions under government budget constraint: the case of France," MPRA Paper 29055, University Library of Munich, Germany.
  11. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1985. "Asymptotic properties of dynamic multipliers in nonlinear econometric models," MPRA Paper 24401, University Library of Munich, Germany.
  12. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1984. "Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
    [Analysis and measurement of forecast uncertainty in an econometric model. Application to m
    ," MPRA Paper 22565, University Library of Munich, Germany, revised 1984.
  13. Bianchi, Carlo & Calzolari, Giorgio, 1983. "Confidence intervals of forecasts from nonlinear econometric models," MPRA Paper 29025, University Library of Munich, Germany.
  14. Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1983. "Analysis and measurement of the uncertainty in Mini-Dms model for the French economy," MPRA Paper 29056, University Library of Munich, Germany.
  15. Bianchi, Carlo & Calzolari, Giorgio, 1983. "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper 22657, University Library of Munich, Germany, revised 1983.
  16. Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982. "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper 28846, University Library of Munich, Germany.
  17. Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982. "Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
    [2SLS with principal components: estimation of a nonlinear model of the Italian economy]
    ," MPRA Paper 22665, University Library of Munich, Germany, revised 1982.
  18. Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
  19. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix," MPRA Paper 22678, University Library of Munich, Germany, revised 1981.
  20. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Alternative estimates of the Klein-I model," MPRA Paper 23337, University Library of Munich, Germany, revised Sep 1981.
  21. Bianchi, Carlo & Calzolari, Giorgio, 1980. "A simulation approach to some dynamic properties of econometric models," MPRA Paper 24421, University Library of Munich, Germany.
  22. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo, 1980. "Significance of the characteristic roots of linearized econometric models," MPRA Paper 24882, University Library of Munich, Germany.
  23. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A package for analytic simulation of econometric models," MPRA Paper 24134, University Library of Munich, Germany.
  24. Bianchi, Carlo & Calzolari, Giorgio, 1979. "Simulation of a nonlinear econometric model," MPRA Paper 24440, University Library of Munich, Germany, revised 1980.
  25. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)," MPRA Paper 24137, University Library of Munich, Germany.
  26. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "Some results on the stochastic simulation of a nonlinear model of the Italian economy," MPRA Paper 22684, University Library of Munich, Germany.
  27. Bianchi, Carlo & Calzolari, Giorgio, 1979. "Condensed version of the OECD foreign trade by commodities tapes," MPRA Paper 23074, University Library of Munich, Germany, revised Oct 1979.
  28. Bianchi, Carlo & Calzolari, Giorgio, 1978. "La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana
    [The variance of forecast errors in econometric models: application to a
    ," MPRA Paper 29121, University Library of Munich, Germany.
  29. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "Stochastic simulation of econometric models: installation procedures and user's instructions," MPRA Paper 24173, University Library of Munich, Germany.
  30. Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi, 1978. "Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models," MPRA Paper 24880, University Library of Munich, Germany.
  31. Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M., 1978. "Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy," MPRA Paper 22966, University Library of Munich, Germany, revised 1978.
  32. Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic, 1978. "Stochastic simulation and dynamic properties of the new version of the Italian model," MPRA Paper 23355, University Library of Munich, Germany, revised Oct 1978.
  33. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "Stochastic simulation: a package for Monte Carlo experiments on econometric models," MPRA Paper 23073, University Library of Munich, Germany, revised Mar 1978.
  34. Bianchi, Carlo & Calzolari, Giorgio & Lischi, Pierluigi, 1978. "A manageable support for the O.E.C.D. data on foreign trade by commodities," MPRA Paper 25923, University Library of Munich, Germany.
  35. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1977. "The asymptotic distribution of impact multipliers for a non-linear structural econometric model," MPRA Paper 24537, University Library of Munich, Germany, revised 1979.
  36. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno, 1976. "Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects," MPRA Paper 28944, University Library of Munich, Germany.
  37. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Simulation properties of alternative methods of estimation: an application to a model of the Italian economy," MPRA Paper 22965, University Library of Munich, Germany, revised 1976.
  38. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "User defined functions and operators," MPRA Paper 23063, University Library of Munich, Germany, revised Sep 1976.
  39. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Utilizing a program loaded into the user program area to load another module in the same user program area," MPRA Paper 23062, University Library of Munich, Germany, revised Sep 1976.
  40. Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C., 1976. "Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
    [Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971]
    ," MPRA Paper 24423, University Library of Munich, Germany.
  41. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model," MPRA Paper 21287, University Library of Munich, Germany.
  42. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Monte Carlo methods in econometrics: a package for the stochastic simulation," MPRA Paper 24538, University Library of Munich, Germany.
  43. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1975. "DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici
    [DMS/2: a system for interactive solution and simulation of econometric models]
    ," MPRA Paper 24881, University Library of Munich, Germany.
  44. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1974. "Interactive management of time series," MPRA Paper 24539, University Library of Munich, Germany.
  45. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sartori, Franco & Specioso, Isidoro, 1974. "Aggiornamento del modello al 1974 e nuove simulazioni
    [Updating the model and new simulations for 1974]
    ," MPRA Paper 22677, University Library of Munich, Germany, revised 1975.
  46. Giuseppe Bruno, Giancarlo Marra, & Andrea Cividini & Carlo Bianchi, . "Estimation and Stochastic Simulation of Large-Scale Econometric Models with Rational Expectations," Computing in Economics and Finance 1997 113, Society for Computational Economics.

Articles

  1. Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 947-964, September.
  2. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Society for Computational Economics, vol. 30(3), pages 245-264, October.
  3. Emilio Barucci & Carlo Bianchi & Alberto Manconi, 2006. "Internal dealing regulation and insiders’ trades in the Italian financial market," European Journal of Law and Economics, Springer, vol. 22(2), pages 107-119, September.
  4. Emilio Barucci & Carlo Bianchi & Mirko Frediani, 2006. "CEO Turnover in the Italian Financial Market," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(2), pages 127-154, November.
  5. Emilio Barucci & Carlo Bianchi & Angelica Passaponti, 2005. "Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 103-136, May-June.
  6. Pietro A. Vagliasindi & Marzia Romanelli & Carlo Bianchi, 2004. "Reforming The Italian Pension System In The Xxi Century: The Issue Of Seniority Pensions Once Again," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 241-264.
  7. Carlo Bianchi & Marzia Romanelli & Pietro A. Vagliasindi, 2003. "Microsimulating the Evolution of Italian Pension Benefits: the Role of Retirement Choices and Lowest Pensions Indexing," LABOUR, CEIS, vol. 17(SpecialIs), pages 139-173, 08.
  8. Bianchi, Carlo & Cleur, Eugene M, 1996. "Indirect Estimation of Stochastic Differential Equation Models: Some Computational Experiments," Computational Economics, Society for Computational Economics, vol. 9(3), pages 257-74, August.
  9. Bianchi, Carlo & Bruno, Giuseppe & Cividini, Andrea, 1992. "Analysis of Large-Scale Econometric Models Using Supercomputer Techniques," Computer Science in Economics & Management, Society for Computational Economics, vol. 5(3), pages 271-81, August.
  10. Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987. "Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy," International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
  11. Carlo BIANCHI & Jean-Louis BRILLET & Lorenzo PANATTONI, 1987. "Uncertainty and Stability in a Macro-Econometric Model," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 347-367.
  12. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models," Journal of Econometrics, Elsevier, vol. 16(3), pages 277-294, August.
  13. Bianchi, Carlo & Calzolari, Giorgio, 1980. "The One-Period Forecast Errors in Nonlinear Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 201-08, February.
  14. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers," Economics Letters, Elsevier, vol. 2(2), pages 161-164.
  15. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "A Note on the Numerical Results by Goldberger, Nagar, and Odeh," Econometrica, Econometric Society, vol. 47(2), pages 505-06, March.
  16. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979. "On the stability of the Klein-I model," Economics Letters, Elsevier, vol. 4(1), pages 33-35.
  17. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-36, January.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-08-08. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2007-08-08. Author is listed
  3. NEP-PBE: Public Economics (1) 2007-08-08. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Carlo Bianchi should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.