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Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models

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  • Naylor, Thomas H
  • Wertz, Kenneth
  • Wonnacott, Thomas H

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  • Naylor, Thomas H & Wertz, Kenneth & Wonnacott, Thomas H, 1969. "Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models," Econometrica, Econometric Society, vol. 37(2), pages 333-352, April.
  • Handle: RePEc:ecm:emetrp:v:37:y:1969:i:2:p:333-52
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    Cited by:

    1. Laurence A. Toenjes, 1974. "Industrial Concentration and Market Price Variance," The American Economist, Sage Publications, vol. 18(1), pages 156-164, March.
    2. Jacques Fontanel, 1982. "Le rôle des dépenses militaires dans l'économie de l'Egypte," Post-Print hal-03042649, HAL.
    3. Lahti, Ari & Virén, Matti, 1989. "The Finnish rational expectations QMED model : estimation, dynamic properties and policy results," Research Discussion Papers 23/1989, Bank of Finland.
    4. Jacques Fontanel, 1982. "Le rôle des dépenses militaires dans l'économie d'Israël," Post-Print hal-03042623, HAL.
    5. Lahti, Ari & Virén, Matti, 1989. "The Finnish rational expectations QMED model: estimation, dynamic properties and policy results," Bank of Finland Research Discussion Papers 23/1989, Bank of Finland.
    6. Renne, J-P., 2009. "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers 261, Banque de France.
    7. Duket, Steven D. & Pritsker, A.Alan B., 1978. "Examination of simulation output using spectral methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 20(1), pages 53-60.
    8. Jacques Fontanel, 1982. "Le rôle des dépenses militaires dans l'économie de l'Union Soviétique," Post-Print hal-02997064, HAL.
    9. repec:zbw:bofrdp:1989_023 is not listed on IDEAS
    10. Edgar E. Twine & James Rude & Jim Unterschultz, 2016. "Canadian Cattle Cycles and Market Shocks," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(1), pages 119-146, March.

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