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An Empirical Test of Harrod’s Model

In: Nonlinearities in Economics

Author

Listed:
  • Giuseppe Orlando

    (University of Bari, Department of Economics and Finance
    University of Bari, Department Mathematics
    University of Camerino, School of Sciences and Technology)

  • Fabio Della Rossa

    (University of Naples “Federico II”, Department of Electrical Engineering and Information Technology
    Information and Bioengineering, Politecnico di Milano)

Abstract

After having illustrated in Chap. 13 the Harrod’s model and a chaotic specification of it, in this Chapter we are going to prove that (1) real data could be obtained by a suitable calibration of model’s parameters, (2) the calibrated model confirms theoretical predictions (Orlando and Della Rossa, Mathematics 7(6):524, 2019).

Suggested Citation

  • Giuseppe Orlando & Fabio Della Rossa, 2021. "An Empirical Test of Harrod’s Model," Dynamic Modeling and Econometrics in Economics and Finance, in: Giuseppe Orlando & Alexander N. Pisarchik & Ruedi Stoop (ed.), Nonlinearities in Economics, chapter 0, pages 283-294, Springer.
    • Handle: RePEc:spr:dymchp:978-3-030-70982-2_18
    DOI: 10.1007/978-3-030-70982-2_18
    as

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