Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy
When dealing with nonlinear econometric models, resort is often made to simulation techniques for the investigation of their dynamic properties. A spectral analysis using stochastic and analytic simulation is carried out on a nonlinear model of the Italian economy. The two approaces are empirically compared.
|Date of creation:||1978|
|Date of revision:||1978|
|Publication status:||Published in Compstat 1978, Proceedings in Computational Statistics Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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- Bert G. Hickman, 1972. "Econometric Models of Cyclical Behavior, Volumes 1 and 2," NBER Books, National Bureau of Economic Research, Inc, number hick72-1.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-236, January.
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