Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy
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References listed on IDEAS
- Sterbenz, Frederic P & Calzolari, Giorgio, 1990. "Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 137-150, April-Jun.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jenny X. Li & Peter Winker, 2003.
"Time Series Simulation with Quasi Monte Carlo Methods,"
Springer;Society for Computational Economics, vol. 21(1_2), pages 23-43, February.
- Jenny Li & Peter Winker, 2003. "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, vol. 21(1), pages 23-43, February.
- Peter Winker & Jenny Li, 2000. "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000 151, Society for Computational Economics.
- Li, J.X. & Winker, P., 2000. "Time Series Simulation With Quasi Monte Carlo Methods," Papers 9-00-1, Pennsylvania State - Department of Economics.
- Okten, Giray & Eastman, Warren, 2004. "Randomized quasi-Monte Carlo methods in pricing securities," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2399-2426, December.
- Dobrescu, Emilian & Pauna, Bianca, 2007. "Stochastic simulations on the Romanian macroeconomic model," MPRA Paper 35723, University Library of Munich, Germany.
- Beck, Martin & Winker, Peter, 2004. "Modeling spillovers and feedback of international trade in a disequilibrium framework," Economic Modelling, Elsevier, vol. 21(3), pages 445-470, May.
More about this item
Keywordspolicy simulation; macroeconometric disequilibrium model; stochastic simulation; random number generation; quasi - Monte Carlo methods;
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