Details about Carlo Luigi Bianchi

This author is deceased (2020-08-04).

Access statistics for papers by Carlo Luigi Bianchi.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pbi198

Working Papers

2007

1. Rules versus discretion in fiscal policy
   Economics Department Working Papers, Department of Economics, Parma University (Italy) View citations (2)

2006

2. Validating and Calibrating Agent-based Models: a Case Study
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (4)
   See also Journal Article Validating and Calibrating Agent-Based Models: A Case Study, Computational Economics, Springer (2007) View citations (48) (2007)

2004

3. On the potential pitfalls in estimating convergence by means of pooled and panel data
   Economics Department Working Papers, Department of Economics, Parma University (Italy) View citations (3)

1994

4. Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison
   Working Papers, Banca Italia - Servizio di Studi View citations (4)

1991

5. Simulation of interest rate options using ARCH
   MPRA Paper, University Library of Munich, Germany View citations (4)

1988

6. A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions
   MPRA Paper, University Library of Munich, Germany

1987

7. Forecast variance in simultaneous equation models: analytic and Monte Carlo methods
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy, International Journal of Forecasting, Elsevier (1987) View citations (4) (1987)

1986

8. Forecasts and constraints on policy actions: the reliability of alternative instruments
   MPRA Paper, University Library of Munich, Germany
9. Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
   MPRA Paper, University Library of Munich, Germany View citations (1)

1985

10. Asymptotic properties of dynamic multipliers in nonlinear econometric models
    MPRA Paper, University Library of Munich, Germany View citations (3)
11. Effectiveness versus reliability of policy actions under government budget constraint: the case of France
    MPRA Paper, University Library of Munich, Germany View citations (1)

1984

12. 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 mini-DMS model)
    MPRA Paper, University Library of Munich, Germany View citations (6)

1983

13. Analysis and measurement of the uncertainty in Mini-Dms model for the French economy
    MPRA Paper, University Library of Munich, Germany
14. Confidence intervals of forecasts from nonlinear econometric models
    MPRA Paper, University Library of Munich, Germany
15. Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results
    MPRA Paper, University Library of Munich, Germany View citations (4)

1982

16. Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    MPRA Paper, University Library of Munich, Germany View citations (11)
17. 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, University Library of Munich, Germany View citations (4)
18. Uncertainty of policy recommendations for nonlinear econometric models: some empirical results
    MPRA Paper, University Library of Munich, Germany

1981

19. Alternative estimates of the Klein-I model
    MPRA Paper, University Library of Munich, Germany
20. Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix
    MPRA Paper, University Library of Munich, Germany View citations (4)

1980

21. A simulation approach to some dynamic properties of econometric models
    MPRA Paper, University Library of Munich, Germany View citations (1)
22. Significance of the characteristic roots of linearized econometric models
    MPRA Paper, University Library of Munich, Germany
23. Simulation of a nonlinear econometric model
    MPRA Paper, University Library of Munich, Germany View citations (2)

1979

24. A package for analytic simulation of econometric models
    MPRA Paper, University Library of Munich, Germany
25. Condensed version of the OECD foreign trade by commodities tapes
    MPRA Paper, University Library of Munich, Germany
26. 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, University Library of Munich, Germany
27. Some results on the stochastic simulation of a nonlinear model of the Italian economy
    MPRA Paper, University Library of Munich, Germany View citations (1)
28. The asymptotic distribution of impact multipliers for a non-linear structural econometric model
    MPRA Paper, University Library of Munich, Germany

1978

29. A manageable support for the O.E.C.D. data on foreign trade by commodities
    MPRA Paper, University Library of Munich, Germany View citations (1)
30. 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 nonlinear model of the Italian economy)
    MPRA Paper, University Library of Munich, Germany
31. Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy
    MPRA Paper, University Library of Munich, Germany View citations (3)
32. Stochastic simulation and dynamic properties of the new version of the Italian model
    MPRA Paper, University Library of Munich, Germany
33. Stochastic simulation of econometric models: installation procedures and user's instructions
    MPRA Paper, University Library of Munich, Germany View citations (2)
34. Stochastic simulation: a package for Monte Carlo experiments on econometric models
    MPRA Paper, University Library of Munich, Germany
35. Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models
    MPRA Paper, University Library of Munich, Germany

1976

36. 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, University Library of Munich, Germany
37. Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model
    MPRA Paper, University Library of Munich, Germany View citations (15)
38. Monte Carlo methods in econometrics: a package for the stochastic simulation
    MPRA Paper, University Library of Munich, Germany
39. Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    MPRA Paper, University Library of Munich, Germany
40. Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects
    MPRA Paper, University Library of Munich, Germany
41. User defined functions and operators
    MPRA Paper, University Library of Munich, Germany
42. Utilizing a program loaded into the user program area to load another module in the same user program area
    MPRA Paper, University Library of Munich, Germany

1975

43. Aggiornamento del modello al 1974 e nuove simulazioni
    (Updating the model and new simulations for 1974)
    MPRA Paper, University Library of Munich, Germany View citations (1)
44. 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, University Library of Munich, Germany

1974

45. Interactive management of time series
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (1974) View citations (2)

Undated

46. Estimation and Stochastic Simulation of Large-Scale Econometric Models with Rational Expectations
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2011

1. New insights on the size distribution of Italian firms by geographical area
   Giornale degli Economisti, 2011, 70, (2), 59-91

2008

2. Validation in agent-based models: An investigation on the CATS model
   Journal of Economic Behavior & Organization, 2008, 67, (3-4), 947-964 View citations (26)

2007

3. Profit Taxation, Economic Growth and Business Fluctuations
   Economia politica, 2007, (3), 427-450
4. Validating and Calibrating Agent-Based Models: A Case Study
   Computational Economics, 2007, 30, (3), 245-264 View citations (48)
   See also Working Paper Validating and Calibrating Agent-based Models: a Case Study, Computing in Economics and Finance 2006 (2006) View citations (4) (2006)

2006

5. CEO Turnover in the Italian Financial Market
   Giornale degli Economisti, 2006, 65, (2), 127-154 View citations (1)
6. Internal dealing regulation and insiders’ trades in the Italian financial market
   European Journal of Law and Economics, 2006, 22, (2), 107-119 View citations (1)

2005

7. Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano
   Rivista di Politica Economica, 2005, 95, (3), 103-136

2003

8. Microsimulating the Evolution of Italian Pension Benefits: the Role of Retirement Choices and Lowest Pensions Indexing
   LABOUR, 2003, 17, (s1), 139-173 View citations (4)

1996

9. Indirect Estimation of Stochastic Differential Equation Models: Some Computational Experiments
   Computational Economics, 1996, 9, (3), 257-74 View citations (8)

1992

10. Analysis of Large-Scale Econometric Models Using Supercomputer Techniques
    Computer Science in Economics & Management, 1992, 5, (3), 271-81

1987

11. Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy
    International Journal of Forecasting, 1987, 3, (2), 211-227 View citations (4)
    See also Working Paper Forecast variance in simultaneous equation models: analytic and Monte Carlo methods, MPRA Paper (1987) (1987)
12. Uncertainty and Stability in a Macro-Econometric Model
    Annals of Economics and Statistics, 1987, (6-7), 347-367

1981

13. Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
    Journal of Econometrics, 1981, 16, (3), 277-294 View citations (12)

1980

14. The One-Period Forecast Errors in Nonlinear Econometric Models
    International Economic Review, 1980, 21, (1), 201-08 View citations (26)

1979

15. A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers
    Economics Letters, 1979, 2, (2), 161-164 View citations (3)
16. A Note on the Numerical Results by Goldberger, Nagar, and Odeh
    Econometrica, 1979, 47, (2), 505-06 View citations (10)
17. On the stability of the Klein-I model
    Economics Letters, 1979, 4, (1), 33-35 View citations (1)

1978

18. A Program for Stochastic Simulation of Econometric Models
    Econometrica, 1978, 46, (1), 235-36 View citations (21)

Chapters

2005

1. Policy Analysis Using a Microsimulation Model of the Italian Households
   Springer
2. Validating a Dynamic Microsimulation Model of the Italian Households
   Springer

2004

3. EARLY RETIREMENT FROM THE LABOUR MARKET: POLICY EXPERIMENTS IN THE ITALIAN CASE
   Chapter 9 in Industry And Labor Dynamics The Agent-Based Computational Economics Approach, 2004, pp 164-196 View citations (1)