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Details about Carlo Luigi Bianchi

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Workplace:Dipartimento di Economia e Management (Department of Economics and Management), Università degli Studi di Pisa (University of Pisa), (more information at EDIRC)

Access statistics for papers by Carlo Luigi Bianchi.

Last updated 2011-07-27. Update your information in the RePEc Author Service.

Short-id: pbi198


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Working Papers

2007

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

2006

  1. 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 in Computational Economics (2007)

2004

  1. 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 (4)

1994

  1. 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 (3)

1991

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

1988

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

1987

  1. Forecast variance in simultaneous equation models: analytic and Monte Carlo methods
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Journal of Forecasting (1987)

1986

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

1985

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

1984

  1. 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 Downloads View citations (6)

1983

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

1982

  1. Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  2. 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 Downloads View citations (3)
  3. Uncertainty of policy recommendations for nonlinear econometric models: some empirical results
    MPRA Paper, University Library of Munich, Germany Downloads

1981

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

1980

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

1979

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

1978

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

1976

  1. 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 Downloads
  2. Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  3. Monte Carlo methods in econometrics: a package for the stochastic simulation
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects
    MPRA Paper, University Library of Munich, Germany Downloads
  6. User defined functions and operators
    MPRA Paper, University Library of Munich, Germany Downloads
  7. 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 Downloads

1975

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

1974

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

Undated

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

Journal Articles

2008

  1. Validation in agent-based models: An investigation on the CATS model
    Journal of Economic Behavior & Organization, 2008, 67, (3-4), 947-964 Downloads View citations (21)

2007

  1. Validating and Calibrating Agent-Based Models: A Case Study
    Computational Economics, 2007, 30, (3), 245-264 Downloads View citations (29)
    See also Working Paper (2006)

2006

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

2005

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

2003

  1. Microsimulating the Evolution of Italian Pension Benefits: the Role of Retirement Choices and Lowest Pensions Indexing
    LABOUR, 2003, 17, (SpecialIssue), 139-173 Downloads View citations (6)

1996

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

1992

  1. Analysis of Large-Scale Econometric Models Using Supercomputer Techniques
    Computer Science in Economics & Management, 1992, 5, (3), 271-81 View citations (2)

1987

  1. 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 Downloads View citations (4)
    See also Working Paper (1987)

1981

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

1980

  1. The One-Period Forecast Errors in Nonlinear Econometric Models
    International Economic Review, 1980, 21, (1), 201-08 Downloads View citations (23)

1979

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

1978

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