Stochastic Simulations using the ESRI Short-Run Model (in Japanese)

Masahiro Hori, Makoto Yamane and Toshiyuki Tanabe

Economic Analysis, 2003, vol. 171, 69-83

Abstract: This paper reports the result of some stochastic simulations using a tentatively modified version of the ESRI Short-Run Macroeconometric Model of Japanese Economy, which was released in 2001. Repeatedly calculated multipliers indicate that the multipliers of an econometric model should be interpreted with confidence intervals.

Date: 2003
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.esri.go.jp/jp/archive/bun/bun171/bun171e.pdf (application/pdf)

Related works:
Working Paper: Stochastic Simulations using the ESRI Short-Run Model(in Japanese) (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:esj:esriea:171d

Access Statistics for this article

More articles in Economic Analysis from Economic and Social Research Institute (ESRI) Contact information at EDIRC.
Bibliographic data for series maintained by HORI nobuko ( this e-mail address is bad, please contact ).