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Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy

Carlo Bianchi (), Giorgio Calzolari and Eugene M. Cleur

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: Stochastic simulation; nonlinear econometric models; analytic simulation; spectral analysis; Monte Carlo methods (search for similar items in EconPapers)
JEL-codes: C32 C53 (search for similar items in EconPapers)
Date: 1978, Revised 1978
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Published in Compstat 1978, Proceedings in Computational Statistics Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354

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