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
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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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22966
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