Economics at your fingertips  

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Published in Compstat 1978, Proceedings in Computational Statistics Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354

Downloads: (external link) original version (application/pdf)

Related works:
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:

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().

Page updated 2020-07-01
Handle: RePEc:pra:mprapa:22966