Simulation of a nonlinear econometric model
Carlo Bianchi () and
MPRA Paper from University Library of Munich, Germany
This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric model of the Italian economy. The proposed techniques extend to nonlinear models methods that are available, in the literature, for linear econometric models. The results can be profitably used either to validate the model or to evaluate the reliability of economic policy experiments.
Keywords: Macroeconometric model; analytic simulation; model validation; economic policy experiments (search for similar items in EconPapers)
JEL-codes: C53 C63 (search for similar items in EconPapers)
Date: 1979, Revised 1980
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Published in Simulation of Systems '79, ed. by L. Dekker, G. Savastano, and G. C. Vansteenkiste (1980): pp. 105-113
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:24440
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