Munich Personal RePEc Archive

The asymptotic distribution of impact multipliers for a non-linear structural econometric model,

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1977): The asymptotic distribution of impact multipliers for a non-linear structural econometric model,. Published in: Seminari di Econometria e di Matematica Applicata. Universita' degli Studi di Modena: Istituto Statistico-Matematico, Facolta' di Economia e Commercio, (1979): pp. 1-24.

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Abstract

The problem of deriving asymptotic statistical properties of impact multipliers from a consistent estimate of a structural non-linear econometric model is discussed. The theoretical aspects, which generalize the results derived by Goldberger, Nagar and Odeh for linear models, are analyzed in detail, as well as the numerical (computational) aspects. Numerical results are finally displayed for an econometric model well known in the literature.

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