Bianchi, Carlo and Calzolari, Giorgio (1980): A simulation approach to some dynamic properties of econometric models. Published in: Mathematical Programming and its Economic Application, ed. by G. Castellani, and P. Mazzoleni No. Milano: Franco Angeli Editore (1981): pp. 607621.

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Abstract
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, when analyzing dynamic properties of econometric models.
Item Type:  MPRA Paper 

Original Title:  A simulation approach to some dynamic properties of econometric models 
Language:  English 
Keywords:  Multipliers; econometric models; asymptotic standard errors; simulation 
Subjects:  C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63  Computational Techniques ; Simulation Modeling C  Mathematical and Quantitative Methods > C8  Data Collection and Data Estimation Methodology ; Computer Programs > C87  Econometric Software 
Item ID:  24421 
Depositing User:  Giorgio Calzolari 
Date Deposited:  16. Aug 2010 11:51 
Last Modified:  04. Jan 2016 02:01 
References:  C. Bianchi, G. Calzolari, P. Corsi, "A Program for Stochastic Simulation of Econometric Models", Econometrica, nr. 46, pp. 235236, 1978. C. Bianchi. G. Calzolari. P. Corsi, "A Note on the Numerical Results by Goldberger. Nagar and Odeh", Econometrica, nr. 47, pp. 505506, 1979. S.N. Brissimis. L. Gill, "On the Asymptotic Distribution of Impact and Interim Multipliers", Econometrica, nr. 46, pp. 463469, 1978. P.J. Dhrymes, Econometrics: Statistical Foundations and Applications, Harper & Row. N.Y., 1970. M.K. Evans, Macroeconomic Activity, Harper & Row, N.Y., 1969. M.K. Evans, L.R. Klein, "The Warton Econometric Forecasting Model", Economics Research Unit, University of Pennsylvania, 1968. L. Gill, S.N. Br1ssimis, "Polynomial Operators and the Asymptotic Distribution of Dynamic Multipliers", Journal of Econometrics, nr. 7, pp. 373384, 1978. A.S; Goldberger, Econometric Theory, John Wiley, New York, 1964. A.S. Goldberger, A.L. Nagar, H.S. Odeh, "The Covariance Matrices of ReducedForm Coefficients and of Forecasts for a Structural Econometric Model", Econometrica, nr. 29, pp. 556573, 1961. L.R. Klein, A Textbook of Econometrics, Prentice Hall, Englewood Cliffs, 1974. P. Schmidt, "The Asymptotic Distribution of Dynamic Multipliers", Econometrica, nr. 41, p. 161164, 1973. P. Schmidt, "The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model", Econometrica, nr. 42, pp. 303309, 1974. 
URI:  https://mpra.ub.unimuenchen.de/id/eprint/24421 