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Simulation of a nonlinear econometric model

Bianchi, Carlo and Calzolari, Giorgio (1979): Simulation of a nonlinear econometric model. Published in: Simulation of Systems '79, ed. by L. Dekker, G. Savastano, and G. C. Vansteenkiste (1980): pp. 105-113.

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Abstract

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.

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