Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Sitzia, Bruno (1976): Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects. Published in: IBM Italy Technical Report N.53 No. G513-3545 (1976): pp. 1-36.
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Abstract
Some results os stochastic simulation of a small Italian macroeconometric model are presented.
Item Type: | MPRA Paper |
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Original Title: | Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects |
Language: | English |
Keywords: | Italian macroeconometric model, stochastic simulation |
Subjects: | C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software |
Item ID: | 28944 |
Depositing User: | Giorgio Calzolari |
Date Deposited: | 23 Feb 2011 20:50 |
Last Modified: | 04 Oct 2019 20:00 |
References: | [1] E. Cleur "Spectral analysis of an aggregated model of the Italian economy" IBM Italia, Technical Report CSP 033/513-3543, 1976. [2] J.P. Cooper, S. Fischer "Stochastic simulation of monerary rules in two macroeconometric models", J.A.S.A., 1973. [3] P. Corsi "Eigenvalues and multipliers of alternative estimates of an aggregated model of the Italian economy", IBM Italia, Technical Report CSP 032/513-3542, 1976. [4] G.R. Green, M. Lienberg, A.A. Hirsch "Short and long run simulations with the OBE Econometric model", in Econometric Models of Cyclical Behavior, ed. by B. G. Hickman. New York: National Bureau of Economic Research, Studies in Income and Wealth No. 36, 1972. [5] E.P. Howrey "Dynamic properties of a condensed version of the Wharton model", in Econometric Models of Cyclical Behavior, ed. by B. G. Hickman. New York: National Bureau of Economic Research, Studies in Income and Wealth No. 36, 1972. [6] E.P. Howrey "Stabilization policy in linear stochastic systems", Rev. ofd Econ. and Stat., 1967. [7] L.R. Klein ""Dynamic analysis of economic systems", Int. Journ. Math. Educ. Sci. Tech., 1973. [8] L.R. Klein, M.K. Evans, M. Hartley, Econometric Gaming: a Computer kit for macroeconomic analysis. Mac Millan Co, 1969. [9] M. McCarthy "Some Notes on the Generation of Pseudo-Structural Errors for Use in Stochastic Simulation Studies", in Econometric Models of Cyclical Behavior, ed. by B. G. Hickman. New York: National Bureau of Economic Research, Studies in Income and Wealth No. 36, 1972. [10] K. Mori "Generalized eigenvalue problem of an econometric model", mimeographed, paper delivered at the Second World Congress of the Econometric Society, Cambridge, England, 1970. [11] B. Sitzia, M. Tivegna, "Un modello aggregato dell'economia Italiana", Contributi alla Ricerca Economica, Banca d'ltalia, Roma, 1975. [12] E.R. Sowey "Stochastic Simulation of Macroeconometric Models: Methodology and Interpretation", in Econometric Studies of Macro and Monetary Relations, ed. by A.A.Powell and R.A.Williams, North Holland, Amsterdam, (1973). [13] H. Theil, Economic forecasts and policy, North Holland, 1970. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/28944 |