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.
Download (671kB) | Preview
Some results os stochastic simulation of a small Italian macroeconometric model are presented.
|Item Type:||MPRA Paper|
|Original Title:||Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects|
|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
|Depositing User:||Giorgio Calzolari|
|Date Deposited:||23. Feb 2011 20:50|
|Last Modified:||19. Feb 2013 00:28|
 E. Cleur "Spectral analysis of an aggregated model of the Italian economy" IBM Italia, Technical Report CSP 033/513-3543, 1976.
 J.P. Cooper, S. Fischer "Stochastic simulation of monerary rules in two macroeconometric models", J.A.S.A., 1973.
 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.
 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.
 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.
 E.P. Howrey "Stabilization policy in linear stochastic systems", Rev. ofd Econ. and Stat., 1967.
 L.R. Klein ""Dynamic analysis of economic systems", Int. Journ. Math. Educ. Sci. Tech., 1973.
 L.R. Klein, M.K. Evans, M. Hartley, Econometric Gaming: a Computer kit for macroeconomic analysis. Mac Millan Co, 1969.
 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.
 K. Mori "Generalized eigenvalue problem of an econometric model", mimeographed, paper delivered at the Second World Congress of the Econometric Society, Cambridge, England, 1970.
 B. Sitzia, M. Tivegna, "Un modello aggregato dell'economia Italiana", Contributi alla Ricerca Economica, Banca d'ltalia, Roma, 1975.
 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).
 H. Theil, Economic forecasts and policy, North Holland, 1970.