It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French economy, some stochastic properties which may confirm, strengthen or sometimes contradict the results obtained from the standard simulation analysis, which is purely deterministic. In particular, the model's capabllities in forecasting, in economic policy experiments, and the model's dynamic behaviour will be faced by regarding forecasts, multipliers and cbaracteristic roots as point estimates and associating with them a measure of dispersion, like a standard error
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This thesis is dedicated to the study of a particular class of non-linear Dynamic Factor Models, the...
The uncertaintf frontier as a global approach to the efficient stabilization of ...
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
This article describes the application to an operational medium-size econometric model, mini-DMS, of...
Multipliers are often used for selecting alternative policies in economic planning and forecasting. ...
Five alternative techniques have been applied to measure the degree of uncertainty associated with t...
Modelling French economy : DMS INSEE. Service des Programmes Macro-economic forecasts used during t...
Several methods have been proposed in the last few years for evaluating uncertainty in forecasts pro...
(FRE) L'objet de cet article est d'étendre la méthode du pseudo-maximum de vraisemblance simulé (PMV...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
The third part is devoted to the analysis of dynamics multipliera for three measures of economic pol...
This paper provides an answer to the question of how to improve the forecasting performance of a mac...
A Medium-Run Model of the French Economy by Antoine d''Autume and Alain Quinet This paper presents...
The authors illustrate the usefulness of the Bayesian approach in economic-policy assessment, which ...
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This thesis is dedicated to the study of a particular class of non-linear Dynamic Factor Models, the...
The uncertaintf frontier as a global approach to the efficient stabilization of ...
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
This article describes the application to an operational medium-size econometric model, mini-DMS, of...
Multipliers are often used for selecting alternative policies in economic planning and forecasting. ...
Five alternative techniques have been applied to measure the degree of uncertainty associated with t...
Modelling French economy : DMS INSEE. Service des Programmes Macro-economic forecasts used during t...
Several methods have been proposed in the last few years for evaluating uncertainty in forecasts pro...
(FRE) L'objet de cet article est d'étendre la méthode du pseudo-maximum de vraisemblance simulé (PMV...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
The third part is devoted to the analysis of dynamics multipliera for three measures of economic pol...
This paper provides an answer to the question of how to improve the forecasting performance of a mac...
A Medium-Run Model of the French Economy by Antoine d''Autume and Alain Quinet This paper presents...
The authors illustrate the usefulness of the Bayesian approach in economic-policy assessment, which ...
Some results os stochastic simulation of a small Italian macroeconometric model are presented
This thesis is dedicated to the study of a particular class of non-linear Dynamic Factor Models, the...
The uncertaintf frontier as a global approach to the efficient stabilization of ...