The purposes of this tutorial are to present some fundamental properties of econometric model structures relevant to effective understanding of simulation procedures, and to describe the use of simulation software for analysis and forecasting.
The fundamental concepts of model specification are developed formally to provide a logical foundation for model construction and simulation procedures. The concepts of integrated and causal structures, reduced and final forms are examined and related to issues of: empirical identification and statistical estimation; interpretation; and computation. Procedures for decomposition of causal systems into ordered subsets of equations are outlined. The formal analysis is supplemented with specific examples.
The dynamic simulation capabilities of several available simulation software systems are described in general terms and specific procedures for loading and simulating econometric models with the California Economic Forecasting Project/Interactive Model Simulator (CEFP/IMS) system are given. Procedures for generation of' dynamic multipliers, incorporation of judgment in forecasting and forecast error analyses are discussed. The session is concluded with an on-line demonstration of the CEFP/IMS.
本教程的目的是介绍与有效理解模拟程序有关的计量经济学模型结构的一些基本属性,并描述使用模拟软件进行分析和预测的过程。 P>
正式制定了模型规范的基本概念,为模型构建和仿真过程提供了逻辑基础。研究了综合和因果结构,简化形式和最终形式的概念,这些概念与以下问题相关:经验识别和统计估计;解释;和计算。概述了将因果系统分解为方程的有序子集的过程。形式分析辅以具体示例。 P>
以通用术语描述了几种可用的仿真软件系统的动态仿真功能,并给出了使用加利福尼亚经济预测项目/交互模型仿真器(CEFP / IMS)系统加载和仿真计量经济模型的特定过程。讨论了生成动态乘数,将判断纳入预测和预测误差分析的过程。会议以CEFP / IMS的在线演示结束。 P>
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