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Stochastic Simulations using the ESRI Short-Run Model (in Japanese)

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  • Masahiro Hori
  • Makoto Yamane
  • Toshiyuki Tanabe

Abstract

This paper reports the result of some stochastic simulations using a tentatively modified version of the ESRI Short-Run Macroeconometric Model of Japanese Economy, which was released in 2001. Repeatedly calculated multipliers indicate that the multipliers of an econometric model should be interpreted with confidence intervals.

Suggested Citation

  • Masahiro Hori & Makoto Yamane & Toshiyuki Tanabe, 2003. "Stochastic Simulations using the ESRI Short-Run Model (in Japanese)," Economic Analysis, Economic and Social Research Institute (ESRI), vol. 171, pages 69-83, December.
    • Handle: RePEc:esj:esriea:171d
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    File URL: http://www.esri.go.jp/jp/archive/bun/bun171/bun171e.pdf
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