Computational Economics

, Volume 41, Issue 4, pp 517–524

SIMUL 3.2: An Econometric Tool for Multidimensional Modelling

Article

DOI: 10.1007/s10614-011-9291-x

Cite this article as:
Buda, R. Comput Econ (2013) 41: 517. doi:10.1007/s10614-011-9291-x

Abstract

Initially developed in the context of \({\tt REGILINK}\) project, \({\tt SIMUL 3.2}\) econometric software is able to estimate and to run large-scale dynamic multi-regional, multi-sectoral models. The package includes a data bank management module, \({\tt GEBANK}\) which performs the usual data import/export functions, and transformations (especially the RAS and the aggregation one), a graphic module, \({\tt GRAPHE}\) , a cartographic module, \({\tt GEOGRA}\) for a “typical use”. For an “atypical use” the package includes \({\tt CHRONO}\) to help for the WDC (Working Days Correction) estimation and \({\tt GNOMBR}\) to replace the floating point arithmetic by a multi-precision one in a program. Although the current package includes a basic estimation’s (OLS) and solving’s (Gauss–Seidel) algorithms, it allows user to implement the equations in their reduced form \({Y_{r,b}=X_{r,b} + \varepsilon}\) and to use alternative econometric equations. \({\tt SIMUL}\) provides results and reports documentation in ASCII and \({\hbox{\LaTeX}}\) formats. The next releases of \({\tt SIMUL}\) should improve the OLS procedure according to the Wilkinson’s criteria, include Hildreth–Lu’s algorithm and comparative statics option. Later, the package should allow other models implementations (Input–Output, VAR etc.). Even if it’s probably outclassed by the major softwares in terms of design and statistic tests sets, \({\tt SIMUL}\) provides freely basic evolutive tools to estimate and run easily and safety some large scale multi-sectoral, multi-regional, econometric models.

Keywords

EconometricsEconometric softwareMulti-sectoral multi-regional modellingEconometric modelling

JEL Classification

C51C52C53C63C82C87C88

Copyright information

© Springer Science+Business Media, LLC. 2011

Authors and Affiliations

  1. 1.Université de Paris Ouest-Nanterre La DéfenseNanterre CedexFrance