Article

Computational Economics

, Volume 41, Issue 4, pp 517-524

SIMUL 3.2: An Econometric Tool for Multidimensional Modelling

  • Rodolphe BudaAffiliated withUniversité de Paris Ouest-Nanterre La Défense Email author 

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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

Econometrics Econometric software Multi-sectoral multi-regional modelling Econometric modelling

JEL Classification

C51 C52 C53 C63 C82 C87 C88