Propagation of data error and parametric sensitivity in computable general equilibrium models

DOI10.1007/s10614-010-9248-5zbMath1242.91004MaRDI QIDQ429534

Meredith Franklin, Margaret Loudermilk, Joshua W. Elliott, Todd S. Munson, Ian T. Foster

Publication date: 19 June 2012

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-010-9248-5

zbMATH Keywords

sensitivity; uncertainty; computable general equilibrium models

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91-08: Computational methods for problems pertaining to game theory, economics, and finance

Uses Software

• Duali
• AMPL
• PATH Solver