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

DOI10.1007/S10614-010-9248-5zbMATHOpenAlexMaRDI QIDQ429534FDO

Authors Meredith Franklin, Margaret Loudermilk, J. W. Elliott, Ian Foster, Todd S. Munson

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

sensitivityuncertaintycomputable general equilibrium models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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• Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
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Cites work

• A Modeling Language for Mathematical Programming
• Interfaces to PATH 3.0: Design, implementation and usage
• Stochastic control for economic models: past, present and the paths ahead
• Uncertainty, political preferences, and stabilization: stochastic control using dynamic CGE models

Cited in

(1)

• Introducing imperfect competition in CGE models: Technical aspects and implications

Describes a project that uses

Uses Software

• Duali
• AMPL
• PATH Solver

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