Uncertainty quantification and global sensitivity analysis for economic models

DOI10.3982/QE866MaRDI QIDQ4630627zbMATH OpenWikidataFDO

Authors Daniel Harenberg, Stefano Marelli, Bruno Sudret, Viktor Winschel

Publication date 27 March 2019

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/QE866

zbMATH Keywords

computational techniquespolynomial chaos expansionsensitivity analysisuncertainty quantification

Mathematics Subject Classification ID

Sensitivity analysis for optimization problems on manifolds (49Q12) Economic growth models (91B62)

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Cited in

(8)

• Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10--11, 2013
• Global sensitivity analysis for models described by stochastic differential equations
• Physiological insights into electrodiffusive maintenance of gastric mucus through sensitivity analysis and simulations
• scientific article; zbMATH DE number 1130695 (Why is no real title available?)
• Short communication: Sensitivity analysis of an integrated climate-economic model
• \(A\)-optimal designs for non-parametric symmetrical global sensitivity analysis
• A model of gastric mucosal pH regulation: extending sensitivity analysis using Sobol' indices to understand higher moments
• Solving stochastic climate-economy models: a deep least-squares Monte Carlo approach

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