Local robustness analysis: theory and application

DOI10.1016/J.JEDC.2005.06.001zbMATH Open1198.91047OpenAlexW2085713350MaRDI QIDQ956483FDOQ956483

Authors: William A. Brock, Steven N. Durlauf 

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.06.001

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zbMATH Keywords

robustnessmodel uncertaintyoptimal policydesign limits

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Sensitivity (robustness) (93B35) Sensitivity, stability, well-posedness (49K40) Other game-theoretic models (91A40)

Cites Work

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Cited In (5)

• Design limits and dynamic policy analysis
• Locally robust implementation and its limits
• Model uncertainty and policy evaluation: some theory and empirics
• Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
• Wald's mighty maximin: a tutorial

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