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

DOI10.1007/s10614-010-9248-5zbMath1242.91004OpenAlexW2156401430MaRDI QIDQ429534

Margaret Loudermilk, Meredith Franklin, 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

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)

Uses Software

• Duali
• AMPL
• PATH Solver

Cites Work

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

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