Sensitivity Analysis in Continuous Time Econometric Models

The effects of slight changes in the parameters on the characteristic roots of a model (sensitivity analysis) has great potential in econometrics.The author, after suggesting a criterion for giving empirical contents to the notion of "slight", shows how the application of sensitivity analysis to a continuous time econometric model of the Italian economy gives important insoghts into the effects of a possible complete liberalization of capital movements

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Year of publication:	2011
Authors:	Gandolfo, Giancarlo
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Sensitivitätsanalyse \| Sensitivity analysis \| Makroökonometrie \| Macroeconometrics \| Ökonometrie \| Econometrics \| Ökonometrisches Modell \| Econometric model \| Schätztheorie \| Estimation theory
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Computers and Mathematics with Applications, Vol. 24, No. 8/9, pp. 43 -55, Oct./Nov. 1992 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April, 29 2011 erstellt Volltext nicht verfügbar
Classification:	C39 - Econometric Methods: Multiple/Simultaneous Equation Models. Other ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C59 - Econometric Modeling. Other
Source:	ECONIS - Online Catalogue of the ZBW

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