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On Comparative-Static Analysis in Numerical Nonlinear Economic Models

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Author Info
Arnott, Richard
Rowse, John

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Abstract

Many economic models can be formulated as a system of nonlinear equations and solved numerically using a black-box equation solver found in software packages such as EUREKA or MATHEMATICA. Unfortunately, black-box solvers can fail for several reasons and the messages displayed upon termination may not be very informative. In this paper we discuss a Jacobian-based solution method we devised for comparative static analysis of a model of parking in order to cope with computational difficulties encountered with black-box solvers. Our method worked well and should apply to a variety of computational economic (and non-economic) models. Citation Copyright 1995 by Kluwer Academic Publishers.

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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 8 (1995)
Issue (Month): 2 (May)
Pages: 95-105
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Handle: RePEc:kap:compec:v:8:y:1995:i:2:p:95-105

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  1. Richard Arnott & John Rowse, 1997. "Modeling Parking," Boston College Working Papers in Economics 350., Boston College Department of Economics. [Downloadable!]
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