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Checking for Saddlepoint Stability: An Easy Test

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  • Boucekkine, Raouf
  • Le Van, Cuong

Abstract

In this paper we present a theoretically founded procedure in order to check for saddlepoint stability of rational expectations models. The proposed device uses some specific perturbed finite time approximations of the models and allows for an explicit theoretical foundation. Numerical evidence are presented to study the feasibility of the procedure regarding to the scales and the spectra of the models. In particular, it is shown how to apply it on nonlinear models in connection with relaxation resolution algorithms. Actually, this paper gives theoretical basis to the heuristic sensitivity tests traditionally conducted for saddlepoint stability assessment. Citation Copyright 1996 by Kluwer Academic Publishers.

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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 9 (1996)
Issue (Month): 4 (November)
Pages: 317-30

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Handle: RePEc:kap:compec:v:9:y:1996:i:4:p:317-30

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Cited by:
  1. de la Croix, David & Docquier, Frederic & Liegeois, Philippe, 2007. "Income growth in the 21st century: Forecasts with an overlapping generations model," International Journal of Forecasting, Elsevier, vol. 23(4), pages 621-635.
  2. BOUZAHZAH, Mohamed & DE LA CROIX, David & DOCQUIER, Frédéric, . "Policy reforms and growth in computable OLG economies," CORE Discussion Papers RP -1669, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Raouf Boucekkine & Cuong Le Van & Katheline Schubert, . "How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model," Computing in Economics and Finance 1996 _035, Society for Computational Economics.

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