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Nonlocal Automated Comparative Static Analysis

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  • Tesfatsion, Leigh

Abstract

This paper reviews work on the development of a program "Nasa" for the automated comparative static analysis of parameterized nonlinear systems over parameter intervals. "Nasa" incorporates a fast and efficient algorithm "Feed" for the automatic evaluation of higher-order partial derivatives, as well as an adaptive homotopy continuation algorithm for obtaining all required initial conditions. Applications are envisioned for fields such as economics where models tend to be complex and closed-form solutions are difficult to obtain. Citation Copyright 1992 by Kluwer Academic Publishers.

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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computer Science in Economics & Management.

Volume (Year): 5 (1992)
Issue (Month): 4 (November)
Pages: 313-31

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Handle: RePEc:kap:csecmg:v:5:y:1992:i:4:p:313-31

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Web page: http://comp-econ.org/
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Cited by:
  1. Max E. Jerrell, 1999. "Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation," Computing in Economics and Finance 1999 1321, Society for Computational Economics.

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