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Comparative dynamics in perfect-foresight models

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  • Meijdam, A.C.
  • Verhoeven, M.J.M.

    (Tilburg University, Center for Economic Research)

Abstract

This paper analyzes the technique of comparative dynamics (Judd, 1982) for the computation of the impact of perturbations on a steady state in a perfect-foresight model. The accuracy of this technique is demonstrated by numerical simulation experiments. Moreover, the technique is generalized to discrete-time models. Citation Copyright 1998 by Kluwer Academic Publishers.

(This abstract was borrowed from another version of this item.)

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1994-73.

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Date of creation: 1994
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Handle: RePEc:dgr:kubcen:199473

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Web page: http://center.uvt.nl

Related research

Keywords: Forecasting Techniques; Dynamic Models;

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Cited by:
  1. Meijdam, Lex & Verbon, Harrie A A, 1997. "Aging and Public Pensions in an Overlapping-Generations Model," Oxford Economic Papers, Oxford University Press, vol. 49(1), pages 29-42, January.
  2. Meijdam, Lex & Verbon, Harrie A A, 1996. "Aging and Political Decision Making on Public Pensions," Journal of Population Economics, Springer, vol. 9(2), pages 141-58, May.
  3. Yvonne Adema & Lex Meijdam & Harrie A. A Verbon, 2005. "The International Spillover Effects of Pension Reform," CESifo Working Paper Series 1540, CESifo Group Munich.
  4. Xiaoyong Cui & Liutang Gong & Xiaojun Zhao & Heng-fu Zou, 2012. "The Z-Transform Method for Multidimensional Dynamic Economic Systems," CEMA Working Papers 532, China Economics and Management Academy, Central University of Finance and Economics.

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