Title

Nonlocal Automated Comparative Static Analysis

Campus Units

Economics, Mathematics

Document Type

Article

Publication Version

Submitted Manuscript

Publication Date

1992

Journal or Book Title

Computer Science in Economics and Management

Volume

5

Issue

4

First Page or Article ID Number

313

Last Page

331

DOI

10.1007/BF00436585

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.

Comments

This is a working paper of an article from Computer Science in Economics and Management 5 (1992): 313, doi:10.1007/BF00436585.