Nonlocal Automated Comparative Static Analysis
Journal or Book Title
Computer Science in Economics and Management
First Page or Article ID Number
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.
Tesfatsion, Leigh, "Nonlocal Automated Comparative Static Analysis" (1992). Economics Publications. 436.