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Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences

Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences

by Guo Chen and William A. Barnett
Paperback
Publication Date: 30/09/2015

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Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences provides an overview of the classes of macroeconometric models for which bifurcation experiments have so far been run, and emphasizes the implications for lack of robustness of conventional dynamical inferences from macroeconometric policy simulations. By making this detailed survey of past bifurcation experiments available, the authors hepe to encourage and facilitate further research on this problem with other models, and to emphasize the need for simulations at various points within the confidence regions of macroeconometric models rather than at only point estimates.
ISBN:
9781680830460
9781680830460
Category:
Econometrics
Format:
Paperback
Publication Date:
30-09-2015
Publisher:
now publishers Inc
Country of origin:
United States
Pages:
160
Dimensions (mm):
234x156x9mm
Weight:
0.23kg

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