可计算的定性比较静态技术

Computable Qualitative Comparative Static Techniques

Econometrica · 1983
被引 46
人大 A+FT50ABS 4*

中文导读

研究仅利用模型偏导数符号求解比较静态问题的可计算技术,包括提取明确符号乘数、定性聚合降维、分支定界算法及符号行列式检验,并应用于一个20方程实际模型。

Abstract

This article is devoted to computable techniques for solving comparative static problems when only the sign of the partial derivatives of the model is considered. We first show how to extract unambiguously signed multipliers, or more generally qualitatively linked multipliers. This information then helps to reduce the size of the original system by means of a qualitative aggregation principle which we establish. As to the computation of solutions, a branch-and-bound algorithm is presented which considerably increases the efficiency of the Samuelson-Lancaster elimination principle. Finally we derive an efficient algorithm to check for signed determinants. The techniques are then applied to the analysis of an actual 20 equation model.

定性比较静态符号乘数定性聚合分支定界算法