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@misc{39564,
author = {Čapek, Jan},
keywords = {global sensitivity analysis;stability mapping;mapping the fit;High dimensional model representation;Morris sampling},
language = {eng},
publisher = {CVKSČE},
title = {Sensitivity Analysis of a DSGE model},
year = {2009}
}
TY - GEN
ID - 39564
AU - Čapek, Jan
PY - 2009
TI - Sensitivity Analysis of a DSGE model
PB - CVKSČE
KW - global sensitivity analysis;stability mapping;mapping the fit;High dimensional model representation;Morris sampling
N2 - This working paper aims at thoroughly analyzing and interpreting results of Marco Ratto's Global (and Local) Sensitivity Analysis (G/LSA) on a particular dynamic stochastic general equilibrium (DSGE) model. The key behavior of the Czech economy is approximated by a Lubik and Schorfheide model, which is a small-scale structural general equilibrium model of a small open economy. The sensitivity analysis class of methods include Stability mapping analysis, Mapping the fit, Reduced form analysis with the use of High dimensional model representation, and Screening with Morris sampling.
ER -
ČAPEK, Jan. \textit{Sensitivity Analysis of a DSGE model}. CVKSČE, 2009, 48 s.
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