Comparative Dynamics in Perfect-Foresight Models

Lex Meijdam and Marijn Verhoeven

Computational Economics, 1998, vol. 12, issue 2, 115-24

Abstract: This paper analyzes the technique of comparative dynamics (Judd, 1982) for the computation of the impact of perturbations on a steady state in a perfect-foresight model. The accuracy of this technique is demonstrated by numerical simulation experiments. Moreover, the technique is generalized to discrete-time models. Citation Copyright 1998 by Kluwer Academic Publishers.

Date: 1998
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