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.
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