Obszary stabilności rozwiązania empirycznych modeli równowagi ogólnej: zastosowanie metod analizy wrażliwości

The paper presents one application of sensitivity analysis methods for empirical general equilibrium models. Sensitivity analysis allows parameter space to be investigated to ensure model stability. The main method used is called Monte Carlo filtering, in which a random sample is generated from a prior distribution. According to the acceptability of the obtained solutions of the model, the results are classified into two sets, corresponding to the behaviour or non-behaviour of the model. A formal Kolmogorov-Smirnov test is then performed. The methods are illustrated with a standard general equilibrium model taken from the literature.