Nonlocal Automated Sensitivity Analysis

Kalaba, Robert E.; Tesfatsion, Leigh

Computers and Mathematics With Applications Vol. 20 (1990): 53-65.

This article presents and illustrates the applicability of the NASA program for the Nonlocal Automated Sensitivity Analysis of parameterized nonlinear systems F(x,b)=0 over parameter intervals [b0,b1]. The NASA program incorporates automated procedures for initialization, derivative evaluation, and the tracking of solution branches x(b) along user-designated paths for the parameter vector b. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

JEL Classification: C6

Published Version