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

100%
Wróbel-Rotter R.
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
|
2011
|
issue 873
121-135
EN
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.
2

ECONOMIC-MATHEMATICAL NATURE OF THE HGN MODEL CONCEPT AS A TOOL FOR MEASURING PERFORMANCE OF ENTERPRISES

75%
Hyránek E., Grell M., Nagy L., Ďurinová I.
Ekonomický časopis (Journal of Economics)
|
2018
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vol. 66
|
issue 3
309 – 325
EN
The article talks about the newly-conceived HGN model based on ratio indicators. The main characteristic of the model is a synthetic indicator based on “refining” chosen financial efficiency indicators by separating out impacts measured by using chosen efficiency decreasing indicators. We identify and present a way to determine the minimum limits of the synthetic indicator characterizing the performance of a non-financial enterprise. We apply both the classical and tolerance approach to sensitivity analysis in a linear optimization model. We demonstrate the performance measurement possibilities provided by the gradual improvement of the HGN model by designing two versions of the model.
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