Robustness and Local Linearisation in Economic Models

C-Tier
Journal: Journal of Economic Surveys
Year: 1999
Volume: 13
Issue: 5
Pages: 529-550

Authors (2)

Donald George (not in RePEc) Les Oxley (University of Waikato)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper discusses the importance of nonlinear dynamics from a theoretical and an empirical point of view. It stresses the need for global as opposed to local analysis and develops the important concept of robustness. Using this concept, the paper argues that much modern macroeconomics can be dismissed on methodological grounds alone. The paper also deals with the empirics of hyperinflation and with the detection of chaos in financial markets.

Technical Details

RePEc Handle
repec:bla:jecsur:v:13:y:1999:i:5:p:529-550
Journal Field
General
Author Count
2
Added to Database
2026-01-26