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Assessing Global Computable General Equilibrium Model Validity Using Agricultural Price Volatility

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Author Info
Ernesto Valenzuela
Thomas W. Hertel
Roman Keeney
Jeffrey J. Reimer

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Abstract

Computable General Equilibrium (CGE) models are commonly used for global agricultural market analysis. Concerns are sometimes raised, however, about the quality of their output since key parameters may not be econometrically estimated and little emphasis is generally given to model assessment. This article addresses the latter issue by developing an approach to validating CGE models based on the ability to reproduce observed price volatility in agricultural markets. We show how patterns in the deviations between model predictions and validation criteria can be used to identify the weak points of a model and guide development of improved specifications with firmer empirical foundations. Copyright 2007 American Agricultural Economics Association.

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Publisher Info
Article provided by American Agricultural Economics Association in its journal American Journal of Agricultural Economics.

Volume (Year): 89 (2007)
Issue (Month): 2 (05)
Pages: 383-397
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Handle: RePEc:bla:ajagec:v:89:y:2007:i:2:p:383-397

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This page was last updated on 2009-12-24.


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