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Sensitivity of Simulation Results to Competing SAM Updates

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Author Info
M. Alejandro Cardenete
Ferran Sancho ()

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Abstract

Recently there has been a renewed research interest in the properties of non survey updates of input-output tables and social accounting matrices (SAM). Along with the venerable and well known scaling RAS method, several alternative new procedures related to entropy minimization and other metrics have been suggested, tested and used in the literature. Whether these procedures will eventually substitute or merely complement the RAS approach is still an open question without a definite answer. The performance of many of the updating procedures has been tested using some kind of proximity or closeness measure to a reference input-output table or SAM. The first goal of this paper, in contrast, is the proposal of checking the operational performance of updating mechanisms by way of comparing the simulation results that ensue from adopting alternative databases for calibration of a reference applied general equilibrium model. The second goal is to introduce a new updatin! g procedure based on information retrieval principles. This new procedure is then compared as far as performance is concerned to two well-known updating approaches: RAS and cross-entropy. The rationale for the suggested cross validation is that the driving force for having more up to date databases is to be able to conduct more current, and hopefully more credible, policy analyses.

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Paper provided by Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) in its series UFAE and IAE Working Papers with number 556.02.

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Length: 32
Date of creation: 15 Dec 2002
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Handle: RePEc:aub:autbar:556.02

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Related research
Keywords: Social Accounting Matrices; Model Evaluation; Applied General Equilibrium; Non-survey Updating Techniques;

Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
C67 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Input-Output Models
C68 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computable General Equilibrium Models

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Kehoe, Timothy J. & Whalley, John, 1985. "Uniqueness of equilibrium in large-scale numerical general equilibrium models," Journal of Public Economics, Elsevier, vol. 28(2), pages 247-254, November. [Downloadable!] (restricted)
  2. McDougall, Robert, 1999. "Entropy Theory and RAS are Friends," GTAP Working Papers 300, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University. [Downloadable!]
  3. Golan, Amos & Judge, George & Robinson, Sherman, 1994. "Recovering Information from Incomplete or Partial Multisectoral Economic Data," The Review of Economics and Statistics, MIT Press, vol. 76(3), pages 541-49, August. [Downloadable!] (restricted)
  4. Sherman Robinson, Andrea Cattaneo, Moataz El-Said, 2001. "Updating and Estimating a Social Accounting Matrix Using Cross Entropy Methods," Economic Systems Research, Taylor and Francis Journals, vol. 13(1), pages 47-64, March. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. M. Carmen Lima Díaz & M. Alejandro Cardenete Flores, 2004. "Multiplier decomposition within Regional SAMs: the case of Andalusia," ERSA conference papers ersa04p144, European Regional Science Association. [Downloadable!]
  2. M. Carmen Lima Díaz & Manuel Alejandro Cardenete Flores & José Vallés Ferrer, 2003. "Structural Path Analysis: Applications to Structural Changes in the Andalusian economy (1990-1999)," ERSA conference papers ersa03p109, European Regional Science Association. [Downloadable!]
  3. M. Carmen Lima Díaz & M. Alejandro Cardenete Flores, 2007. "A price model to assess the inflationary effects of the European Regional Policy," Working Papers 07.15, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
  4. M. Carmen Lima & M. Alejandro Cardenete & José Vallés, 2003. "Un análisis estructural de la economía andaluza a través de matrices de contabilidad social: 1990-19991," Economic Working Papers at Centro de Estudios Andaluces E2003/20, Centro de Estudios Andaluces. [Downloadable!]
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