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Assessing Global CGE Model Validity Using Agricultural Price Volatility

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Author Info
Valenzuela, Ernesto
Hertel, Thomas
Keeney, Roman
Reimer, Jeff

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Abstract

Computable General Equilibrium (CGE) models are commonly used for global agricultural market analysis. However, concerns are sometimes raised 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.

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File URL: http://www.gtap.agecon.purdue.edu/resources/res_display.asp?RecordID=1875
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Publisher Info
Paper provided by Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University in its series GTAP Working Papers with number 1875.

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Date of creation: 2005
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Handle: RePEc:gta:workpp:1875

Note: GTAP Working Paper No. 32
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  1. Surabhi Mittal, 2007. "OECD Agricultural Trade Reforms Impact On India's Prces and Producer's Welfare," Working Papers id:1072, esocialsciences.com. [Downloadable!]
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  2. Ernesto Valenzuela & Kym Anderson & Thomas Hertel, 2008. "Impacts of trade reform: sensitivity of model results to key assumptions," International Economics and Economic Policy, Springer, vol. 4(4), pages 395-420, February. [Downloadable!] (restricted)
  3. Ben Hammouda, Hakim & Osakwe, Patrick N., 2006. "Global Trade Models and Economic Policy Analyses: Relevance, Risks and Repercussions for Africa," MPRA Paper 1851, University Library of Munich, Germany. [Downloadable!]
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  4. Verma, Monika & Hertel, Thomas W., 2009. "Commodity price volatility and nutrition vulnerability:," IFPRI discussion papers 895, International Food Policy Research Institute (IFPRI). [Downloadable!]
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  5. Anderson, Kym & Valenzuela, Ernesto, 2005. "Do Global Trade Distortions Still Harm Developing Country Farmers?," CEPR Discussion Papers 5337, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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