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Sensitivity Analysis for Multiregional General Equilibrium Models

多区域一般均衡模型的敏感性分析

基本信息

批准号：
13650582
负责人：
MIYAGI Toshihiko
金额：
$ 1.54万
依托单位：
Gifu University
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (C)
财政年份：
2001
资助国家：
日本
起止时间：
2001 至 2002
项目状态：
已结题

项目摘要

Main results of this research project is summarized as follows :1. We have adopted Matheisen's approach as a basic model for formulating of computable general equilibrium in regional economy, where a complemetarity formulation is applied to describe interaction of various economic activities. We have then extended Mathiesen's model to include interregional trade pattern so that the model can deal with economic evaluations arising from the improvements of transportation services. We have also proved that our SCGE model has no unique solution. That property is an essential for calibrating the model-parameters to the given benchmark equilibrium conditions.2. Several types of sensitivity analyses are discussed in the research ; Analytical approach (e.g. comparative static analysis), Johansen' linear approximation approach, nonlinear sensitivity approach and the decomposition approach. We have derived analytical solution for Harberger's two sector model to see the effects of changes in tax … More rate. This kind of excise is very instructive for developing of computation algorithm like nonlinear sensitivity analysis. Johansen's approach is essentially the same as the nonlinear sensitivity approach ; however, it is important to note that Johansen's model can deal with %variation in exogenously given policy-oriented variables. We develop the decomposition approach where the total production growth in regional economy is partitioned into several different parametric effects such as transportation effects, production technology effects and final demand effects.3. As our model is formulated with a mixed complementarily problem, efficient computation procedures that have been recently developed can be applied, in which local convergence properties are proved. We checked the convergence properties for those procedures, and observed that Jacobian matrix obtained in calculation process is easily used for the purpose of sensitivity analysis.4. We have developed several kinds of program packages ; Visual Basic programming languages linked with Excel, FORTRAN programming language for Newton type algorithm and GAMS language for a mixed complementarity formulation. In Excel programming, we have used Fisher's merit function for solving a complemetarity model formulation. The Excel is quite suitable and efficient for small scale regional economy, thus, we can prove the economic equilibrium conditions corresponding to characteristics of regional economic environments and examine the effects of changes in exogenously given policy-variables. Less

本研究的主要成果如下：1.我们采用马西森的方法作为区域经济可计算一般均衡的基本模型，用完全公式来描述各种经济活动之间的相互作用。然后，我们将Mathiesen的模型扩展到包括区域间贸易模式，以便该模型可以处理运输服务改善所产生的经济评估。我们还证明了我们的SCGE模型没有唯一解。这一性质对于将模型参数校准到给定的基准均衡条件是必不可少的。在研究中讨论了几种类型的灵敏度分析：解析法(例如比较静态分析)、Johansen的线性逼近法、非线性灵敏度法和分解法。我们推导了哈伯杰的两部门模型的解析解，以了解税收…变化的影响更高的价格。这种计算方法对非线性灵敏度分析等计算算法的发展具有很强的指导意义。Johansen的方法基本上与非线性敏感性方法相同；然而，重要的是要注意到Johansen的模型可以处理外部给定的政策导向变量的%变化。提出了将区域经济生产总量增长分解为运输效应、生产技术效应和最终需求效应等几种不同的参数效应的分解方法。由于我们的模型是用一个混合互补问题来描述的，所以可以应用最近发展的有效的计算方法，其中证明了局部收敛性质。我们对这些方法的收敛性质进行了检验，发现在计算过程中得到的雅可比矩阵很容易用于灵敏度分析。我们开发了几种程序包：与Excel连接的VB程序设计语言，牛顿型算法的FORTRAN程序设计语言和混合互补公式的GAMS程序设计语言。在Excel编程中，我们使用了Fisher的价值函数来求解一个完备性模型公式。Excel对于小规模的区域经济是非常适用和有效的，从而可以证明与区域经济环境特征相对应的经济均衡条件，并检验外生给定的政策变量变化的影响。较少