Sensitivity Analysis for Multiregional General Equilibrium Models

本课题的主要研究成果总结如下：1。我们采用Matheisen的方法作为区域经济中可计算一般均衡的基本模型，其中利用互补性公式来描述各种经济活动的相互作用。然后，我们将马蒂森的模型扩展到包括区域间贸易模式，以便该模型能够处理运输服务改善所带来的经济评估。我们还证明了我们的SCGE模型没有唯一解。该特性对于将模型参数校准到给定的基准平衡条件是必不可少的。研究中讨论了几种类型的敏感性分析；解析法（如比较静力分析）、Johansen线性近似法、非线性灵敏度法和分解法。我们推导出了哈伯格两部门模型的解析解，以观察税率变化的影响。这种附加工作对非线性灵敏度分析等计算算法的发展具有重要的指导意义。约翰森的方法本质上与非线性灵敏度方法相同；然而，重要的是要注意，约翰森的模型可以处理外生给定的政策导向变量的%变化。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不同的参数效应。由于我们的模型是用一个混合互补问题来表述的，因此可以应用最近开发的高效计算程序，并证明了其局部收敛性。结果表明，计算过程中得到的雅可比矩阵易于用于灵敏度分析。我们开发了几种程序包；Visual Basic编程语言与Excel相联系，FORTRAN编程语言为牛顿型算法，GAMS语言为混合互补公式。在Excel编程中，我们使用费雪的价值函数来求解一个互补模型公式。Excel对小规模区域经济具有较好的适用性和有效性，可以证明与区域经济环境特征相对应的经济均衡条件，并检验外生给定政策变量变化的影响。少

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