文章基本信息

标题：Estimation and Analysis of Rational Expectations Model of International Cotton Market
本地全文：下载
作者：Tokovenko, Oleksiy ; Gunter, Lewell F. ; Vedenov, Dmitry V. 等
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2007
期号：SUPPL
出版社：Food Distribution Research Society
摘要：The paper outlines an approach to estimation and analysis of rational expectations international cotton market. A multiple model bootstrap filter is used to compute unobserved market expectations and their distributions. Estimation results are used to analyze the welfare effects of exogenous trade shocks and government programs, with application to the national market security.