文章基本信息

标题：Estimation and Analysis of Rational Expectations Model of International Cotton Market
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作者：Tokovenko, Oleksiy ; Gunter, Lewell F. ; Vedenov, Dmitry V. 等
期刊名称：Journal of Agribusiness
印刷版ISSN：0738-8950
出版年度：2007
期号：suppl
出版社：Journal of Agribusiness
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.