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Title: Modeling uncertainty in partial equilibrium models through a panar VAR
Authors: Sanjuán López, Ana Isabel
Issue Date: 2015
Publisher: Editorial Universitat Politecnica de Valencia
Citation: X Congreso de la Asociación Española de Economía Agraria. Alimentación y territorios sostenibles desde el sur de Europa: Córdoba, 9 - 11 septiembre de 2015, p. 321-326
Series/Report no.: Colección Congresos UPV
Abstract: A Panel VAR model is proposed to estimate the underlying model that governs the baseline projections on macroeconomic drivers in Partial Equilibrium (PE) models. The panel VAR is then used to provide forecasts and a confidence interval by Monte Carlo simulation methods, that further on will feed the PE model to obtain alternative future paths for agricultural markets
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ISBN: 978-84-9048-383-1
Appears in Collections:[DOCIART] Artículos científicos, técnicos y divulgativos

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