Estimation and Analysis of Rational Expectations Model of International Cotton Market

Oleksiy Tokovenko, Lewell F. Gunter and Dmitry Vedenov

No 9760, 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: 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.

Keywords: International Relations/Trade; Marketing (search for similar items in EconPapers)
Pages: 13
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea07:9760

DOI: 10.22004/ag.econ.9760

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