GTAP모형에서 가계수요 탄력성계수의 추정과정 및 근거
How to Estimate Parameters of Private Demand in GTAP Model
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본 연구는 글로벌 CGE(Computable General Equilibrium) 모형의 대표 사례인 GTAP모형과 동 모형의 가계부문에 초점을 맞추어 탄력성 모수의 추정과정을 문헌조사를 통해 정리하여 제시한다. CGE모형에서 가계부문은 생산부문과 함께 분석결과에 큰 영향을 미치는 중요한 부문이다. GTAP모형의 수요탄력성 모수의 추정과정에서 CDE, LES, AIDADS 등 다양한 수요함수형태가 계량경제학적 추정과정 및 보정과정과 혼재되어 사용되는데 본 논문은 이들이 전체 추정과정에서 어떤 역할을 하는지를 정리하였으며 최근 우리나라에서 시도되고 있는 CGE모형 모수의 계량경제학적 추정 및 데이터베이스구축 사업에 대한 시사점을 제시하였다.
Abstract
While Computable General Equilibrium(CGE) models are now widely used in analysing energy issues in Korea, the econometric credibility is very weak in most practices using the models. An econometric approach to the model requires a lot of effort and cost in building database with the identification of the appropriate estimation methods. Thus in-depth analysis of foreign advanced CGE models would be useful. Via extended literature review, this study analyzes and describes the process how the values of parameters are determined in household demand sector of GTAP model, a representative global CGE model. The household demand sector is one of the most important sectors in CGE model having the most influence on model’s results. Although documents are available for the estimation process in GTAP model, most readers have difficulty in understanding the process, because various demand systems like CDE, LES and AIDADS are used in being mixed with both econometric estimation and calibration processes and there are many jumps and gaps in the documented processes. This study tries to fill the gaps in GTAP documents and to explain the process in a step-by-step manner. This study also proposes implications for the project of econometric estimation and database construction of the CGE model being recently tried in Korea.
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