1、一般均衡模型講義模型總覽第1頁，共44頁。概要一、 GTAP簡介二、學(xué)習(xí)的基礎(chǔ)和教材三、GTAPAgg6的使用四、RunGTAP的使用五、GTAP模型結(jié)構(gòu)第2頁，共44頁。一、GTAP簡介GTAP模型簡介GTAP=Global Trade Analysis Project，全球貿(mào)易分析項(xiàng)目。設(shè)立于1993年，是一個(gè)多區(qū)域、多部門CGE模型（可計(jì)算一般均衡，Computable General Equilibrium)。應(yīng)用領(lǐng)域：貿(mào)易、農(nóng)業(yè)、能源環(huán)境，等等。靜態(tài)GTAP、動(dòng)態(tài)GTAP。第3頁，共44頁。一、課程簡介（續(xù)）美國普度大學(xué)的全球貿(mào)易分析中心是GTAP模型的研究、運(yùn)用和推廣的事務(wù)局。目前

2、，GTAP模型作為分析貿(mào)易投資自由化等經(jīng)濟(jì)效果的工具，在世界各國得到廣泛的運(yùn)用，成為全球性標(biāo)準(zhǔn)。此外，由學(xué)界、主要的國際機(jī)構(gòu)（WTO、UNCTAD、OECD、世界銀行等）以及美國、歐洲、澳大利亞、日本等國政府和研究機(jī)構(gòu)的代表所組成的理事會，對研究活動(dòng)給予了大力支持。它已經(jīng)成為擁有眾多國際機(jī)構(gòu)會員的世界性組織。第4頁，共44頁。Dr. Hertelpurdue university第5頁，共44頁。第6頁，共44頁。一、GTAP簡介（續(xù)）GTAP模型的原理（數(shù)據(jù)結(jié)構(gòu)、理論結(jié)構(gòu)）GTAP模型的操作技術(shù)掌握GTAP的基本結(jié)構(gòu)和運(yùn)用、為今后的深入研究和使用打下基礎(chǔ)。第7頁，共44頁。一、GTAP簡介（

3、續(xù)）GTAP模型的使用程序確立問題、部門數(shù)和國家或地區(qū)Aggregation Scheme file、data base （GTAPAgg.exe）建立模型 （RunGTAP.exe）模型的閉合、設(shè)計(jì)沖擊、選擇解法檢查和分析結(jié)果。第8頁，共44頁。二、學(xué)習(xí)的基礎(chǔ)和教材理論基礎(chǔ)新古典經(jīng)濟(jì)學(xué)（微宏觀經(jīng)濟(jì)學(xué)）。國際貿(mào)易、或農(nóng)業(yè)經(jīng)濟(jì)、或環(huán)境經(jīng)濟(jì)學(xué)，等等。教材Thomas W.H., 1997, Global Trade Analysis: modeling and applications, New York: Cambridge: Cambridge University Press. Techni

4、cal papers,working papers in GTAP web.Hands-on by Ken Pearson.GEMPACK user manual第9頁，共44頁。二、學(xué)習(xí)的基礎(chǔ)和教材（續(xù)）參考資料J. F. Francois and K. A. Reinert (eds.), 1997, Applied Methods for Trade Policy Analysis: A handbook, Cambridge: Cambridge U.Press.Dervis,Kemal,Jaime De Melo and Sherman Robinson,1982,General E

5、quilibrium model for development policy, New York: Cambridge U. Press.第10頁，共44頁。二、學(xué)習(xí)的基礎(chǔ)和教材（續(xù)）參考資料Department of Economic and Social Affairs, Statistics Division（United Nations），Handbook of input-output table compilation and analysis，New York : United Nations, 1999.J.B.Shoven & J.Whaley,1992,Appling G

6、eneral Equilibrium, Cambridge University Press, England.Grahan Pyatt & Jeffery I. Round, 1985, Social Accounting Matrices: A Basis for Planning, A world Bank Symposium, Copyright 1985 by the internationl Bank for Reconstruction and Development/ The World Bank.第11頁，共44頁。二、學(xué)習(xí)的基礎(chǔ)和教材（續(xù)）參考資料IFPRI (Intern

7、ational Food Policy Research Institute )的入門資料/Exercises in General Equilibrium Modeling Using GAMS by Hans Lofgren ；A Standard Computable General Equilibrium (CGE) Model in GAMS by Hans Lofgren, Rebecca Lee Harris, and Sherman RobinsonORANI模型.au/policy/oranig.htm第12頁，共44頁。G: General?對經(jīng)濟(jì)主體（家庭、企業(yè)、政府、貿(mào)

8、易、投資者等）的行為有確切描述。各部分（行業(yè)、家庭、投資者、凈出口商等）之間相互聯(lián)系相互作用，構(gòu)成整個(gè)經(jīng)濟(jì)體。（家庭效用最大化、企業(yè)利潤最大化和成本最小化；其中，強(qiáng)調(diào)價(jià)格對家庭消費(fèi)決策和企業(yè)生產(chǎn)決策的影響）第13頁，共44頁。E: Equilibrium?市場均衡假定（通過價(jià)格的調(diào)整使得商品和要素的需求等于總供給）。 XD=XS價(jià)格內(nèi)生。 DX(PX,PX,PX,Y)=XS(PX,PX,PX,T)(WALRAS定理、機(jī)會成本體現(xiàn)了資源的有限)第14頁，共44頁。C: Computable?Numerical Solution（CGE模型提供數(shù)值解）。Analytical vs Numerica

9、l Solution CGE模型的數(shù)據(jù)基礎(chǔ) 投入產(chǎn)出表（IO table)、各種彈性值、社會核算矩陣（SAM）第15頁，共44頁。CGE=AGEAGE=Applied General EquilibriumCGE強(qiáng)調(diào)數(shù)據(jù)庫、計(jì)算結(jié)果的闡述AGE體現(xiàn)了為特定的國家或地區(qū)的經(jīng)濟(jì)政策提供數(shù)量的分析第16頁，共44頁。三、GTAPAgg7的使用GTAP Database version 7.1112 regions57 commodities(sectors) 5 factorsGTAP Sectoral Classification (GSC) 113 regionsAggregation Sche

10、me file的制作第17頁，共44頁。四、RunGTAP的使用讀入加總數(shù)據(jù)模擬方案模型閉合政策沖擊模擬求解結(jié)果分析第18頁，共44頁。五、GTAP模型結(jié)構(gòu)1、GTAP的sets簡介2、需求3、生產(chǎn)（要素投入、中間投入、稅/補(bǔ)貼）4、國際貿(mào)易（出口稅/補(bǔ)貼、國際運(yùn)輸成本、進(jìn)口關(guān) 稅）第19頁，共44頁。Overview of the GTAP.TAB Structure Preliminaries: FILES SETS READ statements of Base Data Common VARIABLES Common COEFFICIENTS Modules: 1. Governmen

11、t Consumption 2. Private Consumption 3. Firms 4. Investment, Global Bank, and Savings 5. International Trade 6. International Transport Services 7. Regional Household 8. Equilibrium Conditions Appendices: A. Summary Indices B. Equivalent Variation C. Welfare Decomposition D. Terms of Trade Decomposi

12、tion第20頁，共44頁。1、GTAP的setsViewHAR軟件：閱讀和編輯har形式的數(shù)據(jù)（Header Array or HAR files）。BaseView.harThe dimension limits for Header Arrays are:For real numbers: up to and including 7 dimensionsFor integer numbers: up to and including 2 dimensionsFor character strings: only one dimensional arrays are allowed, ea

13、ch string being of the same length第21頁，共44頁。1、GTAP的sets GTAP數(shù)據(jù): 一維 四維。 文字：GTAP data release identifier，SETS的定義文件。BaseData.har、BaseRate.har、BaseView.har、Sets.har，等等。GTAP的sets：見Sets.har文件。 第22頁，共44頁。Aide-Memoire for Sets |-| | DEMD_COMM | |-| | ENDW_COMM | TRAD_COMM | CGDS_COMM | |-| | NSAV_COMM | |-|

14、 | PROD_COMM | |-|第23頁，共44頁。集合TRAD_COMM和PROD_COMMTRAD_COMM Crops, OtherA, Mining,FoodP,LightM,HeavyM, Machinery,Utility,Construction,ServicesPROD_COMMCrops,OtherA,Mining,FoodP,LightM,HeavyM, Machinery,Utility,Construction,Services, CGDS (Capital Goods)第24頁，共44頁。Set REG # regions in the model # maxim

15、um size 10 read elements from file GTAPSETS header H1;Set TRAD_COMM # traded commodities # maximum size 10 read elements from file GTAPSETS header H2;Set MARG_COMM # margin commodities # maximum size 10 read elements from file GTAPSETS header MARG;Subset MARG_COMM is subset of TRAD_COMM;Set NMRG_COM

16、M # non-margin commodities # = TRAD_COMM - MARG_COMM;Set CGDS_COMM # capital goods commodities # maximum size 1 read elements from file GTAPSETS header H9;Set ENDW_COMM # endowment commodities # maximum size 5 read elements from file GTAPSETS header H6;Set PROD_COMM # produced commodities # = TRAD_C

17、OMM union CGDS_COMM;Set DEMD_COMM # demanded commodities # = ENDW_COMM union TRAD_COMM;Set NSAV_COMM # non-savings commodities # = DEMD_COMM union CGDS_COMM;Subset PROD_COMM is subset of NSAV_COMM;第25頁，共44頁。 For Endowments |-| | ENDW_COMM | |-| | ENDWM_COMM | ENDWS_COMM | |-|第26頁，共44頁。Coefficient (i

18、nteger,parameter) (all,i,ENDW_COMM) SLUG(i) # sluggish primary factor endowments #;Read SLUG from file GTAPPARM header SLUG;Set ENDWS_COMM # sluggish endowment commodities # = (all,i,ENDW_COMM: SLUG(i)0);Set ENDWM_COMM # mobile endowment commodities # = ENDW_COMM - ENDWS_COMM;Set ENDWC_COMM # capita

19、l endowment commodity # (capital);!Subset ENDWC_COMM is subset of ENDW_COMM;第27頁，共44頁。1、GTAP的sets閱讀GTAP數(shù)據(jù)的基礎(chǔ)經(jīng)濟(jì)循環(huán)的過程；投入產(chǎn)出表的基本知識 主要經(jīng)濟(jì)主體：firms (producers), private household, and government are represented as economic agents. Private household supply productive factors (labor and capital) to producers

20、and obtain factor income in return. Government revenues come from household income taxes, producers taxes, and taxes on international transactions (minus subsidies if exits). 第28頁，共44頁。1、GTAP的sets投入產(chǎn)出表的基本知識中間投入、原始投入、最終使用等量關(guān)系。（橫向、縱向、附加價(jià)值、GDP）GTAP的Framework（圖、Figure2.2）變量關(guān)系實(shí)例：VFM: Value of Firms purch

21、ases at Market pricesVFM(i,j,r) = pm(i,r) * qfe(i,j,r); pm(i,r) # market price of commodity i in region r #;EVFA: Endowments - Firms Purchases at Agents PricesEVFA(i,j,r) = pfe(i,j,r) * qfe(i,j,r);pfe(i,j,r) firms price for endowment commodity i in ind. j, region r;ETAX(i,j,r) = VFA(i,j,r) - VFM(i,j

22、,r); VFA(i,j,r) = EVFA(i,j,r) ETAX(i,j,r) tax on use of endowment good i by industry j in region r ;第29頁，共44頁。第30頁，共44頁。全球模型的價(jià)格傳導(dǎo)過程第31頁，共44頁。2、需求國內(nèi)供給的destinations?Private householdsGovernmentfirms (Intermediates+investment)第32頁，共44頁。2、需求Regional household(h.h.) Expenditure = Income _/|_ _/ | _ _/ |

23、_ _/ | _ _/ | _ Private h.h. | Government h.h. ( PRIVEXP ) | ( GOVEXP ) _/_ | _/_ _/ _ | _/ _ / | / Domestic Imported Savings Domestic Imported Goods Goods ( SAVE ) Goods Goods( VDPA ) ( VIPA ) ( VDGA ) ( VIGA ) Note: The coefficients at the ends of branches are Base Data, e.g., VDPA, SAVE.第33頁，共44頁

24、。區(qū)域消費(fèi)需求私人家庭需求Variable (all,i,TRAD_COMM)(all,s,REG) ppm(i,s) # price of imports of i by private households in s #;Variable (orig_level=1.0)(all,i,TRAD_COMM)(all,r,REG) pim(i,r) # market price of composite import i in region r #;Variable (orig_level=VIPM)(all,i,TRAD_COMM)(all,s,REG) qpm(i,s) # private

25、 hhld demand for imports of i in region s #;Coefficient (ge 0)(all,i,TRAD_COMM)(all,r,REG) VIPA(i,r) # private consumption expenditure on imported i in r #;Private Households - Imports at Market Prices Update (all,i,TRAD_COMM)(all,r,REG) VIPA(i,r) = ppm(i,r) * qpm(i,r);Coefficient (ge 0)(all,i,TRAD_

26、COMM)(all,r,REG) VIPM(i,r) # private consumption expenditure on i in r #;Private Households - Imports at Market Prices Update (all,i,TRAD_COMM)(all,r,REG) VIPM(i,r)= pim(i,r) * qpm(i,r); pim(i,r) # market price of composite import i in region r #;VDPA(i,r) # private consumption expenditure on domest

27、ic i in r #;VDPM(i,r) # private consumption expenditure on domestic i in r #;第34頁，共44頁。政府需求（VDGA、VDGM、 VIGA、VIGM ）government的購買 VDGM(TRAD_COMM，REG) VDGA(TRAD_COMM，REG) VDGA-VDGM=?企業(yè)需求Firms的投資購買 VDFM(TRAD_COMM, CGDS, REG) VDFA(TRAD_COMM， CGDS, REG) VDFA-VDFM=?Firms的中間使用 VDFM(TRAD_COMM, PROD_COMM, REG

28、) PROD_COMMCGDS VDFA(TRAD_COMM, PROD_COMM, REG) PROD_COMMCGDS VDFA-VDFM=?第35頁，共44頁。3、生產(chǎn) Production structure qo(j,r) ao(j,r) / / / | / - CES / | / / | / / | / Land Labor Capital Domestic Foreign qfe(i,j,r) qfd(i,j,r) qfm(i,j,r) afe(i,j,r)qva(j,r) # value added in industry j of region r #;qf(i,j,r) #

29、 demand for commodity i for use by j in region r #;第36頁，共44頁。3、生產(chǎn)(原始投入)EVFA-VFM=? 稅/補(bǔ)貼某國某一行業(yè)的增加值（ Agents Prices ）=？VOA(i,r) # value of commodity i output in region r at agents prices #;EVOA(ENDW_COMM, REG)= ? Endowments - Output at Agents PricesVariable (all,i,NSAV_COMM)(all,r,REG) ps(i,r) # supply

30、price of commodity i in region r #;Variable (orig_level=VOM)(all,i,NSAV_COMM)(all,r,REG) qo(i,r) # industry output of commodity i in region r #;Coefficient (ge 0)(all,i,ENDW_COMM)(all,r,REG) EVOA(i,r) # value of commodity i output in region r #;Update (all,i,ENDW_COMM)(all,r,REG) EVOA(i,r) = ps(i,r)

31、 * qo(i,r);第37頁，共44頁。3、生產(chǎn)（中間投入）VIFA：Intermediates - Firms Imports at Agents PricesVIFA（TRAD_COMM， PROD_COMM，REG）VIFA(i,j,r) # purchases of imported i for use by j in region r #;VIFM(i,j,r) # purchases of imports i for use by j in region r #;VIFA-VIFM=?VDFA : Intermediates - Firms Domestic Purchases

32、at Agents PricesVDFA（TRAD_COMM， PROD_COMM，REG）VDFM(i,j,r) # purchases of domestic i for use by j in region r #;VDFA(i,j,r) # purchases of domestic i for use by j in region r #;VDFA-VDFM=? IFTAX(i,r,s) # tax on use of imported intermediate good i by j in r #;DFTAX(i,j,r) # tax on use of domestic inte

33、rmediate good i by j in r;第38頁，共44頁。2、生產(chǎn)（總產(chǎn)出）VOA：Value of Output at Agents Prices VOA (TRAD_COMM， REG)=? VOA+PTAX=VOMVOM (TRAD_COMM， REG): Value of Output at Market Prices如何計(jì)算VOA和VOM？為生產(chǎn)j而使用的i的開支:Coefficient (all,i,DEMD_COMM)(all,j,PROD_COMM)(all,r,REG) VFA(i,j,r) # producer expenditure on i by j in

34、 r valued at agents prices #;Formula (all,i,ENDW_COMM)(all,j,PROD_COMM)(all,r,REG) VFA(i,j,r) = EVFA(i,j,r);Formula (all,i,TRAD_COMM)(all,j,PROD_COMM)(all,s,REG) VFA(i,j,s) = VDFA(i,j,s) + VIFA(i,j,s);Coefficient (all,i,NSAV_COMM)(all,r,REG) VOA(i,r) # value of commodity i output in region r at agen

35、ts prices #;Formula (all,i,ENDW_COMM)(all,r,REG) VOA(i,r) = EVOA(i,r);為生產(chǎn)i而使用的、所有的j的開支合成i的產(chǎn)值:Formula (all,i,PROD_COMM)(all,r,REG) VOA(i,r) = sum(j,DEMD_COMM, VFA(j,i,r);第39頁，共44頁。Coefficient (all,i,TRAD_COMM)(all,r,REG) VDM(i,r) # domestic sales of i in r at mkt prices (tradeables only) #;Formula (a

36、ll,i,TRAD_COMM)(all,r,REG) VDM(i,r) = VDPM(i,r) + VDGM(i,r) + sum(j,PROD_COMM, VDFM(i,j,r);Coefficient (all,i,NSAV_COMM)(all,r,REG) VOM(i,r) # value of commodity i output in region r at market prices #;Formula (all,i,ENDW_COMM)(all,r,REG) VOM(i,r) = sum(j,PROD_COMM, VFM(i,j,r);Formula (all,m,MARG_COMM)(all,r,REG) VOM(m,r) = VDM(m,r) + sum(s,REG, VXMD(m,r,s) + VST(m,r);Formula (all,i,NMRG_COMM)(all,r,REG) VOM(i,r) = VDM(i,r) + sum(s,REG, VXMD(i,r,s);Formula (all,h,CGDS_COMM)(a