SABIIA - Sistema Aberto e Integrado de Informação em Agricultura (Sabiia)

Heckelei, Thomas; Mittelhammer, Ronald C.; Jansson, Torbjorn.

This paper presents a Bayesian alternative to Generalized Maximum Entropy (GME) and Generalized Cross Entropy (GCE) methods for deriving solutions to econometric models represented by underdetermined systems of equations. For certain types of econometric model specifications, the Bayesian approach provides fully equivalent results to GME-GCE techniques. However, in its general form, the proposed Bayesian methodology allows a more direct and straightforwardly interpretable formulation of available prior information and can reduce significantly the computational effort involved in finding solutions. The technique can be adapted to provide solutions in situations characterized by either informative or uninformative prior information.

A Methodological Note on the Estimation of Programming Models

Palavras-chave: Underdetermined Equation Systems; Maximum Entropy; Bayesian Priors; Structural Estimation; Calibration; Research Methods/ Statistical Methods; C11; C13; C51.

Ano: 2008

URL: http://purl.umn.edu/56973

Heckelei, Thomas; Wolff, Hendrik.

The paper introduces a general methodological approach for the estimation of constrained optimisation models in agricultural supply analysis. It is based on optimality conditions of the desired programming model and shows a conceptual advantage compared to Positive Mathematical Programming in the context of well posed estimation problems. Moreover, it closes the empirical and methodological gap between programming models and duality based functional models with explicit allocation of fixed factors. Monte Carlo simulations are performed with a maximum entropy estimator to evaluate the functionality of the approach as well as the impact of empirically relevant prior information in small sample situations.

A QUAIDS MODEL OF JAPANESE MEAT DEMAND

Palavras-chave: Agricultural Supply Analysis; Programming Models; Maximum Entropy Estimation; Prior Information; Research Methods/ Statistical Methods.

Ano: 2002

URL: http://purl.umn.edu/24896

Xi, Jing; Mittelhammer, Ronald C.; Heckelei, Thomas.

This paper makes a contribution to the application of nonlinear simultaneous equations estimation and nonparametric Bootstrapping techniques. The nonlinear demand model estimation work in this paper is in the context of the newly developed Quadratic Almost Ideal Demand System (QUAIDS) model, and provides substantive results in terms of both model estimation technique and empirical economic findings. For the first time, bootstrapping is used in this highly nonlinear modeling environment to estimate variability in demand model parameter estimates and associated demand elasticities. The application relates to Japanese consumer behavior relative to Wagyu Beef, Imported Beef, Pork, Chicken, and Fish demand, and the empirical results are highly relevant to U.S....

ACCESS TO CAPITAL AND FIRM-LEVEL INVESTMENT BEHAVIOR IN FOOD INDUSTRIES: A COMPARISON OF COOPERATIVES AND PUBLICLY TRADED FIRMS

Palavras-chave: Demand and Price Analysis.

Ano: 2004

URL: http://purl.umn.edu/20120

Chaddad, Fabio Ribas; Heckelei, Thomas.

This paper compares investment behavior of agricultural cooperatives and publicly traded firms in the food industry. The importance of financial constraints is examined by exploring whether ownership structure affects investment sensitivity to cash flow using a panel data approach based on the Q-theory of investment.

Analysing major determinants of European FDI into the Mediterranean countries

Palavras-chave: Agribusiness.

Ano: 2003

URL: http://purl.umn.edu/22205

Weissleder, Lucie M.; Heckelei, Thomas.

Foreign direct investment (FDI) is known as a very relevant driver of economic growth and has found increased attention in recent trade research. Existing theories differ, however, in their conclusion regarding the relation between trade in goods and FDI: they appear to be either complements or substitutes depending on the theory applied and specific country conditions. Benefits or losses for individual member countries resulting from these different relationships are relevant for evaluating the effects of regional trade areas as established by the Euro-Mediterranean Partnership. This paper offers an empirical analysis of the connection between trade and FDI flows in the agribusiness sector in the context of the Euro-Mediterranean partnership. It...

Aspekte der Agrarpolitik 2007

Palavras-chave: Foreign Direct Investment; Trade; EU-Med Partnership; International Relations/Trade.

Ano: 2008

URL: http://purl.umn.edu/44053

Rudloff, Bettina; Heckelei, Thomas; Rasch, Sebastian.

Tipo: Journal Article

Palavras-chave: Agricultural and Food Policy; Community/Rural/Urban Development; International Relations/Trade.

Ano: 2008

URL: http://purl.umn.edu/97519

Bayesian Analysis of a Japanese Meat Demand System: A Robust Likelihood Approach

Heckelei, Thomas; Mittelhammer, Ronald C.; Wahl, Thomas I..

This paper presents an application of Bayesian analysis to an AIDS model of Japanese meat demand extending previous approaches in three ways: (1) The methodology employed is robust with respect to the likelihood function but retains the generic, easily programmable character of algorithms offered by Monte Carlo Integration approaches based on the normal likelihood function. (2) In addition to inequality constraints, linear exact restrictions and stochastic prior information are subjected to a Bayesian posterior analysis of validity and incorporated into Bayesian point estimates of model parameters and elasticities. (3) In order to assess the influence of the prior density on posterior distributions of model parameters relative to the likelihood, a measure...

Bayesian Bootstrap Analysis of Systems of Equations

Palavras-chave: Demand and Price Analysis.

Ano: 1997

URL: http://purl.umn.edu/18783

Heckelei, Thomas; Mittelhammer, Ronald C..

Bayesian estimation of non-stationary Markov models combining micro and macro data

Palavras-chave: Research Methods/ Statistical Methods.

Ano: 1996

URL: http://purl.umn.edu/18786

Storm, Hugo; Heckelei, Thomas.

In this poster a Bayesian estimation framework for a non-stationary Markov model is developed for situations where sample data with observed transition between classes (micro data) and aggregate population shares (macro data) are available. Posterior distributions on transition probabilities are derived based on a micro based prior and a macro based Likelihood function thereby consistently combining previously separated approaches. Monte Carlo simulations for ordered and unordered Markov states show how observed micro transitions improve precision of posterior knowledge as the sample size increases.

Comparative Analysis of World Market Projections with Special Regard to Wheat Prices

Palavras-chave: Bayesian estimation; Markov transitions; Prior information; Multinomial logit; Ordered multinomial logit; Agricultural and Food Policy; Research Methods/ Statistical Methods.

Ano: 2011

URL: http://purl.umn.edu/103645

Heckelei, Thomas; Krebs, Elvira; Mollmann, Claus; von Lampe, Martin.

This paper presents a short comparative analysis of USDA and FAPRI projections for world wheat market prices until 2005. The relevance of different model assumptions regarding assumed inflation, exchange rates, policy parameters as well as shifts in demand and production development are discussed. A subsequent section focuses on the problem of a "world market price concept" for evaluating the potential of unsubsidized EU cereal exports. The Annex provides more detailed information on model assumptions and a comparison of other projected values, also including agricultural products other than wheat. Dieses Diskussionspapier stellt eine kurze vergleichende Analyse aktueller USDA- und FAPRI- Projektionen von Weltmarktpreisen fur Weizen bis 2005 vor. Die...

Definition of the CAPRI Core Modelling System and Interfaces with other Components of SEAMLESS-IF

Palavras-chave: Demand and Price Analysis.

Ano: 1998

URL: http://purl.umn.edu/18778

Britz, Wolfgang; Perez Dominguez, Ignacio; Zimmermann, Andrea; Heckelei, Thomas.

Tipo: Report

Palavras-chave: Environmental Economics and Policy.

Ano: 2007

URL: http://purl.umn.edu/9284

Determinants of Bilateral Food Related Disputes

Goetz, Christian; Heckelei, Thomas.

Development of a conceptual framework for integrated analysis and assessment of agricultural systems in SEAMLESS-IF

Palavras-chave: Food Consumption/Nutrition/Food Safety.

Ano: 2010

URL: http://purl.umn.edu/61773

Ewert, Frank; van Ittersum, Martin K.; Bezlepkina, Irina V.; Oude Lansink, Alfons G.J.M.; Brouwer, Floor M.; Andersen, Erling; Flichman, Guillermo; Heckelei, Thomas; Olsson, Johanna Alkan; Olsson, Lennart; Rizzoli, Andrea E.; van der Wal, Tamme; Wery, Jacques.

Tipo: Report

Palavras-chave: Production Economics.

Ano: 2005

URL: http://purl.umn.edu/9287

DEVELOPMENT OF MARGINAL COST DISTRIBUTIONS IN DAIRY PRODUCTION REGIONS OF THE EU

Wieck, Christine; Heckelei, Thomas.

Replaced with revised version of paper 07/13/04.

Documentation of model components EXPAMOD and CAPRI

Palavras-chave: International Relations/Trade.

Ano: 2004

URL: http://purl.umn.edu/19943

Adenauer, Marcel; Perez Dominguez, Ignacio; Bezlepkina, Irina V.; Heckelei, Thomas; Romstad, Eirik; Oude Lansink, Alfons G.J.M..

Tipo: Report

Palavras-chave: Agricultural and Food Policy; Environmental Economics and Policy; Land Economics/Use; Production Economics.

Ano: 2009

URL: http://purl.umn.edu/57918

Effects of decoupling on land use: an EU wide, regionally differentiated analysis

Britz, Wolfgang; Heckelei, Thomas; Perez Dominguez, Ignacio.

This paper presents a quantitative analysis of the impacts of the „Luxembourg Compromise” as compared to a continuation of Agenda 2000 to the year 2010. The employed new version of the CAPRI model allows us to represent the different member states’ implementations of the CAP reform and to reflect endogenous world market prices based upon a spatial global trade model. The specific contribution of the analysis is a detailed look at the impacts of national differences in the CAP implementation and regional production structures with respect to changes in land allocation. At EU level, cereal areas decrease by about 5% and oilseeds by about 3%. This is paralleled by increases in the set-aside acreage and extensive fodder production. However, significant...

Tipo: Journal Article

Palavras-chave: Decoupling; Agricultural sector modelling; Luxembourg Agreement; Land allocation; Agricultural and Food Policy; Land Economics/Use.

Ano: 2006

URL: http://purl.umn.edu/97188

Estimating A Farm Group Model and Input Allocations Using Accountancy Data

Gocht, Alexander; Heckelei, Thomas.

This paper proposes and applies an innovative estimation approach for farm group programming models using Generalised Maximum Entropy. The proposed set-up simultaneously determines calibrating cost function parameters and input allocations to production activities. The methodology is applied to Belgium FADN data of arable farms for which available input allocations allow to validate the estimation approach. Results outperform separate estimates of input allocations previously applied in the literature and this finding is robust with respect to support point design.

EU SUGAR POLICY REFORM: QUOTA REDUCTION AND DEVALUATION

Palavras-chave: Mathematical programming; Input allocation; Production economics; Econometrics; GME; PMP; Agricultural and Food Policy; Farm Management; Land Economics/Use; Production Economics.

Ano: 2010

URL: http://purl.umn.edu/61393

Witzke, Heinz Peter; Heckelei, Thomas.

The research presented is part of a larger study aiming at the analysis of reform options for the EU sugar policy regime. This paper focuses on the effects of quota reduction and support price cuts. A thorough theoretical analysis investigates the implications of farm heterogeneity for aggregate supply modeling purposes under the current sugar regime. It can be shown that the treatment of sugar quantities produced under the different quotas and without quota can be treated as different products in an aggregate profit function analysis. Marginal and discrete price and quota effects are derived. Subsequently, the derived behavioral characteristics are implemented in the framework of the agricultural sector model CAPSIM to provide a broader policy evaluation....

EXPAMOD: A methodological Tool for Linking Farm and Market Models by Means of Econometric Response Functions

Palavras-chave: Agricultural and Food Policy.

Ano: 2002

URL: http://purl.umn.edu/19807

Perez Dominguez, Ignacio; Bezlepkina, Irina V.; Heckelei, Thomas; Oude Lansink, Alfons G.J.M.; Romstad, Eirik; Kanellopoulos, Argyris.

Technical change at the farm level or changes in input prices often entail that the firm's supply function changes. These changes can take place in numerous ways. This paper presents a methodology that increases the consistency in supply responses across various sets of agricultural products and farm types with a market model based on a statistical response function approach. Since most farm simulation models are limited to a subset of regions and farm types, the linkage to an aggregated model requires a procedure for expanding these results to non sample regions, so that full regional coverage is achieved. This paper addresses theoretical aspects related to the consistency between micro and market level models. Next it deals with some empirical findings...

Farm Structural Change in German Regions - An Empirical Analysis using Micro and Macro Data

Palavras-chave: Farm models; Market models; Extrapolation; Farm Management.

Ano: 2008

URL: http://purl.umn.edu/43838

Zimmermann, Andrea; Heckelei, Thomas.

General economic developments as well as recent fundamental changes in the Common Agricultural Policy will likely impact significantly on the European farm structure. Although a decline of total farm numbers continues to be the general observation, important differences occur across regions and farm types. These differentiated developments and their determinants are of high relevance for policy impact assessment at the regional level. The main objective of the analysis provided in this paper is to empirically identify whether regionally specific characteristics account for differences in regional farm structure development. This is exemplarily shown for German FADN regions. As methodological approach a combined time series, cross-sectional Markov chain...