GCRI · 貿易と戦略資源

貿易の計量経済学

Econometrics estimates relationships in trade and price data from observed history. In this field it measures how price shocks pass from world to local markets, how trade responds to policy measures, and how disruptions affect output and prices.

01登録

Econometrics for trade on the record.

手法の記録STEM の手法
  1. 手法計量経済学
  2. スチュワード経済開発
  3. 適用先貿易と戦略資源
  4. 正式なページSTEM コモンズ
02申請

What econometrics does here.

Econometrics applies statistical methods to economic data to estimate relationships, test theories and forecast. It provides empirical evidence on how shocks and policies affect economic outcomes. In trade, resources and supply chains and industry and robotics, econometric evidence estimates how disasters, pandemics and financial shocks affect output, employment and prices. It informs the economic case for リスク削減. The canonical description is on STEM Commons.

価格転嫁

Time-series models estimate how much and how fast changes in world food and energy prices pass into domestic prices, allowing for exchange rates and policies.

Effects of trade measures

Gravity models and difference-in-differences designs estimate how tariffs, export controls and 制裁 change trade flows, including rerouting through third countries.

Disruption impacts on output

Event studies relate dated supply disruptions to changes in production and prices in the industries that depend on the disrupted input.

03シミュレーター

産業連関経済を通じたショック。

A loss of output in one sector propagates through the technical coefficients to its suppliers and customers, and recovers at the rate you set; the coefficients are teaching values, not national accounts. Teaching model with stated illustrative values, not a prediction.

管理策

最初に打撃を受けた部門(一覧での位置)
0
ショックの大きさ
その出力の 30%
ショックの継続期間
30 days
回復速度
1 日あたり 0.08
シミュレーション日数
180 days

読み取り値

実行期間中に失われた産出
0.74% of a year’s output
直接効果に対する総効果(乗数)
1.83 times
最も影響を受ける他の部門
エネルギー
そのピーク時の機能不全度
3.8%
数値、手法、出典
部門最大機能停止率(%)産出の重み(%)
農業31.0417.0
エネルギー3.798.5
製造業1.4118.9
交通と港湾2.4620.1
貿易0.3218.1
サービス2.7417.4

手法

  1. 産業連関分析 Leontief (1936); Miller and Blair (2009), Input-Output Analysis, Cambridge University Press
  2. 機能不全産業連関モデル Haimes and Jiang (2001), Journal of Infrastructure Systems 7
  3. 動的な機能不全と回復 Lian and Haimes (2006), Systems Engineering 9
  4. 不確実性ファン(パラメータ・モンテカルロ) Spiegelhalter, Pearson and Short (2011)、Visualising uncertainty about the future、Science 333
  5. 一因子ずつの感度分析(トルネード図) Saltelli and others (2008), Global Sensitivity Analysis: The Primer, Wiley

データ

The model runs on the teaching values set by the controls. To calibrate it for a place, read it against these admitted layers and series, which this page’s map can draw:

  • 港湾 Natural Earth
  • 海上チョークポイント Nexus(公表座標に示した特定の海峡と運河)
  • 鉄道 Natural Earth
  • 主要道路 Natural Earth
入出力経済を通じたショックの伝播。説明用の教材モデルで、実測データではなくコントロールで設定した値に基づいて動きます。手法:入出力分析(Leontief (1936)、Miller and Blair (2009)、Input-Output Analysis、Cambridge University Press)、不稼働入出力モデル(Haimes and Jiang (2001)、Journal of Infrastructure Systems 7)、動的な不稼働と復旧(Lian and Haimes (2006)、Systems Engineering 9)。
04データ

手法が使用するもの。

Datasets and records used by econometrics on this platform, with the role each plays and the label its values carry. Sources are listed in 出典の登録簿.

データ役割ラベル
Trade flows成果公表統計
Price series波及公表統計
Trade policy measure databasesTreatments報告値
Industrial productionImpacts公表統計
05手法とエビデンス

How econometrics for trade is modelled, measured and tested.

モデル、その仮定、データ、不確実性を、科学者やエンジニアが確認する形で示します。構造は公表された手法に従っています。描かれた値は例示であり、知見ではありません。

システム・モデル

The couplings between the systems in econometrics for trade: signs of influence, a reinforcing and a balancing loop, and cross-links where stress jumps.

++−+貿易産業コミュニティ経済R 自己強化B バランス
Causal loop diagram from the page’s systems; signs show the direction of influence. Illustrative structure for a system dynamics or network model, not estimated couplings.
FAIR 原則・GO FAIR と FORCE11W3C PROV・World Wide Web Consortium不確実性の一貫した扱いに関するガイダンス・IPCCCEOS 解析即応データ・地球観測衛星委員会
06検証

結果の確認方法。

Models are assessed through specification tests, robustness checks and out-of-sample performance. Results are compared across datasets and methods.

確認実施方法
Pre-trend testsTreated and comparison flows are checked for parallel trends before measures
Robustness to specificationResults are compared across model specifications
Structural break testsRelationships are tested for change over time

Endogeneity, measurement error and structural change can bias estimates. Relationships may shift under extreme conditions.

08スチュワードシップ

手法を維持する者。

経済開発 stewards econometrics for the Consortium and reviews how it is applied across platforms.

10質問

質問と回答。

What are the limits of econometrics in this field?
Endogeneity, measurement error and structural change can bias estimates. Relationships may shift under extreme conditions.
結果はどのように確認されますか?
Models are assessed through specification tests, robustness checks and out-of-sample performance. Results are compared across datasets and methods.
このページの値は実際のものですか?
The data names, roles and checks are real descriptions of practice. The canvas shows a design of the method’s use, not a run; no result is reported here.
この手法は他にどこで適用されていますか?
社会を動かし続ける 正式な手法のページ には、それを適用するすべてのプラットフォームが掲載されています。
報告書貢献する

このページからエビデンスを提供する。

報告書 is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.

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貿易と戦略資源

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