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Nobel Laureates

The Value of Information for Crop Forecasting with Bayesian Speculators: Theory and Empirical Results


Volume: Volume 9, No. 1

Issue: Spring 1978

Pages: pp. 123-144

Authors: David F. Bradford and Harry H. Kelejian

Title: The Value of Information for Crop Forecasting with Bayesian Speculators: Theory and Empirical Results

Abstract: This paper develops a model of the way in which information about current conditions is translated by Bayesian speculative inventory holders into forecasts of the flow of harvests, and in turn, into forecasts of prices in a competitive market system. Improvement in the information system (e.g., more accurate observations) affects the commodity price distribution, and this change can be evaluated using Marshallian surplus from consumption. The model is applied empirically to the case of wheat crop forecasting in the United States.


JEL Classification

Theory of Uncertainty and Information (0261)
Specific Forecasts and Models (1323)
Agricultural Supply and Demand Analysis (7110)