I'm exploring IMPLAN for the sole purpose of understanding what goes into the Type SAM multipliers, and am referencing the IMPLAN document titled "Explaining the Type SAM Multiplier. Using the 2009 U.S. data, I've generated a National industry by industry SAM with three sectors and have used the elements of this SAM to generate a Leontief inverse. Multipliers are calculated as closed up to all household type income only. The industry by industry SAM is retrieved from "Industry Accounts", "Export", and "IxI Industry Detail, Row Detail". All transfer types are included in the SAM. The resulting spreadsheet is attached, where "Sheet1(2) shows what I've included in my calculations. I divide the column elements by the corresponding row totals and calculate the column sum of the Leontief inverse to derive multipliers. By doing this I can easily recreate the Type I multipliers. I can not exactly reproduce the Type SAM multipliers, however. Here's my experiments. If I include all institutional transactions and value-added elements in my calculations along with the industry accounts (see Z1 in spreadsheet), the resulting multipliers are too high. If I dog-leg it such that the institutional transactions and household to factors are zeroed I get something close to IMPLAN results (see Z2 in spreadsheet). However, the difference appears large enough to discount rounding error as the source of differences. The spreadsheet shows the transactions table used in both experiments and resulting multiplier estimates. So my question is what should be included in the transactions table (Z?) to reproduce the Type SAM multipliers reported in IMPLAN, or is there a process besides the Leontief inverse necessary for calculating such multipliers. [attachment=448]TESTS.xlsx[/attachment] Many thanks! Steve
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