MIT LIBRARIES 3 9080 03130 2414 working paper department of economics Labor Force Macroeconomics in Egypt : Structure of a General Equilibrium Model* ^i£?SI^ massachusetts institute of technology 50 memorial drive Cambridge, mass. 02139 Youssef Boutros-Ghali and Lance Taylor Department of Economics M.I.T. Cambridge, Mass. October, 1980 M.I.T. Working Paper # 265*^ Labor Force Macroeconomics in Egypt; Structure of a General Equilibrium Model* <^i£>Sf^ *The authors are at the Department of Economics, Massachusetts Institute of Technology. The research described here was partly supported by a joint research program of Cairo University and the Massachusetts Institute of Technology which was financed by the Agency for International Development and the World Bank. The sponsoring institutions bear no responsibility for the contents of this paper. Digitized by the Internet Archive in 2011 with funding from Boston Library Consortium Member Libraries http://www.archive.org/details/laborforcemacroeOObout -1- Intrcxiuctlon. Since the mid-1970's Egypt has experienced major changes in its economic and political structure. Ths most salient economic developments are in the availability of manpower (especially at skilled occupation levels), expanded policy stiiriilus to private sector activity and restructuring of the war economy toward a more growth-oriented system. These changes are bound to have a significant inpact in the mediijn run, especially vhen the new aspirations toward economic growth of Egyptian policymakers collide with stnmctural limitations in Labor-Svipply, balance of payments and savings' availability. In the light of these develcmients an important question inposes itself, namely, what are the substitution possibilities available to the Egyptian economic structure that will allow it to fulfill its growth ambitions within its constraints? To answer this question, a con^sutable general equilibrium model is built around a social accounting matrix (SAM) set ip by a team of economists from Cairo University, MTT, and the Egyptian Ministry of Planning. This paper aims to describe in detail this model with its structviral equations, factor constraints, and datza basis. Section I describes the general features of the model; section II details the production, factor demands and income generation blocks of the model; section III presents the closure inposed cxi the stnnjcture. The data basis generated for the specific needs of this model is presented in section IV. consistency run of the model. Finally, section V presents a A General Equilibrium Model for Egypt The model presented in this paper follows closely a computable general equilibrium model built by the Planning Methods Project of the joint Cairo University/M. I.T. Research Program. Since the details of the model are available in Eckaus, McCarthy and Mohie-Eldin (19 79) (henceforth ECM) , we will limit ourselves in this section to outline the general features of the model and its mechanism without going into the details of its structural equations. Section II will take up its detailed presentation of the structural equations that differentiate out model from the E.C.M. model. Table form. 1 presents t±ie basic equations of the model in very stylized Its mechanisms are fairly straightforward. the material balance equations (e.q. (1). Outpi± is determined in This in turn determines t±e level of value added and factor demands. Value added, in turn, determines incomes, consumption, and government tax revenue (equations (2), (3), (4) and (5)). Outpiit prices are cost -determined in e.q. (5) with consunption in turn determined by valiie added and all other terms in equation (1) determined exogenous ly. A new level of outptit is established. balance will determine equilibrium output. A savings investment Ctorresponding to tiiis output are factor demands. These are matched with factor constraints to determine factor returns. These in turn feed back into output prices (via P^ in equation 5) leading to new incomes, consumptions, factor demands, etc. General equilibrium is obtained when the savings investment balance hDlds and factor markets clear simultaneously. the iQDdel. Details are left to E.C.M. Figure 1 presents a flow-chart of (79). Before we move to present our model a few basic features of the E.C.M. model -- many of mentioning. Aiiiich will carry over into our story — are worth The valve added "production functions" are Cobb-Douglas -3- Table 1 Material Balance X=AX+C+G+E+I+As (1) V = P(K, L, X) (2) Value Added Incomes 12 Y. = Z a..pYv.(l i=l, ...,12 -t.)+S. j = 1, . . . , 6 (3) ConsuiTiption C, = E C. .(Y.) i = 1, .... 12 (4) J Price Determination Price of Value Added P = g(w, r) Price of output P. = vpT 12 +Za. P +t.P. + P*mi (5) Government Expenditures & Revenue R = I t.P. EE t..V. , 1 11.. iJ E = G + Z S. ji 1 (6) -A- Forotgn Trade 12 = Z P.E Exports i Imports = l ?* 1 m.x. + I C XI (7) .mi . J Factor Market Constraints Z L^(W/P) ^ i = L E K^(r/P) = (8) K The model has 12 sectors built around an input-output matrix. Consumers are divided into six groups by size distribution of income and sector (three for the urban sector and three for the rural sector.) Land, and Labor. Factors are Capital, Production is for most sectors divided between private sector, production and public sector production. -5- FIGURE 1 Initial Output Guess 4- Output X Value Added V Initial Factor Returns Prices Guess W o , <r P r o Incomes Y Consumption C Final Demand C+G+E+I+AS Factor Excess Demands i Factor Returns W "r ^1 = X, . -6- functions vath their inplications of fixed fee tor shares and unit elasticities of si±>stitution. This feature will be changed in the model presented in this paper as explained below. explicitly. Money does not enter the model Government deficit (determined endogenous ly) is presumably financed ty mcxiey creation. No money demand equations are specified. The inflation rate is endogenous, i.e. the price determination equations are not homogeneous of degree in nominal values. As a consequence of this lack of honogeneity, the savings investment balance is attained through forced savings inqjosed in part through fector returns. Foreign savings is determined endogenous ly; since real exports are fixed, it is implicitly assumed that the nominal exchange rate (for exports only) will move to keep them constant. With this brief exposition of the E.C.M. model section II below will outline the differences between this model and ours. II. Factor Substitution in a General Equilibrium Framework For our model to answer questions about sx±)stitution possibilities in the Egyptian system, a basic reformulation of the value added production function is introduced. In this section \te present new production functions introduced and their iiiplications for income determination and fector demands II - A: The Production Function As in t±ie E.C.M. model, our model is built around a twelve sector input-output matrix and its production functions are assumed to be with fixed coefficients in valvie added and intermediates: X = vV + Za., X, + m X Ji i i i i i (Il-l) -7- l.e. value added Is a fixed proportion of output along with domestic and intermediates. ijiiported Real value added is "produced" according bo a two level C.E.S. production function (as opposed to a Cobb-Douglas in the E.C.M. model), i.e. "'^'' ^1 = ^^\ h'' where L. = a labor aggregate (explained below) in K = capital stock in i T, 1 == land in ("-2) + ^i ^i'' + ^i h''^ i i 1-a^ where = h- value added. k L B . , 6 . T , B. = distribution parameters corresponding to this production function is a cost function that will determine the "price" of value added. , V, P^ = [h\ w{^-^i> + b^ Rf-^i> + b^ zf-°i^] 1-0^ i (11-3) where W = is the unit cost of the labor aggregate input (defined below) in i. R = the rental rate on capital in i Z = the rental rate on land in i -8- These two functions provide die first level of the C.E.S. functions value added. aggregate The second level appears with the production of the labor It is assumed that only a labor ffggregate enters the Lj^. production function for value added. combining — fiDr This aggregate is "produced" by — in a C.E.S. production function three types of labor — skilled, blue collar, and unskilled. thus ; with; = skilled labor in i I Ji.„ i2 = blue collar labor in 1 £.„ = unskilled labor in i 1-a. M, = J^i Y 12 Y,, . i i where o is the elasticity of substitution between the various labor inputs 3 ^. = are distribution coefficients 1 Again corresponding to this "production function" a cost function will determine the cost of the labor agcreeate W " ^ W, = [g,(w)^^ + Si "21 The cost of this labor aggregate W . i i.e: + ^i -31 1 (^^-5) will enter the cost function in (II-3) to determine the price of value added P^. II-B; Factor Demands Coupled with these cost equations, factor demand equations are derived along neoclassical lines. -9- o. R. -o. h-hU-i^ 'Vi 1 = a -o Z 1.. . 12 (II-6-A) i „ il ijl R , = Y 1 . J J j = 1, f ii V o, 1 [ 1 w. ^ i ^ 2, (1I-6-B) ^l\ ] i 3 i = 1, . 12 -10- \ It is worth noting that demand for the three types of labor enbodies the two stages of tie aggregate C.E.S. functions in (II-2) and (II-4), i.e. the first stage calculates the demand for the labor sggregate L^ and the second stage calculates vath this given the demand for the indivldioal L^^ skills. Inccane Generation II - C: As was mentioned in Table 1 the E.C.M. model divides consumers into six income groijps, the grouping being made accordipg to the size distribution of Now the distribution of value added around fee tors in both the income. E.C.M. model and our model is straightforward, the only difference being that with Cobb-Douglas production fijnctions (in the E.C.M. version) factor shares are constant; in the model presented here because of the C.E.S. functions fector shares are variable. factor returns — Their derivative with respect to real — as is known for C.E.S. 's will be positive or negative depending on vhether tie elasticity of substitution is greater or smaller than unity. depend for It is worth notipg here that labor shares in value added will tiiese derivatives on both intra- factor and intra- skill elasticities of substitutions, i.e. where Ji is the share in V.A. of the industry. j*^'^ skill group in the i*-*^ Now contrary to the E.C.M. model we have no data on the mapping from the functional income distribution to the size distribution. rule was therefore adopted to generate this mapping. A sinple It was assumed that land and capital incomes accrue to the various income groups in tte same proportions as those in the E.C.M. mapping. As for labor, it was assimed -11- that skilled labor income vent to top 10% income grovps, blue collar to t±ie the middle 30% income groijp, and unskilled labor incane to the bottom 60% income grov:ps. Labor value added accruing to each income groxjp in the E.C.M. model was used to calibrate the distribution in our model. parameters of the mapping were assumed constant. The Income for the k income group is thus: 12 12 3 . ,, 11 1 or; Y., o; , = =rz v.x. 12 V V 12 ^ 12 C. R. a^ Z. j=l h=l ^ Jl^ "J -a. B.J r-j-]] ^ -^] o^ 3 R. J W. °A '^nj pV-"-" il J where; k = share of re k-th income class in profit income in re j-th ^. ^ £ sector. T = shave of re k-th income class in rent income in the j-th jk sector. , •' f , ik -" = share of re k-th income class in type n labor income in sector j . -12- III. Model Closvire. As is clear from tiie nature of cxanputable general equilibrivjm models of the E.C.M. type, the closure of the model will markedly affect the results of the comparative macro- statics performed. By closure vie mean the specificaticai of which factors will be constrained in the model since this choice will determine vhich nominal factor returns will move to equate The homogeneity of the model rules out any unemployment supply and demand. On the other hand, not constraining a fecrtor in the constrained factors. inplies a fixed nominal return to it, and therefore, if prices go 14), a In this model, after varioijs experiments, we settled decreased real return. on the following constraints. i) Unskilled Labor: In view of observed recent increases in vrages, (mainly nominal but also real) we decided to constrain the supply of unskilled labor. Perfect labor mobility is assumed between the agricultural sectors and the non- industrial sectors, (construction, housing, transportation, services). The industrial sectors (textiles, intermediate and capital goods industries and oil production) are constrained separately witii perfect labor mobility amcarjg them. Wage differentials among sectors (within each of the two groxjps above) are kept fixed. This is to represent institutional barriers to wage equalization via labor mobility that the model cannot handle. Note that the differential between the two groups of unskilled workers (agricultxjal/non-indiistrial and industrial) can vary. ii) For blue collar workers, we chose to constrain their supply in the agricultural and the food processirig sectors (with full mobility ard fixed wage differentials) . A separate constraint was iaposed far the Industrial — -13- sectors (defined above) and one for services and transportation. In view of the important role migration has played in the availability of labor fiar the construction and housing sectors,** we chose to isolate their blue collar workers by assuming no mobility between the rest of tiie econoniy and these two sectors. iii) White Collar Workers — The 1961/62 nationalization and eniployment drive led to an overstaffiiig of firms with white collar workers.* This along with the education policy of Egypt, stressing academic and university training — led vis not to constrain white collar enployment in activities where the public sector predominates (all of the indvistrial sectors, transport, communication, and services). This lack of a supply constraint does pose a problem in terms of the political econon^^ of Efeypt. Most vhite collar workers will remain with a fixed noninal wage and thus (as the model results show) a decreasing real wage. However, given that vhite collar workers constitute a sizable portion of the politically vocal strata, sudi a decrease in their real wage seems dubioijs. performed to capture this point. vMte Some experiments can be Regarding other sectors, we constrain collar workers in agriculture (again with free mobility and fixed wage differentials). Finally, followipg the argument for blue collar workers, construction and hoxjsing have their labor stqjplies constrained separately. *See R. Mabro and S. Radwan: Clarendon Press, Oxford, 1973. **See Eckaus and Mohie-Eldin. The Industrialization of Egypt: 1939-1979, . -14- — iv) Capital capital has proven to be the most difficult factor to pia down since data for capital stocks and capacity utilizaticxi are very poor in Egypt.* We have therefore assumed that there is no constraint oa capital in agriculture, it beipg of a rather traditional nature and easily reproducible. In the rest of the economy evidence suggests that there was invitilized capacity until around 1973. Me therefore proceeded as follows. Using educated guesses for capital- output ratios, we ccaiputed capital in use in the 12 sectors (along with base year profit rates), and assumed unused capacity to be 18.1% in indxostry and 8.0% in the remaining non- agricultural sectors** (these somev^tet low figures take Into account the drive for increased production after 1973 and presumably the increase in capacity vised) . Ws then constrained the capital stock in the public sector portion of all non-agricultural sectors, with fixed profit differentials and full mobility (which in the context of the public sector seems plausible) As for the service sector, we chose not to constrain its capital since the concept of capital in that sector (which includes the Suez Canal and tourism) is not well defined. v) Land —we have normalized the base year rent on land at unity and therefore land is meas\jred in normalized units. It represents cropped acreage (as opposed to actual acreage) since crop rotation constraints have not been taken into consideration. Vfe thus impose only a constraint on total land use in agriculture. *See Mabro and Radwan, (76 ) **See Mabro and Radwan, (76) and Radwan (74) -15- Data Base. IV. 1 - Labor Obviously the extension of the model to a nore detailed picture of the Egyptian econoiny requires expanding its data base. various soxjrces (disciissed below) did not classification (see Table 1) . This data collected from match our twelve sector The sectors In which the data on employment by skills, capital (when available) and wages by skill are classified are listed CXI the left-hand side of Table 2 (below). twelve sector aggregation (for details see E.C.M. Now based on the E.C.M. (79)) the mapping from the nine sectors of official pijblications into our twelve sectors is shown in Table 2. This mapping is based on labor value added weights (since it is going to be used to distribute enployment among sectors) . The numbers in parentheses indicate that some of our twelve sectors drew their labor from more than one of the (official publication) left-hand sectors in the proportions shown. The data on total enployment by sector was taken from "AL TAWAZOFF WAL OJOUR for 1975" pxjblished by CAFMAS. This first mapping provided sectors. \js with en^jloyment by sector Next a skill proportions matrix fiar cur twelve was used to break down total enployment by sector into enployment by skill level (skilled, blue collar and unskilled) by sector. Finally the breakdown of employment by skill and by sector into private sector enployment and government sector enployment was done according to the respective shares in total labor value. The resulting final distribution of labor is shown in Table 3. Provided in an xnpublished docviment of the Vforld Bank -16- TABLE 2 Offlclfll Classification Model Classification Agriculture Staple Food N-Staple Food Cotton Other Agriculture Manufacturing Food Process liTg Textile Industry Other Industry (.8) Gas and Electricity Other Industry (.2) Construction Construction Housing (.7) Mining Crude Oil and Products Transportation and Conmunlcatlon Transportation and Coramunicatlon Tradlr^ Finance Services Services Housing (.3) -17- TABLE 3A THE BASE PERIOD EMPLOYMENT MATRIX PRIVATE SECTOR IN 0,000 UNITS Sector White Collar Blue Collar Unskilled Staple Food 1.159685 1.632348 71.327423 Non-Staple Food 2.459472 3.462008 152.154388 Cotton 0.831700 1.170799 51.996399 Other Agriculture 1.782300 2.508599 110.176193 Food Processing Industry 0.126670 2.284715 8.418262 Textile Industry 0.159477 2.885838 10.633100 Other Industry 0.302428 2.175154 7.577731 Construction 2.211554 3.541041 3.979243 Crude Oil and Products 0.089849 0.134120 0.665247 Transportation and Communication 0.308776 1.188485 1.133301 Housing 2.698134 5.873165 3.196939 19.041611 75.777512 14.072956 Other Services -18- TABLE 3B THE BASE PERIOD EMPLOYMENT MATRIX GOVERNMENT SECTOR IN 0,000 UNITS Sector White Collar Blue Collar Unskilled Staple Food 0.117614 0.165551 7.233969 Non-Staple Food 0.208928 0.294091 12.925243 Cotton 0.0 0.0 0.0 Other Agriculture 0.0 0.0 0.0 Food Processing Industry 0.51730 0.935984 3.448731 Textile Industry 0.367723 6.654156 24.517792 Other Industry 1.186272 8.532043 29.723648 Construction 5.560145 8.902656 10.004355 Crude Oil and Products 0.376951 0.562680 2.790952 Transportation and Communication 4.645824 17.881912 17.051590 Housing 0.060564 0.131834 0.071761 37.851471 150.632690 27.974625 Other Services -19- TABLE 4 WAGES BY SKILL/SECTCR (00 LE) Sectors White Collar Blue Collar Unskilled Staple Food 7.068000 3.500000 1.599999 Non-Staple Food 6.786999 3.500000 1.599999 Cotton 5.795500 3.500000 1.599999 Other Agricult\are 7.000000 3.500000 3.000000 Food Processing Industry 10.065000 5.879999 3.000000 Textile Industry 10.033998 5.879999 3.000000 Other Industry 12.113000 6.099999 3.299999 6.960400 4.000000 2.000000 10.501999 6.000000 3.500000 Transportation and Communication 9.001000 4.500000 2.500000 Housing 5.606999 4.500000 2.500000 Other Services 6.000000 3.750000 2.750000 Construction Crude Oil and Products -20- TABLE 5 TOTAL CAPITAL IN THE TWELVE SECTORS Staple Food Non-Staple Food 723.44995 2016.12012 Cotton 373.64990 Other Agriculture 696.00000 Food Processing Industry 913.19995 Textile Industry 885.00000 Other Industry Construction 5568.00000 318.00000 Crude Oil and Products 1522.50000 Transportation and Communication 1154.00000 Housing 1420.00000 Other Services 4677.00000 -21- TABLE 6 CAPITAL STOCKS AND CAPITAL OUTPUT RATIOS Capital Output Ratios Capital in the Sectors Private Sector Public Sector 1.59 Staple Food 1.59 Non-Staple Food 1.59 Cotton 373.64990 0.0 1.5 Other Agriculture 696.00000 0.0 0.6 Food Processing Industry 794.46533 118.73444 1.0 Textile Industry 597.62744 287.37231 4.0 Other Industry 1037.55786 4530.44141 0.5 Construction 99.28339 218.71660 2.5 Crude Oil and Products 270.99023 1251.50952 2.0 Transportation and Communication 71.63484 1082.36499 Housing 1266.63867 153.36115 Other Services 4129.18750 547.80908 10.0 1.5 618.53979 104.91000 1718.26929 297.85059 -22- TABLE 7 RATES OF RETURN ON CAPITAL BY SECTOR Sectors Private Capital Government Capital Staple Food 0.14298 0.14298 Non-Staple Food 0.17123 0.17123 Cotton 0.16867 0.0 Other Agriculture 0.11453 0.0 Food Processing Industry 0.11791 0.11791 Textile Industry 0.18443 0.18443 Other Industry 0.06511 0.06511 Construction 0.38406 0.38406 Crude Oil and Products 0.19896 0.19896 Transportation and Communication 0.24114 0.24114 Housing 0.05868 0.05869 Other Services 0.15881 0.15881 -23- TABLE 8 CAPITAL LABOR AND LABOR LABOR ELASTICITIES OF SUBSTITUTION Sector K/L L/L Staple Food 1.3 3.0 Non-Staple Food 1.3 3.0 Cotton l.A 3.0 Other Agriculture 1.3 3.0 Food Processing Industry .53 3.0 Textile Industry .52 3.0 Other Industry .79 3.0 Construction 1.2 3.0 Crude Oil and Products .45 3.0 Transportation and Conununlcation .2 3.0 1.6 3.0 Housing Other Services -24V. The Consistency Run Tables below show the values for the main production, consumption, and government deficit figures resulting from a (Base) consistency run. The figures are self-explanatory and do not need comment. -25- I I I I I W o * m l>- (O 0> ^ o> ^ o in CM CM in 100 in 0) CO t~ 00 ^ r- o * \n CD O ^ «t •oi 0> •- CO <» 00 00 CM in (O CM CM - 01 in (o CM in a> «T CM o> •- o It o> O) in n V »• CO (U u 3 u u >• s a w 0> I I 0) I I CO o o o t- t ^ (D CD in o (o o ^> n in o in CM u> CO CM ID 00 00 in I I I CO t-i 3 O l-i U -Q C in (O pj in CN at in 1^ 'T «r (0 CO I (u I I >- I 0) I I O. 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(- • 1 E o tr a. CJ a z < o z < UJ tn > a •-" I- o 3 a _i •- o ZI-IOKIZ3 ooi-ouji-atj: z o o o o i/> < V a: a a a a o Io 1- 1/1 UJ o a o a in < a a UJ (3 1/1 >-• lA oe ul O V- z 3 I in -I »- o -30- z M CO (O u> in (D r> to in S ^ o CM CO (O to in in e 00 ID 10 o u Ui M o « M <D m m n o tcn to en (D »- »- n o 111 a: 01 a z Ui > o a Q. X o o CD CO o o z o z 3 < Z o Z > z O lU 3 O -i UJ o < OC I- < >- o (- -31- v> Ul ec < z < tx o a. -I < z CO t~ o o <o CO n If) C4 Ol (O CM 0) o in 0) X rCM CO O) (O (O in (D O) O) 0) CI »»- 0> o o t CO tn in oi •<» 10 ^~ i~ t*. o o o (0 »- 00 CI CI CM CO 01 CO ID o> CI at o »- w 1- z UJ E (E 110 UJ o. a X UJ 1 w (/) i/i (cr ttr t- O a X Ul O a S •^ a o a E I-* 1- z s 1- > z Ifl 10 :£ 111 111 > z l-« »-4 o o 1— (A -1 < K o 1- w a z -I > <i (O UJ z 111 (T Ul u. u. »-i UJ 1- < > in o o o w O z > < i-i z > 4 ¥-i (/) CO »-• o t- Ul u *-l l-( cc 0. a IE • t- > o o w Ul s o o REFERENCES Eckaus, R.S,, McCarthy F.D. and Mohie Eldin, A., "Multisector General Equilibrium Models For Egypt," M.I.T. Department of Economics Working Paper No. 233, March, 1979, Mabro, R. and Radwan, S. "The Industrialization of Egypt 1939-1973," Clarendon Press. Oxford, 1976. , Radwan, S. , "Capital Formation in Egyptian Industry and Agriculture 18821967," Ithica Press. London, 1974. 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