Climate change and increases in CO2 concentration affect the productivity of land, with implications for land use, land cover, and agricultural production. Much of the literature on the effect of climate on agriculture has focused on linking projections of changes in climate to process-based or statistical crop models. However, the changes in productivity have broader economic implications that cannot be quantified in crop models alone. How important are these socio-economic feedbacks to a comprehensive assessment of the impacts of climate change on agriculture? In this paper, we attempt to measure the importance of these interaction effects through an inter-method comparison between process models, statistical models, and integrated assessment model (IAMs). We find the impacts on crop yields vary widely between these three modeling approaches. Yield impacts generated by the IAMs are 20%–40% higher than the yield impacts generated by process-based or statistical crop models, with indirect climate effects adjusting yields by between −12% and +15% (e.g. input substitution and crop switching). The remaining effects are due to technological change.