Сравнение на методи

	Динамичен стохастичен общ равновесен модел (DSGE)	Структурна векторна авторегресия (SVAR)
Област	Иконометрия	Иконометрия
Семейство	Regression model	Regression model
Година на възникване	2007	1980
Създател	Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation)	Sims (1980); identification schemes by Blanchard & Quah (1989)
Тип	Micro-founded macroeconomic general equilibrium model	Multivariate time series model
Основополагащ източник	Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Други названия	DSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE)	SVAR, structural vector autoregression, identified VAR, structural VAR model
Свързани	5	5
Резюме	A DSGE model is a micro-founded macroeconomic general equilibrium model that combines the optimising decisions of households, firms, and government under rational expectations. Popularised for empirical policy work by Smets and Wouters (2007) and given its Bayesian estimation framework by An and Schorfheide (2007), it is the standard tool for central-bank policy analysis, fiscal-shock simulation, and the study of business-cycle fluctuations.	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.