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Model vyčíslitelné všeobecné rovnováhy (CGE)×Model panelových dat s fixními efekty×Model vektorové autoregrese (VAR)×
OborEkonometrieEkonometrieEkonometrie
RodinaRegression modelRegression modelRegression model
Rok vzniku200220142005
TvůrceLofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theoryHsiao (textbook treatment); within transformation of panel dataLütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
TypNumerical general equilibrium modelPanel data regressionMultivariate time-series model
Původní zdrojLofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5. link ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Další názvycomputable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modelivector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Příbuzné354
ShrnutíA Computable General Equilibrium model is a numerical equilibrium framework that represents the input-output relationships among all sectors, factors of production, households, and foreign trade in an economy through a Social Accounting Matrix (SAM). Grounded in Walrasian general equilibrium theory and formalised in the standard IFPRI model of Lofgren, Harris and Robinson (2002), it simulates the economy-wide effects of policy shocks such as tax reform, trade liberalisation, or environmental policy.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).
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ScholarGatePorovnat metody: CGE Model · Panel Fixed Effects · VAR Model. Získáno 2026-06-17 z https://scholargate.app/cs/compare