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DSGE Model/Evidence
Method evidence record

DSGE Model

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.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Dynamic Stochastic General Equilibrium Model
Taxonomic method record · regression-model / econometrics
  • Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606. · DOI 10.1257/aer.97.3.586
  • An, S. & Schorfheide, F. (2007). Bayesian Analysis of DSGE Models. Econometric Reviews, 26(2–4), 113–172. · DOI 10.1080/07474930701220071
  • Adjemian, S. et al. (2011). Dynare: Reference Manual, Version 4. Dynare Working Papers, 1. · URL
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyCGE Modelmachine-suggested · Relational suggestion, not evidence.Same method familyState Space Modelmachine-suggested · Relational suggestion, not evidence.Same method familyStructural VARmachine-suggested · Relational suggestion, not evidence.Same method familyVAR Modelmachine-suggested · Relational suggestion, not evidence.Same method familyVECMmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

3 recorded citations, copied from the method source record.

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