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مدل تعادل عمومی قابل محاسبه (CGE)×مدل خودرگرسیون برداری (VAR)×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش20022005
پدیدآورLofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theoryLütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
نوعNumerical general equilibrium modelMultivariate time-series model
منبع بنیادینLofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5. link ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
نام‌های دیگرcomputable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE)vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
مرتبط34
خلاصهA 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.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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ScholarGateمقایسهٔ روش‌ها: CGE Model · VAR Model. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare