ScholarGate
सहायक

विधियों की तुलना करें

चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।

गतिशील स्टोकेस्टिक सामान्य संतुलन (DSGE) मॉडल×कम्प्यूटेबल जनरल इक्विलिब्रियम (CGE) मॉडल×वेक्टर ऑटोरिग्रेशन (VAR) मॉडल×
क्षेत्रअर्थमितिअर्थमितिअर्थमिति
परिवारRegression modelRegression modelRegression model
उद्भव वर्ष200720022005
प्रवर्तकSmets & Wouters; An & Schorfheide (Bayesian DSGE estimation)Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theoryLütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
प्रकारMicro-founded macroeconomic general equilibrium modelNumerical general equilibrium modelMultivariate time-series model
मौलिक स्रोतSmets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606. DOI ↗Lofgren, 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 ↗
उपनामDSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE)computable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE)vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
संबंधित534
सारांशA 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.A 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).
ScholarGateडेटासेट
  1. v1
  2. 3 स्रोत
  3. PUBLISHED
  1. v1
  2. 3 स्रोत
  3. PUBLISHED
  1. v1
  2. 1 स्रोत
  3. PUBLISHED

खोज पर जाएँ स्लाइड डाउनलोड करें

ScholarGateविधियों की तुलना करें: DSGE Model · CGE Model · VAR Model. 2026-06-18 को यहाँ से प्राप्त https://scholargate.app/hi/compare