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Model dinamičkog stohastičkog opšteg ravnotežnog stanja (DSGE)×Model opće ravnoteže koji se može izračunati (CGE)×Model Vektorske Autoregresije (VAR)×
PodručjeEkonometrijaEkonometrijaEkonometrija
ObiteljRegression modelRegression modelRegression model
Godina nastanka200720022005
TvoracSmets & 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
VrstaMicro-founded macroeconomic general equilibrium modelNumerical general equilibrium modelMultivariate time-series model
Temeljni izvorSmets, 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 ↗
Drugi naziviDSGE, 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
Srodne534
SažetakA 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).
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ScholarGateUsporedite metode: DSGE Model · CGE Model · VAR Model. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare