Confronta i metodi

	Modello Dinamico Stocastico di Equilibrio Generale (DSGE)	Structural Vector Autoregression (SVAR)
Campo	Econometria	Econometria
Famiglia	Regression model	Regression model
Anno di origine	2007	1980
Ideatore	Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation)	Sims (1980); identification schemes by Blanchard & Quah (1989)
Tipo	Micro-founded macroeconomic general equilibrium model	Multivariate time series model
Fonte seminale	Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Alias	DSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE)	SVAR, structural vector autoregression, identified VAR, structural VAR model
Correlati	5	5
Sintesi	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.	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.