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| 動的確率的汎用均衡(DSGE)モデル× | 計算可能性一般均衡(CGE)モデル× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2007 | 2002 |
| 提唱者≠ | Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation) | Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theory |
| 種類≠ | Micro-founded macroeconomic general equilibrium model | Numerical general equilibrium model |
| 原典≠ | Smets, 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 ↗ |
| 別名≠ | DSGE, 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) |
| 関連≠ | 5 | 3 |
| 概要≠ | 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. | 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. |
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