방법 비교
선택한 방법을 나란히 검토하세요. 서로 다른 행은 강조 표시됩니다.
| 계산가능 일반균형 (CGE) 모형× | 구조적 벡터 자기회귀 (SVAR)× | |
|---|---|---|
| 분야 | 계량경제학 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2002 | 1980 |
| 창시자≠ | Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theory | Sims (1980); identification schemes by Blanchard & Quah (1989) |
| 유형≠ | Numerical general equilibrium model | Multivariate time series model |
| 원전≠ | Lofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5. link ↗ | Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. link ↗ |
| 별칭≠ | computable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE) | SVAR, structural vector autoregression, identified VAR, structural VAR model |
| 관련≠ | 3 | 5 |
| 요약≠ | 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. | 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. |
| ScholarGate데이터셋 ↗ |
|
|