Salīdzināt metodes

	Dinamiskais stohastiskais vispārējā līdzsvara (DSGE) modelis	Valsts telpas modelis (Kalmana filtrs)	Vektora autoregresijas (VAR) modelis
Nozare	Ekonometrija	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model	Regression model
Izcelsmes gads	2007	1990	2005
Autors	Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation)	Harvey; Durbin & Koopman (state space treatment); Kalman filter	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tips	Micro-founded macroeconomic general equilibrium model	State space time series model	Multivariate time-series model
Pirmavots	Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606.	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Citi nosaukumi	DSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE)	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Saistītās	5	4	4
Kopsavilkums	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 state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases.	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).