Comparar métodos

	Modelo de Equilíbrio Geral Computável (EGC)	Modelo de Espaço de Estados (Filtro de Kalman)	Modelo de Vetores Autorregressivos (VAR)
Área	Econometria	Econometria	Econometria
Família	Regression model	Regression model	Regression model
Ano de origem	2002	1990	2005
Autor original	Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theory	Harvey; Durbin & Koopman (state space treatment); Kalman filter	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tipo	Numerical general equilibrium model	State space time series model	Multivariate time-series model
Fonte seminal	Lofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5.	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.
Outros nomes	computable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE)	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Relacionados	3	4	4
Resumo	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.	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).