Compară metode

	Model de Echilibru General Computabil (CGE)	Modelul spațiului de stare (Filtrul Kalman)
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	2002	1990
Autorul original	Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theory	Harvey; Durbin & Koopman (state space treatment); Kalman filter
Tip	Numerical general equilibrium model	State space time series model
Sursa seminală	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.
Denumiri alternative	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)
Înrudite	3	4
Rezumat	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.