Compară metode

	Modelul DSGE (Dynamic Stochastic General Equilibrium)	Vector Autoregresiv Structural (SVAR)
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	2007	1980
Autorul original	Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation)	Sims (1980); identification schemes by Blanchard & Quah (1989)
Tip	Micro-founded macroeconomic general equilibrium model	Multivariate time series model
Sursa seminală	Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Denumiri alternative	DSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE)	SVAR, structural vector autoregression, identified VAR, structural VAR model
Înrudite	5	5
Rezumat	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.	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.