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Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Modeli i Ekuilibrit të Përgjithshëm Stokastik Dinamik (DSGE)×Modeli i Ekuilibrit të Përgjithshëm të Llogaritshëm (CGE)×Modeli i Autoregresionit Vektorial (VAR)×
FushaEkonometriEkonometriEkonometri
FamiljaRegression modelRegression modelRegression model
Viti i origjinës200720022005
KrijuesiSmets & Wouters; An & Schorfheide (Bayesian DSGE estimation)Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theoryLütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
LlojiMicro-founded macroeconomic general equilibrium modelNumerical general equilibrium modelMultivariate time-series model
Burimi themeluesSmets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606. DOI ↗Lofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5. link ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Emërtime të tjeraDSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE)computable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE)vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Të lidhura534
PërmbledhjaA 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 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.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).
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ScholarGateKrahasoni metodat: DSGE Model · CGE Model · VAR Model. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare