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| Динамички стохастички модел опште равнотеже (DSGE)× | Model opšte ravnoteže koji se može izračunati (CGE)× | Strukturna autoregresija (SVAR)× | Model vektorske autoregresije (VAR)× | |
|---|---|---|---|---|
| Oblast | Ekonometrija | Ekonometrija | Ekonometrija | Ekonometrija |
| Porodica | Regression model | Regression model | Regression model | Regression model |
| Godina nastanka≠ | 2007 | 2002 | 1980 | 2005 |
| Tvorac≠ | Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation) | Lofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theory | Sims (1980); identification schemes by Blanchard & Quah (1989) | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| Tip≠ | Micro-founded macroeconomic general equilibrium model | Numerical general equilibrium model | Multivariate time series model | Multivariate time-series model |
| Temeljni izvor≠ | Smets, 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 ↗ | Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673. link ↗ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| Drugi nazivi≠ | DSGE, 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) | SVAR, structural vector autoregression, identified VAR, structural VAR model | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| Srodne≠ | 5 | 3 | 5 | 4 |
| Sažetak≠ | 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 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. | 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. | 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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