Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Modeli wa DSGE (Dynamic Stochastic General Equilibrium)× | Muundo wa Uhusiano wa Kiotomatiki wa Vecta (VAR)× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 2007 | 2005 |
| Mwanzilishi≠ | Smets & Wouters; An & Schorfheide (Bayesian DSGE estimation) | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| Aina≠ | Micro-founded macroeconomic general equilibrium model | Multivariate time-series model |
| Chanzo asilia≠ | Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606. DOI ↗ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| Majina mbadala | DSGE, dynamic stochastic general equilibrium, micro-founded macroeconomic model, Dinamik Stokastik Genel Denge Modeli (DSGE) | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| Zinazohusiana≠ | 5 | 4 |
| Muhtasari≠ | 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. | 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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