So sánh phương pháp

	Mô hình Cân bằng Tổng thể Ngẫu nhiên Động (DSGE)	Mô hình Cân bằng tổng thể tính toán (CGE)	Mô hình Vector Tự hồi quy Cấu trúc (SVAR)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model	Regression model
Năm ra đời	2007	2002	1980
Người khởi xướng	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)
Loại	Micro-founded macroeconomic general equilibrium model	Numerical general equilibrium model	Multivariate time series model
Công trình gốc	Smets, F. & Wouters, R. (2007). Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review, 97(3), 586–606.	Lofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5.	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Tên gọi khác	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
Liên quan	5	3	5
Tóm tắt	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.