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动态随机一般均衡模型的主要特征与发展方向

Key Features and Development of the Dynamic Stochastic General Equilibrium Model
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摘要 回顾了传统凯恩斯主义结构宏观计量模型存在的问题和动态随机一般均衡模型的发展背景,讨论了动态随机一般均衡模型区别于传统大型宏观计量模型的优缺点,论述了当前理论界对动态随机一般均衡模型的研究现状,并以加利等人建立的新凯恩斯主义模型为基础,分析了新凯恩斯主义动态随机一般模型的主要特征,结合该范式的研究成果,探讨了动态随机一般均衡模型研究的未来发展方向。 This paper briefly reviews the existing problems of the traditional Macro econometric model and the background of the development of the dynamic stochastic general equilibrium (DSGE) model, discussing the advantages and disadvantages between the two, and the status of the research on the dynamic stochastic general equilibrium model done by the present theoretical cycle. Then, based on the CGG model established by Gali etc. the key features of the New Keynesian model are analyzed. Moreover, the direction of the future development of the DSGE model combined with the latest research results on it is probed into.
出处 《杭州电子科技大学学报(社会科学版)》 2015年第4期1-6,共6页 Journal of Hangzhou Dianzi University:Social Sciences
关键词 结构宏观计量模型 动态随机一般均衡(DSGE)模型 向量自回归(VAR)模型 真实经济周期(RBC)模型 Structural Macro Econometric Model DSGE model VAR model Real Business Cycle model
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