真实商业周期与动态随机一般均衡:商业周期理论与证据的计算方法

RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE

Journal of Economic Surveys · 2009
被引 26
人大 AABS 2

中文导读

这篇文献综述重点介绍真实商业周期和动态随机一般均衡模型的最新计算与推断技术,作为罗默教材的补充,并用简单可分劳动RBC模型演示计算过程,附有可复现的代码和美国数据。

Abstract

Abstract Real business cycle (RBC) and dynamic stochastic general equilibrium (DSGE) methods have become essential components of the macroeconomist's toolkit. This literature review stresses recently developed techniques for computation and inference, providing a supplement to the Romer textbook, which stresses theoretical issues. Many computational aspects are illustrated with reference to the simple divisible labor RBC model. Code and US data to replicate the computations are provided on the internet, together with a number of appendices providing background details.

真实经济周期模型动态随机一般均衡计算方法商业周期