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动态随机一般均衡模型
释义
动态随机一般均衡模型
Encyclopedia
理学
[经济系统]
释
dynamic stochastic general equilibrium model
动态随机一般均衡模型
通过设定经济系统中经济主体如住户、厂商、政府等的行为目标和约束,运用动态优化方法推导,得到各经济主体在不确定环境及在资源、技术和信息等约束条件下的最优行为方程,进而建立包含多个方程的宏观经济系统模型。简称DSGE模型。能够全面地刻画经济系统达到一般均衡状态时各主要经济变量的决定,并研究外部冲击对经济系统波动的影响。
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