DSGE
定义 Definition
DSGE 是 Dynamic Stochastic General Equilibrium 的缩写,中文常译为动态随机一般均衡(模型):一种用于宏观经济分析的模型框架,强调经济主体(如家庭、企业、政府)在不确定性(随机冲击)下,随时间动态做决策,并在市场中达到整体均衡。常用于研究货币政策、经济波动、通胀与产出等问题。(在不同文献中也可能有不同设定与扩展。)
发音 Pronunciation (IPA)
/ˌdiːɛsˌdʒiːˈiː/
例句 Examples
A DSGE model can help explain business cycles.
DSGE 模型可以帮助解释经济周期波动。
Central banks often use DSGE frameworks to simulate how interest-rate shocks affect inflation and output over time.
各国央行常用 DSGE 框架来模拟利率冲击如何在一段时间内影响通胀与产出。
词源 Etymology
DSGE 来自四个英文单词的首字母缩写:Dynamic(动态的)、Stochastic(随机的)、General(一般的)、Equilibrium(均衡)。该术语在现代宏观经济学文献中广泛流行,尤其常见于“新凯恩斯主义”与政策分析相关研究。
相关词 Related Words
文学与著作 Literary Works
- Interest and Prices: Foundations of a Theory of Monetary Policy(Michael Woodford, 2003)
- Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework(Jordi Galí, 2008)
- “An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area”(Frank Smets & Raf Wouters, 2003)
- “Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach”(Smets & Wouters, 2007)
- “Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy”(Christiano, Eichenbaum & Evans, 2005)