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97
1392
Quarterly Journal of Economics and Modelling Shahid Beheshti University
1
*
** ***
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15/6/93 19/11/93
1 . .
* ( ) [email protected]
** [email protected] *** [email protected]
**** [email protected]
98 1415 1392
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JELC63,E32,C61,E12,F1,E27
1-
1(DSGE)
2 )1982 ( .
3(RBC)
.
. DSGE
DSGE
1. Dynamic Stochastic General Equilibrium (DSGE) 2. Kydland and Prescott 3. Real Business Cycles (RBC)
99
_____________________________________________________________________________________
1 .
2 )1989 ( RBC
DSGE .
.
.
1 ) .1976 (
.
.
.
.
.
.
2. Cooley and Hansen
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_____________________________________________________________________________________
.
.
.
2-
1 )2013 (
.
.
2 )2012 (
)2(2009 -)1(1948
.
3 )2011 ( DSGE
) 4(2010-)1(1990
1. Lan and Meyer-Gohde 2. Strachan and Van Dijk 3. Allegret and Benkhodja
101
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.
1 )2011 (
)4(2009- )1(1992
.
2 )2004 ( "
"
. 3 )2000 (
DSGE
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1. Beidas-Strom and Poghosyan 2. Leduc and Sill 3. Kim
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103
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DSGE DSGE
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2
.
3
4 5 (RE)
6 7 8
t
:
1. 9
2. DSGE
3.
4. .
DSGE
1. Structural VAR (SVAR) 2. Stochastic Intertemporal Optimization 3. Structural Parameters 4. Steady State 5. Log Linear 6. Rational Expectation (RE) 7. Backward Looking 8. Forward Looking 9. Transversality Condition
105
_____________________________________________________________________________________
1
2
.
DSGE 3 )2003 (
.
.
.
DSGE 4
)2009 (5 )2008 (6 )2007 (7 )2003 ( 8 )2002 (9 )2000 ( 10 )1994 ( 11 )1989(
)1982(
.
) ( .
1. Stock 2. Flow 3. Woodford 4. Ferroni 5. Wickens 6. Canova 7. Woodford 8 . Bergoeing and Soto 9. Schorfheide 10. Nason and Cogley 11. Cooley and Hansen
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-
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Kt+1 :
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PDi PXi
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PMt=PDt = .
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113
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1. Christiano and Eichenbaum 2. Hansen and Prescott
114 1415 1392
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4 5
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2. Pichler 3. Perturbation 4. Parameterized Expectations Algorithm (PEA) 5. Galerkin Projection 6. Blanchard and Khan
115
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8 )2006 (
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1. Klein 2. Sims
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4. ) 1393 (
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3.
6. ) 1389 (
1389.
7. All egret, J. P. and Benkhodja, M.T. (2011), External Shocks and
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