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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
_____________________________________________________________________________________
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
_____________________________________________________________________________________
.
1 )2011 (
)4(2009- )1(1992
.
2 )2004 ( "
"
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1. Beidas-Strom and Poghosyan 2. Leduc and Sill 3. Kim
102 1415 1392
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.
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103
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6 7 8
t
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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 (
.
.
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)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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PMt=PDt = .
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114 1415 1392
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115
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8 )2006 (
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1. Klein 2. Sims
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_____________________________________________________________________________________
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_____________________________________________________________________________________
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INV_GAMMA100/0 000/2
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:
*
.
40
.
127
_____________________________________________________________________________________
5-
)
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.
.
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.
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128 1415 1392
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.
.
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.
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.
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.
129
_____________________________________________________________________________________
4. ) 1393 (
.
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3.
6. ) 1389 (
1389.
7. All egret, J. P. and Benkhodja, M.T. (2011), External Shocks and
Monetary Policy in a Small Open Oil Exporting Economy. Working
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17. Cooley T. and Hansen, G. (1995), Money and the Business Cycles, in
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30. Kim, J. (2000), Constructing and Estimating a Realistic Optimizing
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Multivariate Linear Rational Expectations Model, Journal of Economic
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