Dinamički stohastički model opšte ravnoteže (DSGE) nastao je kao posledica nezadovolјstva ekonomista velikim brojem neokejnzijanskih makroekonomskih modela, naročito kada je u pitanju prognoziranje ekonomskih kretanja. Bilo je neophodno formiranje modela čiji su parametri primenlјivi nezavisno od ekonomske politike. Na pragu četvrte industrijske revolucije, koja se za razliku od prethodnih kreće eksponencijalnim, a ne linearnim trendom, važno je sagledati sve izazove sa kojima će se ekonomska politika (i ekonomija uopšte) suočiti. Stoga, cilј rada je da ukaže na prednosti primene DSGE modela pri analizi i prognoziranju ekonomskih kretanja. Povećanja efikasnosti, produktivnosti, prihoda uopšte; otvaranja novih tržišta i ekonomskog rasta; povećanja kvaliteta života su samo neke od pretpostavki koje se vezuju za četvrtu industrijsku revoluciju. Međutim, rizici koji je prate su neizvesni i nepredvidivi. Pred ekonomistima je izazov na koji način meriti uticaj navedenih pretpostavki, kao i kako najefikasnije upravlјati rizicima.

Pročitaj online

Preuzmi PDF fajl

Christiano, L., Eichenbaum, S., and Trabandt, M. (2018). On DSGE models. Journal of Economic Perspectives, Vol. 32, No. 3, Pp. 113-140. Preuzeto 11. marta 2019. sa sajta http://en.cafr.cn/Events/fom/D1_3_CET_jep2018.pdf

Dragutinović D. (2008). Power and Weakness of Monetary Policy in Striking a Balance Between Balance of Payments and Inflation-Related Objectives, NBS working paper, Belgrade: National Bank of Serbia. Preuzeto 13. marta 2019. sa sajta http://www.nbs.rs/internet/latinica/90/90_0/2008_12_DD.pdf

Fabris, N. (2018). Da li je savremena makroekonomska teorija u krizi? Ekonomske ideje i praksa, Ekonomski fakultet u Beogradu, broj 30, str. 7-21. Preuzeto 11. marta 2019. sa sajta http://www.ekof.bg.ac.rs/wp-content/uploads/2014/10/001.pdf

Ghironi F. (2018). Macro needs micro. NBER Working Paper Series 23836, Preuzeto 15. marta 2019. sa sajta https://www.nber.org/papers/w23836.pdf

Grga N., and Urošević B. (2014). Application of dynamic stohastic general equilibrium models to the case of the Serbian economy. Economic Annals. Faculty of Economics Belgrade. Volume LIX, No. 201 Pp. 35-68. Preuzeto 12. marta 2019. sa sajta https://pdfs.semanticscholar.org/a1db/81ccd14559775714a11b7bc63d7d7e903abd.pdf

Hendry D. and Muelbauer, J. N. J. (2018). The Future of macroeconomics: macro theory and models at the Bank of England. Oxford Review of Economic Policy, Vol. 34, No. 1-2, Pp. 287 - 328. Preuzeto 12. marta 2019. sa sajta https://www.economics.ox.ac.uk/department-of-economics-discussion-paper-series/the-future-of-macroeconomics-macro-theory-and-models-at-the-bank-of-england

Krugman, P. (2018). Good enough for government work? Macroeconomics since the crisis. Oxford Review of Economic Policy, Vol. 34, No. 1-2, Pp. 156 - 168. Preuzeto 15. marta 2019. sa sajta https://academic.oup.com/oxrep/article-abstract/34/1-2/156/4781811

Portillo, R. (2017), Monetary and Fiscal Policy Analysis with DSGE models, IMF, Joint Viena Institut

Schwab. K. (2015), The Fourth Industrial Revolution: what it means, how to respond, World Economic Forum. Preuzeto 11. marta 2019. sa sajta https://www.weforum.org/agenda/2016/01/the-fourth-industrial-revolution-what-it-means-and-how-to-respond

Slanicay, M.(2014). Some Notes on Historical, Theoretical and Empirical Background of DSGE models. Review of Economic Perspectives, Faculty of Economics and Administration, The Journal of Masaryk University. Preuzeto 13. marta 2019. sa sajta https://content.sciendo.com/view/journals/revecp/14/2/article-p145.xml

Stiglitz, J. E, (2018). Where modern macroeconomics went wrong. Oxford Review of Economic Policy, Vol. 34, No. 1-2, Pp. 70 - 106. Preuzeto 12. marta 2019. sa sajta https://www.ineteconomics.org/uploads/papers/Where-Modern-Macroeconomics-Went-Wrong.pdf