
doi: 10.2139/ssrn.3531226
Spanish Abstract: En este documento intentamos responder a una cuestion clave en la modelacion macroeconomica ?Que tanto reproduce un modelo estocastico de equilibrio general los datos? Para responder esta pregunta usamos tres tipos de tecnicas. Primero, comparamos los momentos estadisticos del modelo con los datos. Segundo, efectuamos una simulacion de los ciclos. Tercero, comparamos las impulso-respuesta del modelo DSGE con las de un modelo SVAR. Adicionalmente, se estima el modelo usando m´etodos bayesianos. Tomando en cuenta datos de Estados Unidos durante 1950-2019, el modelo replica relativamente bien el comportamiento de los datos, aunque se observan ciertas diferencias en cuanto a las magnitudes. English Abstract: In this document we try to answer a key question in macroeconomic modeling. How much does a stochastic model of general equilibrium reproduce the data? To answer this question we use three metrics. First, we compare the statistical moments of the model with the data. Second, we perform a simulation of the cycles. Third, we compare the impulse-response of the DSGE model with those of an SVAR model. Additionally, the model is estimated using Bayesian methods. Taking into account data from the United States, on a quarterly frequency (1950-2019), the model replicates the behavior of the data relatively well, although certain di erences in magnitudes are observed.
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