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Reál üzleti ciklusok. Áttekintés
[Real business cycles. A survey]

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  • Lőrincz, Szabolcs

Abstract

A tanulmány a nyolcvanas évek elején született reál üzleti ciklusok elméletét foglalja össze. A standard növekedési modellből kiindulva, majd a Solow-féle reziduummal mért technológiai sokkok nyomán a technológiai fejlődést jellemző paramétert egy sztochasztikus folyamattal ábrázolva, valamint fogyasztást, munka- és szabadidőt optimalizáló egyéneket feltételezve, racionális várakozások és általános egyensúlyi keretek között olyan modell szerkeszthető, amely az empíria által leírt ciklusjelenséghez a reálváltozókra viszonylag jól illeszkedő idősorokat generál. Az alapmodell megoldása tehát egyben versenyegyensúly is, piaci tökéletlenségek nélkül magyarázza az aggregált fluktuációt. Az elmélet ezen irányzata fejlődése során azonban általánosabb érvényű lett, és napjainkban kalibrálható sztochasztikus dinamikus általános egyensúlyelméleti modellek építésével a makroökonómia egyik legfontosabb elemzési eszközévé vált. Így részben el is távolodott az eredeti célkitűzéstől kompetitív környezetben technológiai sokkokkal magyarázni a ciklusjelenségeket , mintegy keretet adva számtalan probléma megfogalmazásának és vizsgálatának. A tanulmány elmélettörténeti jellegű, és főképp az irányzat első tíz évével foglalkozik, megemlítve a főbb kiterjesztéseket, de röviden kitér az újabb fejleményekre is.

Suggested Citation

  • Lőrincz, Szabolcs, 2000. "Reál üzleti ciklusok. Áttekintés [Real business cycles. A survey]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 509-530.
    • Handle: RePEc:ksa:szemle:334
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
    • D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models

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