Análisis bibliométrico de los modelos estocásticos de equilibrio general

Los modelos estocásticos de equilibrio general, o DSGE por sus siglas en inglés (Dynamic stochastic general equilibrium) se han convertido en los modelos económicos más utilizados en la macroeconomía moderna. Por lo anterior, el objetivo de este documento es analizar el origen, la evolución y el est...

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Autores:: Cerquera Losada, Oscar Hernan
Adames Papa, Fabian

Tipo de recurso:: Article of journal

Fecha de publicación:: 2023

Institución:: Corporación Universidad de la Costa

Repositorio:: REDICUC - Repositorio CUC

Idioma:: spa

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dc.title.spa.fl_str_mv	Análisis bibliométrico de los modelos estocásticos de equilibrio general
dc.title.translated.eng.fl_str_mv	Bibliometric analysis of stochastic general equilibrium models
title	Análisis bibliométrico de los modelos estocásticos de equilibrio general
spellingShingle	Análisis bibliométrico de los modelos estocásticos de equilibrio general Macroeconomía DSGE Bibliometría Publicación Redes Macroeconomics DSGE Bibliometrics Publication Networks
title_short	Análisis bibliométrico de los modelos estocásticos de equilibrio general
title_full	Análisis bibliométrico de los modelos estocásticos de equilibrio general
title_fullStr	Análisis bibliométrico de los modelos estocásticos de equilibrio general
title_full_unstemmed	Análisis bibliométrico de los modelos estocásticos de equilibrio general
title_sort	Análisis bibliométrico de los modelos estocásticos de equilibrio general
dc.creator.fl_str_mv	Cerquera Losada, Oscar Hernan Adames Papa, Fabian
dc.contributor.author.spa.fl_str_mv	Cerquera Losada, Oscar Hernan Adames Papa, Fabian
dc.subject.spa.fl_str_mv	Macroeconomía DSGE Bibliometría Publicación Redes
topic	Macroeconomía DSGE Bibliometría Publicación Redes Macroeconomics DSGE Bibliometrics Publication Networks
dc.subject.eng.fl_str_mv	Macroeconomics DSGE Bibliometrics Publication Networks
description	Los modelos estocásticos de equilibrio general, o DSGE por sus siglas en inglés (Dynamic stochastic general equilibrium) se han convertido en los modelos económicos más utilizados en la macroeconomía moderna. Por lo anterior, el objetivo de este documento es analizar el origen, la evolución y el estado actual del estudio del enfoque DSGE, así como examinar las críticas y limitaciones más importantes que se le han realizado. Adicionalmente se analizó la difusión de los modelos DSGE utilizando análisis bibliométricos descriptivos y redes de citas de co-citación. Después de la crisis del 2009, la producción científica relacionada con los modelos DSGE creció de manera acelerada, en Estados Unidos y Gran Bretaña se concentra la mayor cantidad de publicaciones, por lo que un gran volumen de artículos se publica en inglés. El análisis de co-citación reveló la existencia de seis subáreas de investigación dentro el enfoque DSGE, todas centradas alrededor de los cuatro autores con mayor cantidad de citas y fuerza de enlace.
publishDate	2023
dc.date.accessioned.none.fl_str_mv	2023-07-01 00:00:00 2024-04-09T20:10:24Z
dc.date.available.none.fl_str_mv	2023-07-01 00:00:00 2024-04-09T20:10:24Z
dc.date.issued.none.fl_str_mv	2023-07-01
dc.type.spa.fl_str_mv	Artículo de revista
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dc.identifier.url.none.fl_str_mv	https://doi.org/10.17981/econcuc.44.2.2023.Econ.1
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dc.relation.ispartofjournal.spa.fl_str_mv	Económicas CUC
dc.relation.references.spa.fl_str_mv	Akerlof , G. A. & Yellen, J. L. (1985). A near-rational model of the business cycle, with wage and price inertia. The Quarterly Journal of Economics, 100, 823–838. https://doi.org/10.1093/qje/100.Supplement.823 Azariadis, C. (1975). Implicit contracts and underemployment equilibria. Journal of political economy, 83(6), 1183–1202. https://doi.org/10.1086/260388 Baily, M. N. (1974). Wages and employment under uncertain demand. The Review of Economic Studies, 41(1), 37–50. https://doi.org/10.2307/2296397 Barrdear, J. & Kumhof, M. (2022). The macroeconomics of central bank digital currencies. Journal of Economic Dynamics and Control, 142, 104–148. https://doi.org/10.1016/j.jedc.2021.104148 Bernanke, B. S., Gertler, M. & Gilchrist, S. (1999). The Financial Accelerator in a Quantitative Business Cycle Framework. In J. B. Taylor & M. Woodford, Handbook of macroeconomics, (Vol. 1, Part. C, p. 1341–1393). North-Holland. https://doi.org/10.1016/S1574-0048(99)10034-X Blanchard, O. (2016). ¿Tienen futuro los modelos DSGE? Revista de economía institucional, 18(35), 39–46. https://doi.org/10.18601/01245996.v18n35.03 Blanchard, O. & Kahn, C. (1980). The solution of linear difference models under rational expectations. Econometrica: Journal of the Econometric Society, 48(5), 1305–1311. https://doi.org/10.2307/1912186 Brida, J., Pepeyra, J. & Devesa, M. (2008). Evaluating the Contribution of Tourism to Economic Growth. Anatolia, 19(2), 351–357. https://doi.org/10.1080/13032917.2008.9687079 Broer, T., Harbo, N.-J., Krusell, P. & Öberg, E. (2016). The New Keynesian transmission mechanism: A heterogeneous-agent perspective. The Review of Economic Studies, 87(1), 77–101. https://doi.org10.1093/restud/rdy060 Canova, F. (2014). Bridging DSGE models and the raw data. Journal of Monetary Economics, 67(C), 1–15. https://doi.org/10.1016/j.jmoneco.2014.06.003 Carlstrom, C. T. & Fuerst, T. S. (1997). Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis. American Economic Review, 87(5), 893–910. Available: https://www.jstor.org/stable/2951331 Christiano, L. J., Eichenbaum, M. & Evans, C. L. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy. Journal of Political Economy, 113(1), 1–45. https://doi.org/10.1086/426038 Christiano, L. J., Eichenbaum, M. & Trabandt, M. (2018). On DSGE models. Journal of Economic Perspectives, 32(3), 113–140. https://doi.org/10.1257/jep.32.3.113 Christiano, L., Trabandt, M. & Walentin, K. (2010). DSGE models for monetary policy analysis. In B. M. Friedman, M. (Eds.) Woodford, Handbook of monetary economics (3nd ed., pp. 285–367). North Holland. https://doi.org/10.1016/B978-0-444-53238-1.00007-7 Cochrane, J. H. & Piazzesi, M. (2002). The Fed and Interest Rates: A High Frequency Identification. American Economic Review Papers and Proceedings, 92(2), 90–101. https://doi.org/10.1257/000282802320189069 Corsetti, G., Duarte, J. B. & Mann, S. (2018). One money, many markets-a factor model approach to monetary policy in the euro area with high-frequency identification. Cambridge Working Papers in Economics, 1816, 1–50. https://doi.org/10.17863/CAM.21792 Cúrdia , V. & Woodford, M. (2010). Credit Spreads and Monetary Policy. Journal of Money, Credit and Banking, 42(1), 3–35. https://doi.org/10.1111/j.1538-4616.2010.00328.x Dammski, B. (2019). Modelos DSGE como um novo consenso em economia: uma abordagem bibliométrica [Doctoral Thesis. Universidade de São Paulo]. Digital Library USP. https://doi.org/10.11606/T.12.2019.tde-06122019-124753 Dammski, B. R., Mugnaini, R. & Duarte, P. (julho, 2018). Modelos DSGE: uma abordagem bibliométrica. Trabalho apresentado ao 6 Encontro Brasileiro de Bibliometria e Cientometria, EBBC, Rio de Janeiro, Brasil. Disponível em http://hdl.handle.net/20.500.11959/brapci/117624 De Vroey, M. (2016). A history of macroeconomics from Keynes to Lucas and beyond. Cambridge: Cambridge University Press. https://doi.org/10.1017/CBO9780511843617 Fève, O., Moura, A. & Pierrard, O. (2019). Shadow banking and financial regulation: A small-scale DSGE perspective. Journal of Economic Dynamics and Control, 101(C), 130–144. https://doi.org/10.1016/j.jedc.2019.02.001 Fischer, S. (1977). Long-term contracts, rational expectations, and the optimal money supply rule. Journal of political economy, 85(1), 191–205. https://doi.org/10.1086/260551 Galí, J., López-Salido, J. D. & Vallés, J. (2007). Understanding the Effects of Government Spending on Consumption. Journal of the European Economic Association, 5(1), 227–270. https://doi.org/10.1162/JEEA.2007.5.1.227 Gerali, N., Neri, S., Sessa, L. & Signoretti, F. M. (2008). Credit and Banking in a DSGE Model of the Euro Area. Journal of Money, Credit and Banking, 42(Suplemento 1), 107–141. Available: https://www.jstor.org/stable/40784964 Gertler, M. & Kiyotaki, N. (2015). Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy. America economy review, 105(7), 2011–2043. https://doi.org/10.1257/aer.20130665 Gertler, M., Kiyotaki, N. & Prestipino, A. (2020). A macroeconomic model with financial panics. The Review of Economic Studies, 87(1), 240–288. https://doi.org/10.1093/restud/rdz032 Gordon, D. (1974). A neo-classical theory of Keynesian unemployment. Economic inquiry, 12(4), 431–459. Avaiklable: https://econpapers.repec.org/article/oupecinqu/v_3a12_3ay_3a1974_3ai_3a4_3ap_3a431-59.htm Gregory, A. W., McNeil, J. & Smith, G. W. (2021). US Tax and Spending Shocks 1950–2019: SVAR Overidentification with External Instruments. [Working Paper, 1461]. Department of Economics, Queen's University. Available from https://www.econstor.eu/bitstream/10419/247203/1/qed-wp-1461.pdf Gust, C., Herbst, E., López-Salido, D. & Smith, M. E. (2017). The empirical implications of the interest-rate lower bound. American Economic Review, 107(7), 1971–2006. https://doi.org/10.1257/aer.20121437 Kaplan, G., Moll, B. & Violante, G. L. (2018). Monetary policy according to HANK. American Economic Review, 108(3), 697–743. https://doi.org/10.1257/aer.20160042 Korinek, A. (2017). Thoughts on DSGE Macroeconomics: Matching the Moment, But Missing the Point? Philosophy & Methodology of Economics, 7, 159–173. https://doi.org/10.7312/guzm18672-009 Kydland, F. & Prescott, E. (1982). Time to build and aggregate fluctuations. Econometrica: Journal of the Econometric Society, 50(6), 1345–1370. https://doi.org/10.2307/1913386 León, A. (2021). Modelos de equilibrio general dinámicos estocásticos para el desarrollo turístico [Tesis Doctoral]. Universidad de Málaga, Málaga, España. Disponible en https://hdl.handle.net/10630/23604 Lindé, J. & Trabandt, M. (2018). Should we use linearized models to calculate fiscal multipliers? Journal of Applied Econometrics, 33(7), 937–965. https://doi.org/10.1002/jae.2641 Long, J. B. & Plosser, C. I. (1983). Real business cycles. Journal of political Economy, 91(1), 39–69. https://doi.org/10.1086/261128 Lucas, R. (1976). Econometric Policy Evaluation a Critique. Carnegie-Rochester Conference Series on Public Policy, 1, 19–46. https://doi.org/10.1016/S0167-2231(76)80003-6 Mankiw, N. G. (1985). Small menu costs and large business cycles: A macroeconomic model of monopoly. The Quarterly Journal of Economics, 100(2), 529–537. https://doi.org/10.2307/1885395 Mankiw, G. & Romer, D. (1991). New Keynesian Economics: Coordination failures and real rigidities. Massachusetts: MIT press. McKay, A. & Reis, R. (2016). The Role of Automatic Stabilizers in the U.S. Econometrica, 84(1), 141–194. https://doi.org/10.3982/ECTA11574 Mertens, K. & Ravn, M. (2013). The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States. American Economic Review, 103(4), 1212–1247. https://doi.org/10.1257/aer.103.4.1212 Muscatelli, A., Tirelli, P. & Trecroci, C. (February, 2004). Can Fiscal Policy Help Macroeconomic Stabilisation? Evidence from a New Keynesian Model with Liquidity Constraints. Presented at CESifo Conference on Macro, Money and International Finance, CES, Munich, Germany. https://dx.doi.org/10.2139/ssrn.534267 Niñerola, A., Sánchez-Rebull, M.-V. & Hernández-Lara, A.-B. (2019). Tourism Research on Sustainability: A Bibliometric Analysis. Sustainability, 11(5), 1–17. https://doi.org/10.3390/su11051377 Nguyen, L. (2019). Bayesian Inference in Structural Vector Autoregression with Sign Restrictions and External Instruments [Working paper]. University of California at San Diego. Available from https://acsweb.ucsd.edu/~lhn022/pdfs/LamNguyen_JMP_2nd.pdf Parra-Alvarez, J. (2018). A comparison of numerical methods for the solution of continuous-time DSGE models. Macroeconomic Dynamics, 22(6), 1555–1583. https://doi.org/10.1017/S1365100516000821 Phelps, E. S. & Taylor, J. B. (1977). Stabilizing powers of monetary policy under rational expectations. Journal of political Economy, 85(1), 163–190. https://doi.org/10.1086/260550 Rochon, L.-P. y Rossi, S. (2018). El estado de la macroeconomía. Ola Financiera, 11(31), 100–127. https://doi.org/10.22201/fe.18701442e.2018.31.68103 Shapiro, C. & Stiglitz, J. E. (1984). Equilibrium unemployment as a worker discipline device. The American Economic Review, 74(3), 433–444. Available: https://www.jstor.org/stable/1804018 Smets, F. & Wouters, R. (2003). An estimated dynamic stochastic general equilibrium model of the euro area. Journal of the European economic association, 1(5), 1123–1175. https://doi.org/10.1162/154247603770383415 Smets, F. & Wouters, R. (2007). Shocks and frictions in US business cycles: A Bayesian DSGE approach. American economic review, 97(3), 586–606. https://doi.org/10.1162/154247603770383415 Smith, D. R. & Rivett, D. A. (2009). Bibliometrics, impact factors and manual therapy: balancing the science and the art. Manual therapy, 4(14), 456–459. https://doi.org/10.1016/j.math.2008.11.004 Stiglitz, J. E. (2017). Where Modern Macroeconomics Went Wrong. Oxford Review of Economic Policy, 34(2), 70–106. https://doi.org/10.3386/w23795 Taylor, J. B. (1979). Estimation and control of a macroeconomic model with rational expectations. Econometrica: Journal of the econometric society, 47(5), 1267–1286. https://doi.org/10.2307/1911962 Tonta, Y. & Darvish, H. R. (2010). Diffusion of latent semantic analysis as a research tool: A social network analysis approach. Journal of Informetrics, 4(2), 166–174. https://doi.org/10.1016/j.joi.2009.11.003 Van Eck, N. J. y Waltman, L. (2023). VOSviewer (versión 1.6.19) [Software]. Disponible en https://www.vosviewer.com/ Weiss, A. (1980). Job queues and layoffs in labor markets with flexible wages. Journal of Political economy, 88(3), 526–538. Available: https://www.jstor.org/stable/1831930 Werning, I. (2015). Incomplete markets and aggregate demand. National Bureau of Economic Research, 21448, 1–42. Available: https://www.nber.org/papers/w21448 Woodford, M. (2003). Interest and Prices: Foundations of a Theory of Monetary Policy. Mercer: Princeton University Press.
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dc.rights.spa.fl_str_mv	Oscar Hernan Cerquera Losada, Fabian Adames Papa - 2023
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spelling	Cerquera Losada, Oscar HernanAdames Papa, Fabian2023-07-01 00:00:002024-04-09T20:10:24Z2023-07-01 00:00:002024-04-09T20:10:24Z2023-07-010120-3932https://hdl.handle.net/11323/11983https://doi.org/10.17981/econcuc.44.2.2023.Econ.110.17981/econcuc.44.2.2023.Econ.12382-3860Los modelos estocásticos de equilibrio general, o DSGE por sus siglas en inglés (Dynamic stochastic general equilibrium) se han convertido en los modelos económicos más utilizados en la macroeconomía moderna. Por lo anterior, el objetivo de este documento es analizar el origen, la evolución y el estado actual del estudio del enfoque DSGE, así como examinar las críticas y limitaciones más importantes que se le han realizado. Adicionalmente se analizó la difusión de los modelos DSGE utilizando análisis bibliométricos descriptivos y redes de citas de co-citación. Después de la crisis del 2009, la producción científica relacionada con los modelos DSGE creció de manera acelerada, en Estados Unidos y Gran Bretaña se concentra la mayor cantidad de publicaciones, por lo que un gran volumen de artículos se publica en inglés. El análisis de co-citación reveló la existencia de seis subáreas de investigación dentro el enfoque DSGE, todas centradas alrededor de los cuatro autores con mayor cantidad de citas y fuerza de enlace.Dynamic stochastic general equilibrium (DSGE) stochastic general equilibrium models have become the most widely used economic models in modern macroeconomics. Therefore, the objective of this paper is to analyze the origin, evolution and current status of the DSGE approach, as well as to examine the most important criticisms and limitations that have been made. Additionally, the diffusion of DSGE models was analyzed using descriptive bibliometric analysis and co-citation citation networks. After the 2009 crisis, the scientific production related to DSGE models grew rapidly, with the United States and Great Britain concentrating the largest number of publications, so that a large volume of articles is published in English. The co-citation analysis revealed the existence of six sub-areas of research within the DSGE approach, all centered around the four authors with the highest number of citations and link strength.application/pdftext/htmltext/xmlapplication/epub+zipspaUniversidad de la CostaOscar Hernan Cerquera Losada, Fabian Adames Papa - 2023https://creativecommons.org/licenses/by-nc-nd/4.0info:eu-repo/semantics/openAccessEsta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-SinDerivadas 4.0.http://purl.org/coar/access_right/c_abf2https://revistascientificas.cuc.edu.co/economicascuc/article/view/4404MacroeconomíaDSGEBibliometríaPublicaciónRedesMacroeconomicsDSGEBibliometricsPublicationNetworksAnálisis bibliométrico de los modelos estocásticos de equilibrio generalBibliometric analysis of stochastic general equilibrium modelsArtículo de revistahttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Textinfo:eu-repo/semantics/articleJournal articlehttp://purl.org/redcol/resource_type/ARTinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/version/c_970fb48d4fbd8a85Económicas CUCAkerlof , G. A. & Yellen, J. L. (1985). A near-rational model of the business cycle, with wage and price inertia. The Quarterly Journal of Economics, 100, 823–838. https://doi.org/10.1093/qje/100.Supplement.823Azariadis, C. (1975). Implicit contracts and underemployment equilibria. Journal of political economy, 83(6), 1183–1202. https://doi.org/10.1086/260388Baily, M. N. (1974). Wages and employment under uncertain demand. The Review of Economic Studies, 41(1), 37–50. https://doi.org/10.2307/2296397Barrdear, J. & Kumhof, M. (2022). The macroeconomics of central bank digital currencies. Journal of Economic Dynamics and Control, 142, 104–148. https://doi.org/10.1016/j.jedc.2021.104148Bernanke, B. S., Gertler, M. & Gilchrist, S. (1999). The Financial Accelerator in a Quantitative Business Cycle Framework. In J. B. Taylor & M. Woodford, Handbook of macroeconomics, (Vol. 1, Part. C, p. 1341–1393). North-Holland. https://doi.org/10.1016/S1574-0048(99)10034-XBlanchard, O. (2016). ¿Tienen futuro los modelos DSGE? Revista de economía institucional, 18(35), 39–46. https://doi.org/10.18601/01245996.v18n35.03Blanchard, O. & Kahn, C. (1980). The solution of linear difference models under rational expectations. Econometrica: Journal of the Econometric Society, 48(5), 1305–1311. https://doi.org/10.2307/1912186Brida, J., Pepeyra, J. & Devesa, M. (2008). Evaluating the Contribution of Tourism to Economic Growth. Anatolia, 19(2), 351–357. https://doi.org/10.1080/13032917.2008.9687079Broer, T., Harbo, N.-J., Krusell, P. & Öberg, E. (2016). The New Keynesian transmission mechanism: A heterogeneous-agent perspective. The Review of Economic Studies, 87(1), 77–101. https://doi.org10.1093/restud/rdy060Canova, F. (2014). Bridging DSGE models and the raw data. Journal of Monetary Economics, 67(C), 1–15. https://doi.org/10.1016/j.jmoneco.2014.06.003Carlstrom, C. T. & Fuerst, T. S. (1997). Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis. American Economic Review, 87(5), 893–910. Available: https://www.jstor.org/stable/2951331Christiano, L. J., Eichenbaum, M. & Evans, C. L. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy. Journal of Political Economy, 113(1), 1–45. https://doi.org/10.1086/426038Christiano, L. J., Eichenbaum, M. & Trabandt, M. (2018). On DSGE models. Journal of Economic Perspectives, 32(3), 113–140. https://doi.org/10.1257/jep.32.3.113Christiano, L., Trabandt, M. & Walentin, K. (2010). DSGE models for monetary policy analysis. In B. M. Friedman, M. (Eds.) Woodford, Handbook of monetary economics (3nd ed., pp. 285–367). North Holland. https://doi.org/10.1016/B978-0-444-53238-1.00007-7Cochrane, J. H. & Piazzesi, M. (2002). The Fed and Interest Rates: A High Frequency Identification. 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Mercer: Princeton University Press.7451244https://revistascientificas.cuc.edu.co/economicascuc/article/download/4404/4885https://revistascientificas.cuc.edu.co/economicascuc/article/download/4404/5153https://revistascientificas.cuc.edu.co/economicascuc/article/download/4404/5154https://revistascientificas.cuc.edu.co/economicascuc/article/download/4404/5155Núm. 2 , Año 2023 : Julio - Diciembre, 2023PublicationOREORE.xmltext/xml2596https://repositorio.cuc.edu.co/bitstreams/59681e92-7c85-449a-833e-e0ec99ceace1/download166499e1cb6ceaa4d5750072b943f166MD5111323/11983oai:repositorio.cuc.edu.co:11323/119832024-09-17 10:54:59.539https://creativecommons.org/licenses/by-nc-nd/4.0Oscar Hernan Cerquera Losada, Fabian Adames Papa - 2023metadata.onlyhttps://repositorio.cuc.edu.coRepositorio de la Universidad de la Costa CUCrepdigital@cuc.edu.co

Análisis bibliométrico de los modelos estocásticos de equilibrio general

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