voprecotestВопросы экономикиVoprosy Ekonomiki0042-8736Voprosy Ekonomiki, NP10.32609/0042-8736-2022-9-53-72voprecotest-3986Research ArticleМАКРОЭКОНОМИКАMACROECONOMICSDSGE-модели с гетерогенными агентами: новый взгляд на особенности функционирования экономикиDSGE models with heterogeneous economic agents: A new notion at the characteristics of the functioning of the economyhttps://orcid.org/0000-0003-4683-8194ПолбинА. В.PolbinA. V.

Полбин Андрей Владимирович, к.  э.  н., руководитель центра математического моделирования экономических процессов Института прикладных экономических исследований (ИПЭИ) РАНХиГС; заведующий Международной лабораторией математического моделирования экономических процессов Института Гайдара

Москва

Andrey V. Polbin

Moscow

apolbin@gmail.comhttps://orcid.org/0000-0002-4058-7331ФокинН. Д.FokinN. D.

Фокин Никита Денисович, н. с. центра математического моделирования экономических процессов ИПЭИ РАНХиГС.

Москва

Nikita D. Fokin

Moscow

fokinikita@gmail.comРоссийская академия народного хозяйства и государственной службы при Президенте РФ; Институт экономической политики имени Е.  Т. ГайдараРоссияRussian Presidential Academy of National Economy and Public Administration; Gaidar Institute for Economic PolicyRussian FederationРоссийская академия народного хозяйства и государственной службы при Президенте РФРоссияRussian Presidential Academy of National Economy and Public AdministrationRussian Federation202206092022095372Copyright © Voprosy Ekonomiki, NP, 20222022Voprosy Ekonomiki, NPVoprosy Ekonomiki, NPhttps://www.vopreco.ru/jour/about/submissions#copyrightNoticehttps://www.vopreco.ru/jour/article/view/3986

В статье систематизируется зарубежный опыт построения динамических стохастических моделей общего экономического равновесия (DSGE) с гетерогенными экономическими агентами, анализируются преимущества моделей данного класса относительно более простых спецификаций при изучении вопросов макроэкономики: реакции агрегированных показателей (ВВП, потребления) в моделях, где агенты сталкиваются с идиосинкразическим риском снижения дохода, эффективности денежно-кредитной и бюджетно-налоговой политики, моделей предпринимательства, проблемы границы нулевых процентных ставок и модели пенсионной системы. Модели с гетерогенными экономическими агентами дают кардинально иной взгляд на многие аспекты, изученные ранее в более простых моделях, позволяют точнее воспроизводить эмпирические данные и закономерности, в частности кросс-секционное распределение доходов и богатства. Поэтому их изучение представляется весьма перспективным.

In the article we systematize foreign experience in building dynamic stochastic general equilibrium models (DSGE) with heterogeneous economic agents. The advantages of models of this class relative to simpler specifications are analyzed while studying a few fundamental topics: starting with the reaction of aggregates in models where agents face idiosyncratic income risk, monetary and fiscal policies, and ending with models with entrepreneurship, the problem of the zero lower bound, and models of the social security system. Models with heterogeneous economic agents often give a radically different look at many well studied things in simpler models. They allow more accurate reproduction of empirical data and relationships, for example cross-sectional distributions of income and wealth. Therefore, it is very promising to study these models.

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The authors declare that there are no conflicts of interest present.