Search: DSGE model
Did you mean
dsgemodel?
RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
Search Results
References
3 Jan 2023
RDP
2022-09
Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No 2018-04. ... Rothenberg TJ (1971), ‘Identification in Parametric Models’, Econometrica, 39(3), pp 577–591
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
Non-technical summary for ‘The Rise in Household Liquidity’
3 Jan 2023
RDP
2022-09
responds. A common way to do this is to use econometric models called structural vector autoregressions (SVARs). ... Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion
https://www.rba.gov.au/publications/rdp/2022/2022-09/non-technical-summary.html
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
3 Jan 2023
RDP
2022-09
All variables enter the model in log levels except for interest rates, which enter in levels. ... These restrictions are consistent with monetary policy rules that are typically embedded in macroeconomic models.
https://www.rba.gov.au/publications/rdp/2022/2022-09/full.html