Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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2018
11 Sep 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/
The Transmission of Monetary Policy: How Does It Work?
15 Sep 2017
Bulletin
– September 2017
The transmission of monetary policy refers to how changes to the cash rate affect economic activity and inflation. This article outlines the stages of transmission and the channels through which it occurs. The effects of monetary policy are hard to
https://www.rba.gov.au/publications/bulletin/2017/sep/1.html
Why Has Retail Inflation Been So Low?
16 Jun 2016
Bulletin
– June 2016
Inflation in the price of retail goods has been surprisingly low for a number of years. The considerable depreciation of the Australian dollar over this period by itself would typically have led to higher retail inflation. This article considers
https://www.rba.gov.au/publications/bulletin/2016/jun/2.html
Recent Trends in Australian Productivity
21 Sep 2023
Bulletin
– September 2023
This article discusses the trends in Australia’s productivity growth before, during and since the pandemic and the implications for the economic outlook.
https://www.rba.gov.au/publications/bulletin/2023/sep/recent-trends-in-australian-productivity.html
Australia's Trade Openness
10 Mar 2005
Bulletin
– March 2005
This is consistent with a key finding of the ‘gravity’ model of bilateral trade: the amount of trade between two economies is inversely related to the distance between them, due to ... For the purposes of the regression equation, we use a
https://www.rba.gov.au/publications/bulletin/2005/mar/1.html
A New Measure of Average Household Size
16 Mar 2023
Bulletin
– March 2023
This article introduces a new, timely measure of average household size (AHS) – a key determinant of underlying demand for housing – using the data from the ABS monthly Labour Force Survey.
https://www.rba.gov.au/publications/bulletin/2023/mar/a-new-measure-of-average-household-size.html
Foreign Exchange Market Intervention
10 Dec 2011
Bulletin
– December 2011
changes. GARCH models explicitly estimate this relationship and in so doing are able to estimate more accurate standard errors than an ordinary least squares approach. ... Variations of this standard GARCH model, for example an Exponential-GARCH, did not
https://www.rba.gov.au/publications/bulletin/2011/dec/7.html
Long-run Trends in Housing Price Growth
17 Sep 2015
Bulletin
– September 2015
This article examines the factors driving long-run trends in Australian housing price growth over the past three decades. During the 1980s, housing prices grew broadly in line with general price inflation in the economy. The period from the 1990s
https://www.rba.gov.au/publications/bulletin/2015/sep/3.html
Submission to the Financial System Inquiry
10 Sep 1996
Bulletin
– September 1996
While there may be some scope for consolidation of supervisory management, the RBA regards the ‘mega-regulator’ model as fundamentally flawed, and would not favour it even if the RBA became ... The financial instability in three of those four
https://www.rba.gov.au/publications/bulletin/1996/sep/2.html
Description for Figures in June Quarter 2012 Bulletin article: Central Counterparty Interoperability
10 Jun 2012
Bulletin
– June 2012
Bulletin – June 2012 Description for Figures June Quarter 2012. Bulletin. article: Central Counterparty Interoperability. The left-hand side diagram illustrates a trade being novated through a single CCP – after the trade occurs, the CCP
https://www.rba.gov.au/publications/bulletin/2012/jun/d-article-7-figures.html