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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Central Bank Frameworks: Evolution or Revolution?

12 Apr 2018 Conference – 2018
The Reserve Bank of Australia 2018 conference, ‘Central Bank Frameworks: Evolution or Revolution?’
https://www.rba.gov.au/publications/confs/2018/

The Role of the Exchange Rate in Monetary Policy – the Experience of Other Countries | Conference – 1993

12 Jul 1993 Conferences
Michael Artis
This gave way after around 1983 (the year of the ‘Mitterand U-turn’) to the asymmetric model. ... The credibility model was seen as requiring that no nominal devaluations should be undertaken.
https://www.rba.gov.au/publications/confs/1993/artis.html

The Labour Market | Conference – 1990

21 Jun 1990 Conferences
Bruce Chapman
Australia. The results of the experiment are presented for a variety of models.
https://www.rba.gov.au/publications/confs/1990/chapman.html

Discussion on The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013

19 Aug 2013 Conferences
This simple additional restriction on trade allows the model to explain the first three stylised facts. ... The participant then asked whether banks' choice of funding source could be included in the model.
https://www.rba.gov.au/publications/confs/2013/bech-monnet-disc.html

The Relationship Between Financial Indicators and Economic Activity: Some Further Evidence | Conference – 1989

20 Jun 1989 Conferences
Glenn Stevens and Susan Thorp
Other authors have overturned or restored the original result, with conclusions usually depending on model specification. ... The third set of models includes imports and real PFD rather than the bill rate.
https://www.rba.gov.au/publications/confs/1989/stevens-thorp.html

Funding Flows and Credit in Carry Trade Economies | Conference – 2013

19 Aug 2013 Conferences
Silvia Miranda Agrippino and Hélène Rey
Abhyankar, Gonzalez and Klinkowska (2012) show that a conditional consumption capital asset pricing model (CAPM) is able to price a large variation in the cross-section of carry trade portfolios. ... They use a variant of the Vasicek (2002) model with a
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html

Banks, Markets and Liquidity | Conference – 2007

20 Aug 2007 Conferences
Franklin Allen and Elena Carletti
This can only be done in a model that explicitly models the possibility of crises. ... The model is a benchmark for investigating the welfare properties of financial systems.
https://www.rba.gov.au/publications/confs/2007/allen-carletti.html

The Determinants of Long-Run Growth | Conference – 1995

10 Jul 1995 Conferences
Steve Dowrick
The past ten years have seen an eruption of models of the growth process. ... Hammond and Rodriguez-Clare (1993) have proposed an encompassing mathematical model of growth.
https://www.rba.gov.au/publications/confs/1995/dowrick.html

Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997

21 Jul 1997 Conferences
Gordon de Brouwer and James O'Regan
The difference is that expectations are adaptive in this model rather than rational as is typical in the literature. ... Henderson and McKibbin (1993) and Levin (1996) report a similar result for large international economic models.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html

International Business Cycle Co-movements through Time | Conference – 2005

11 Jul 2005 Conferences
Dan Andrews and Marion Kohler
Notes: All models are estimated as DOLS models with 4 leads and lags. ... For the euro area, we do not need to control for monetary policy in order to obtain a valid model, but inclusion of the variable leads to valid models for all
https://www.rba.gov.au/publications/confs/2005/andrews-kohler.html