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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Discussion on Terms of Trade Shocks and Fiscal Cycles | Conference – 2009

17 Aug 2009 Conferences
This simulation was conducted by Stephen Snudden using the Bank of Canada's global DSGE model, BoC-GEM. ... Lalonde R and D Muir (2007), ‘The Bank of Canada's Version of the Global Economy Model (BoC-GEM)’, Bank of Canada Technical Report No 98.
https://www.rba.gov.au/publications/confs/2009/kaminsky-disc.html

Wealth and Consumption

21 Mar 2019 Bulletin – March 2019
Diego May, Gabriela Nodari and Daniel Rees
Do households consume more when their wealth increases? Our research identifies a positive and stable relationship between household wealth and consumption, largely reflecting changes in spending on motor vehicles, durable goods and other
https://www.rba.gov.au/publications/bulletin/2019/mar/wealth-and-consumption.html

Monetary Policy Transmission – What's Known and What's Changed

15 Jun 2015 Speech
Christopher Kent
Public Lecture at the Australian National University, Canberra
https://www.rba.gov.au/speeches/2015/sp-ag-2015-06-15.html

Ekaterina Shabalina | Researcher Profiles

8 Sep 2023
Researcher profile of Ekaterina Shabalina
https://www.rba.gov.au/research/researcher-profiles/ekaterina-shabalina.html

Michaela Haderer | Researcher Profiles

10 Jul 2023
Researcher profile of Michaela Haderer
https://www.rba.gov.au/research/researcher-profiles/michaela-haderer.html

Research Discussion Papers 2011–2020

31 Dec 2011 RDP
Alexandre Dmitriev and Ivan Roberts. RDP 2013-07 An Empirical BVAR-DSGE Model of the Australian Economy. ... Sean Langcake and Tim Robinson. RDP 2013-06 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies.
https://www.rba.gov.au/publications/rdp/2011-2020.html

Is the Phillips Curve Still a Curve? Evidence from the Regions

31 Aug 2021 RDP 2021-09
James Bishop and Emma Greenland
An equation like the expectations-augmented Phillips curve also appears in many New Keynesian DSGE models, and is called the New Keynesian Phillips curve. ... Figure 3: Inflation-unemployment Trade-off in the RBA Phillips Curve Models. Model estimates.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
See 15 more results from "RDP 2021-09"

References

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Saunders T and P Tulip (2019), ‘A Model of the Australian Housing Markets’, RBA Research Discussion Paper No 2019-01. ... Svensson LEO (2017b), ‘Leaning against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework
https://www.rba.gov.au/publications/rdp/2019/2019-05/references.html
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Panel Discussion on Financial Stability: Ten Questions and about Seven Answers | Conference – 2010

9 Feb 2010 Conferences
In a world in which no-one ever defaults – such as in the standard DSGE models in which you do not need banks, you do not need financial institutions, you do ... Still on the factors underpinning the financial crisis, the central role of the
https://www.rba.gov.au/publications/confs/2010/caruana-disc.html

Policy Panel | Conference – 2013

19 Aug 2013 Conferences
He added that while the latest generation of general equilibrium (DSGE) models had come in for much criticism, this modelling work was both difficult and important. ... He gave the example of DSGE models that attempted to integrate rich financial
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html