Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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A Proxy for Credit Frictions
31 Dec 2012
RDP
2012-02
Busch, Scharnagl and Scheithauer 2010; Helbling et al 2010; Tamási and Világi 2011); DSGE models (Queijo von Heideken 2009; Gilchrist and Zakrajšek 2011); and panel regressions using firm and industry level ... The residuals from this panel regression
https://www.rba.gov.au/publications/rdp/2012/2012-02/proxy-credit-frictions.html
Modelling the Role of Credit Frictions in the Australian Economy
31 Dec 2012
RDP
2012-02
A non-recursive identification scheme is used in this paper. 4.2 Model Specification. ... The latter three variables correspond with the three endogenous variables in the canonical New Keynesian DSGE model (Clarida, Galí and Gertler 1999).
https://www.rba.gov.au/publications/rdp/2012/2012-02/modelling-role-credit-frictions-aus-economy.html