Search: DSGE model

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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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The Data-generating Process

31 Dec 2010 RDP 2010-01
Adam Cagliarini, Tim Robinson and Allen Tran
Our model also incorporates a wider number of shocks than both Carvalho (2006) and Nakamura and Steinsson (2009), many of which are typically found in DSGE models. ... We can also compare the four models by examining their impulse response functions.
https://www.rba.gov.au/publications/rdp/2010/2010-01/data-generating-process.html

References

31 Dec 2010 RDP 2010-01
Adam Cagliarini, Tim Robinson and Allen Tran
Schorfheide F (2008), ‘DSGE Model-Based Estimation of the New Keynesian Phillips Curve’, Federal Reserve Bank of Richmond Economic Quarterly, 94(4), pp 397–433. ... Sims CA (2002), ‘Solving Linear Rational Expectations Models’, Computational
https://www.rba.gov.au/publications/rdp/2010/2010-01/references.html