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
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
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