Search: DSGE model
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dsgemodel?
RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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References
8 Mar 2017
RDP
2017-01
Diebold FX, F Schorfheide and M Shin (2016), ‘Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility’, Unpublished manuscript, University of Pennsylvania. ... Sims CA (2002), ‘The Role of Models and Probabilities in the Monetary
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html
Motivation for Publishing Uncertainty Estimates
8 Mar 2017
RDP
2017-01
has been done in several recent studies using vector autoregressive models or structural DSGE models.
https://www.rba.gov.au/publications/rdp/2017/2017-01/motivation-for-publishing-uncertainty-estimates.html
Methods for Gauging Uncertainty
8 Mar 2017
RDP
2017-01
Model simulations provide another way to gauge the uncertainty of the economic outlook. ... This approach is employed by Norges Bank to construct the fan charts reported in their quarterly Monetary Report, using NEMO, a New Keynesian DSGE model of the
https://www.rba.gov.au/publications/rdp/2017/2017-01/methods-for-gauging-uncertainty.html
Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
1 Feb 2017
RDP
2017-01
has been done in several recent studies using vector autoregressive models or structural DSGE models. ... This approach is employed by Norges Bank to construct the fan charts reported in their quarterly Monetary Report, using NEMO, a New Keynesian DSGE
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html