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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
10-year expected average real short-term interest rates. Taken from Hambur and Finlay (2018) ‘Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates
https://www.rba.gov.au/publications/rdp/2018/2018-05/read-me.html