Search: DSGE model

Sort by: Relevance Date
13 of 3 collapsed search results for DSGE model
Did you mean dsgemodel?

RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

Search Results

Estimation

31 Dec 2013 RDP 2013-09
Daniel Rees
where the state vector. collects the model's theoretical variables and the vector. ... This is somewhat earlier than the starting date for most Australian DSGE models, which typically use data spanning the period after the adoption of a floating exchange
https://www.rba.gov.au/publications/rdp/2013/2013-09/estimation.html

References

31 Dec 2013 RDP 2013-09
Daniel Rees
Journal of Political Economy. , 115(1), pp 69–102. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,. ... Brookings Papers on Economic Activity. , 1, pp 201–268. Schmitt-Grohé S and M Uribe (2003), ‘Closing Small Open Economy
https://www.rba.gov.au/publications/rdp/2013/2013-09/references.html

Terms of Trade Shocks and Incomplete Information

1 Jul 2013 RDP 2013-09
Daniel Rees
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-09/