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 Role of the Exchange Rate in Monetary Policy – the Experience of Other Countries | Conference – 1993
12 Jul 1993
Conferences
This gave way after around 1983 (the year of the ‘Mitterand U-turn’) to the asymmetric model. ... The credibility model was seen as requiring that no nominal devaluations should be undertaken.
https://www.rba.gov.au/publications/confs/1993/artis.html
The Relationship Between Financial Indicators and Economic Activity: Some Further Evidence | Conference – 1989
20 Jun 1989
Conferences
Other authors have overturned or restored the original result, with conclusions usually depending on model specification. ... The third set of models includes imports and real PFD rather than the bill rate.
https://www.rba.gov.au/publications/confs/1989/stevens-thorp.html
Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
Abhyankar, Gonzalez and Klinkowska (2012) show that a conditional consumption capital asset pricing model (CAPM) is able to price a large variation in the cross-section of carry trade portfolios. ... They use a variant of the Vasicek (2002) model with a
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html
The Future of the Financial System
9 Jul 1996
Conference
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1996
The Reserve Bank of Australia 1996 conference is on the topic: ‘The Future of the Financial System’
https://www.rba.gov.au/publications/confs/1996/
Banks, Markets and Liquidity | Conference – 2007
20 Aug 2007
Conferences
This can only be done in a model that explicitly models the possibility of crises. ... The model is a benchmark for investigating the welfare properties of financial systems.
https://www.rba.gov.au/publications/confs/2007/allen-carletti.html
Central Bank Frameworks: Evolution or Revolution?
12 Apr 2018
Conference
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2018
The Reserve Bank of Australia 2018 conference, ‘Central Bank Frameworks: Evolution or Revolution?’
https://www.rba.gov.au/publications/confs/2018/
The Determinants of Long-Run Growth | Conference – 1995
10 Jul 1995
Conferences
The past ten years have seen an eruption of models of the growth process. ... Hammond and Rodriguez-Clare (1993) have proposed an encompassing mathematical model of growth.
https://www.rba.gov.au/publications/confs/1995/dowrick.html
Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997
21 Jul 1997
Conferences
The difference is that expectations are adaptive in this model rather than rational as is typical in the literature. ... Henderson and McKibbin (1993) and Levin (1996) report a similar result for large international economic models.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html
International Business Cycle Co-movements through Time | Conference – 2005
11 Jul 2005
Conferences
Notes: All models are estimated as DOLS models with 4 leads and lags. ... For the euro area, we do not need to control for monetary policy in order to obtain a valid model, but inclusion of the variable leads to valid models for all
https://www.rba.gov.au/publications/confs/2005/andrews-kohler.html
Discussion on The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
This simple additional restriction on trade allows the model to explain the first three stylised facts. ... The participant then asked whether banks' choice of funding source could be included in the model.
https://www.rba.gov.au/publications/confs/2013/bech-monnet-disc.html