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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Meet MARTIN, the RBA's new macroeconomic model
15 Mar 2018
Bulletin
– March 2018
The Bank also maintains a number of other full-system models. These include the multi-sector dynamic stochastic general equilibrium (DSGE) model documented in Rees, Smith and Hall (2016) and the ... This flexibility reflects that the model is not derived
https://www.rba.gov.au/publications/bulletin/2018/mar/meet-martin-the-rbas-new-macroeconomic-model.html
Exchange Rate Movements and Economic Activity
20 Mar 2014
Bulletin
– March 2014
This article discusses estimates of the effect of movements in the real exchange rate on economic activity and inflation in Australia. The range of estimates suggests that a temporary 10 per cent depreciation of the exchange rate increases the level
https://www.rba.gov.au/publications/bulletin/2014/mar/5.html
Explaining Low Inflation Using Models
20 Jun 2019
Bulletin
– June 2019
The Reserve Bank's inflation forecast models can help assess which factors have contributed most to low inflation over recent years.
https://www.rba.gov.au/publications/bulletin/2019/jun/explaining-low-inflation-using-models.html
Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia
15 Jun 2023
Bulletin
– June 2023
Inflation has increased substantially since mid-2021.
https://www.rba.gov.au/publications/bulletin/2023/jun/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.html
Wealth and Consumption
21 Mar 2019
Bulletin
– March 2019
Do households consume more when their wealth increases? Our research identifies a positive and stable relationship between household wealth and consumption, largely reflecting changes in spending on motor vehicles, durable goods and other
https://www.rba.gov.au/publications/bulletin/2019/mar/wealth-and-consumption.html
At a Glance: Financial Stability Review – April 2023
6 Apr 2023
FSR
At a Glance. Some banks overseas have failed because of weaknesses in their business models and poor risk-management practices.
https://www.rba.gov.au/publications/fsr/2023/apr/
Box A: Effects of Low Yields on Life Insurers and Pension Funds
20 Oct 2015
FSR
– October 2015
Funding ratios below 100 per cent typically indicate underfunding and, if persistent, can signal that business models need to change to ensure that liabilities can be met when they fall due. ... Life insurance firms and defined benefit pension funds have
https://www.rba.gov.au/publications/fsr/2015/oct/box-a.html
Household and Business Finances
8 Apr 2022
FSR
– April 2022
Estimates using a model of the housing market that takes into account historical relationships between interest rates and both demand and supply factors suggest that a 200 basis point increase in ... For further details on the model specification, see
https://www.rba.gov.au/publications/fsr/2022/apr/household-business-finances.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html