Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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2022
13 Jul 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/
2021
13 Jul 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2021/
The Life of Australian Banknotes
17 Sep 2015
Bulletin
– September 2015
An assessment of the likely life of a banknote is an important input to a currency issuer's planning. Without accurate predictions of banknote life, there is the potential to incur the economic costs of producing and storing excess banknotes or,
https://www.rba.gov.au/publications/bulletin/2015/sep/7.html
Climate Change and Financial Risk
6 Apr 2023
Bulletin
– June 2023
Climate change, and the actions taken in response to it, introduces both risks and opportunities for financial institutions.
https://www.rba.gov.au/publications/bulletin/2023/jun/climate-change-and-financial-risk.html
Semi-Annual Statement on Monetary Policy
10 Nov 1998
Bulletin
– November 1998
Graph 6. The Bank never subscribed to this ‘yen-bloc’ view of the Australian dollar, as the model underlying it seemed to be flawed to the extent that the economic performance
https://www.rba.gov.au/publications/bulletin/1998/nov/1.html
A Forward-looking Model of the Australian Dollar
13 Dec 2018
Bulletin
– December 2018
The exchange rate is an important mechanism that helps the economy adjust to external shocks.
https://www.rba.gov.au/publications/bulletin/2018/dec/a-forward-looking-model-of-the-australian-dollar.html
December | 2018
13 Jul 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/dec/
Managing Market Risk in Banks
10 Dec 1996
Bulletin
– December 1996
Leading international banks have begun to model these liquidity effects in more detail and incorporate them directly into their VaR models, although this work is still at a relatively early stage. ... There is no doubt that this characteristic makes VaR
https://www.rba.gov.au/publications/bulletin/1996/dec/1.html
Market Making in Bond Markets
19 Mar 2015
Bulletin
– March 2015
In November 2014, the Committee on the Global Financial System (CGFS) published a report on developments in market making and proprietary trading in fixed income and related derivative markets (CGFS 2014). The aim of the report was to facilitate a
https://www.rba.gov.au/publications/bulletin/2015/mar/7.html
2016
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/