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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Motivation
31 Dec 2013
RDP
2013-14
Download the Paper 863. KB. One approach used to study the effects of a resource price shock is to integrate a natural resource sector within a small open economy DSGE model. ... Similar abstractions are also common in DSGE models developed by central
https://www.rba.gov.au/publications/rdp/2013/2013-14/motivation.html
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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
Research Discussion Papers 2011–2020
31 Dec 2011
RDP
Alexandre Dmitriev and Ivan Roberts. RDP 2013-07 An Empirical BVAR-DSGE Model of the Australian Economy. ... Sean Langcake and Tim Robinson. RDP 2013-06 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies.
https://www.rba.gov.au/publications/rdp/2011-2020.html
Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
An equation like the expectations-augmented Phillips curve also appears in many New Keynesian DSGE models, and is called the New Keynesian Phillips curve. ... Figure 3: Inflation-unemployment Trade-off in the RBA Phillips Curve Models. Model estimates.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
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References
10 Jul 2019
RDP
2019-05
Saunders T and P Tulip (2019), ‘A Model of the Australian Housing Markets’, RBA Research Discussion Paper No 2019-01. ... Svensson LEO (2017b), ‘Leaning against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework
https://www.rba.gov.au/publications/rdp/2019/2019-05/references.html
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Results with Tax Data on Actual Investment
19 Dec 2023
RDP
2023-09
et al 2019) and DSGE (Gibbs, Hambur and Nodari 2018) models.
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html
References
25 Sep 2015
RDP
2015-11
Journal of Political Economy. , 115(1), pp 69–102. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,. ... Rabanal P (2009), ‘Inflation Differentials between Spain and the EMU: A DSGE Perspective’,.
https://www.rba.gov.au/publications/rdp/2015/2015-11/references.html
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Monetary Transmission and the Yield Curve in a Small Open Economy
11 Jun 2008
RDP
2008-03
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-03.html
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Estimation
31 Dec 2013
RDP
2013-09
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
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Introduction
31 Dec 2015
RDP
2015-12
Other models developed by RBA staff which can help to answer a range of broader questions about the relationships between the exchange rate and other macroeconomic variables include: the DSGE model ... set out in Rees, Smith and Hall (2015), which models
https://www.rba.gov.au/publications/rdp/2015/2015-12/introduction.html
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