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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Research Workshop – 2008

16 Dec 2008 Research Workshop
The Reserve Bank of Australia 2008 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2008/

Robust Design Principles for Monetary Policy Committees | Conference – 2018

12 Apr 2018 Conferences
David Archer and Andrew T Levin
The basic specification of the FRB/US model is broadly similar to the DSGE models in use at many other central banks, and its dynamic properties are quite close to those ... The staff's macroeconomic analysis was conducted using BEQM, a log-linearised
https://www.rba.gov.au/publications/confs/2018/archer-levin.html

Research Workshop – 2009

15 Dec 2009 Research Workshop
The Reserve Bank of Australia 2009 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2009/

Oil Price Shocks, Monetary Policy and Stagflation | Conference – 2009

17 Aug 2009 Conferences
Lutz Kilian
DSGE models may also allow us to distinguish between alternative causes of fluctuations in the global demand for industrial commodities, and to simulate the impact of alternative policy choices of the ... In contrast, the traditional monetary policy
https://www.rba.gov.au/publications/confs/2009/kilian.html

Research Workshop – 2007

18 Dec 2007 Research Workshop
The Reserve Bank of Australia 2007 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2007/

Property Prices and Bank Risk-taking | Conference – 2012

20 Aug 2012 Conferences
Giovanni Dell'Ariccia
prices. And ‘finance’ modules are increasingly incorporated into the large DSGE models that central banks and other institutions use for policy guidance. ... The latest generation of DSGE models addresses this problem by explicitly allowing for a
https://www.rba.gov.au/publications/confs/2012/dellariccia.html

Research Workshop – 2015

16 Dec 2015 Research Workshop
The Reserve Bank of Australia 2014 research workshop, 'Quantitative Macroeconomics'
https://www.rba.gov.au/publications/workshops/research/2015/

Discussion | Conference – 2018

12 Apr 2018 Conferences
And then I will attempt to relate their findings about monetary policy transmission with the modelling assumptions of dynamic stochastic general equilibrium (DSGE) models with financial intermediation. ... I would suggest that the authors discuss their
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello-disc.html

Global Relative Price Shocks: The Role of Macroeconomic Policies | Conference – 2009

17 Aug 2009 Conferences
Adam Cagliarini and Warwick McKibbin
economies. G-Cubed is a widely used dynamic intertemporal general equilibrium model of the world economy (which can be thought of as a hybrid dynamic stochastic general equilibrium (DSGE) model). ... The MSG-Cubed model is known as a dynamic stochastic
https://www.rba.gov.au/publications/confs/2009/cagliarini-mckibbin.html

Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017

16 Mar 2017 Conferences
Claudio Borio and Boris Hofmann
This means that current consumption should increase (substitution effect). This reasoning is the cornerstone of the standard Euler consumption equation – the consumption demand-block of modern DSGE models. ... For example, in a stylised dynamic
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html