Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Declining Output Volatility: What Role for Structural Change? | Conference – 2005
11 Jul 2005
Conferences
2. for Model 1a is 0.212. Direct structural measures. Product market regulations. ... Variables. Period. Model. Basic. US is the control. 9. 1a. Direct structural measures.
https://www.rba.gov.au/publications/confs/2005/kent-smith-holloway.html
Capital Account Liberalisation and China's Effect on Global Capital Flows | Conference – 2016
18 Mar 2016
Conferences
For China, for example, Bayoumi and Ohnsorge (2013) use a portfolio allocation model and data from countries that liberalised their capital account over the past 30 years to estimate the size ... Nevertheless, the model's estimates provide a useful
https://www.rba.gov.au/publications/confs/2016/schipke.html
Discussion on European Unemployment: Why is it So High and What Should be Done About it? | Conference – 1998
9 Jun 1998
Conferences
Admittedly, Jackman's model is rudimentary but it does highlight the dynamics of the process and the lags between policy action and final outcomes. ... His model highlights the importance of the government's objectives in respect of unemployment and the
https://www.rba.gov.au/publications/confs/1998/sloan-disc.html
Key Elements of Global Inflation | Conference – 2009
17 Aug 2009
Conferences
The data are monthly. After estimating each of the country models, the results are connected through link matrices and then stacked together to build the GVAR model. ... Given that the GVAR is a linear model, resizing the shock is straightforward.
https://www.rba.gov.au/publications/confs/2009/anderton-galesi-lombardi-dimauro.html
Monetary Targeting: The International Experience | Conference – 1989
20 Jun 1989
Conferences
The following two equation system represents a “simplest possible” neoclassical model of the macroeconomy. ... The model can be solved by conjecturing a reduced form solution of the form.
https://www.rba.gov.au/publications/confs/1989/edey.html
Explaining Global Market Turmoil: A Fresh Perspective on its Origins and Nature | Conference – 1999
9 Aug 1999
Conferences
First, the greater the extent of model uncertainty, the greater the resulting market chaos. ... Second, different asset classes can be ‘ranked’ according to their amount of model uncertainty.
https://www.rba.gov.au/publications/confs/1999/brock.html
Regulatory Challenges of Cross-border Banking: Possible Ways Forward | Conference – 2007
20 Aug 2007
Conferences
People acquainted with the present regulatory and institutional set-up within the EU may ask if a version of the EOFS does not already exist, considering the present consolidated supervisory model
https://www.rba.gov.au/publications/confs/2007/ingves.html
Reflections on US Labour Market Performance | Conference – 1998
9 Jun 1998
Conferences
One can do somewhat better with more sophisticated models, or with a demographically adjusted unemployment rate. ... Formal models of union wage-bargaining behaviour represent a similar alternative approach (Layard, Nickell and Jackman 1991).
https://www.rba.gov.au/publications/confs/1998/katz.html
The Evolution of Monetary Policy: From Money Targets to Inflation Targets | Conference – 1997
21 Jul 1997
Conferences
Many macro-theorists are apparently loath to accept any dilution of their earlier image of the economy, partly because it raises questions about the adequacy of their models, and the meaning ... A third factor was a reluctance to accept some aspects of
https://www.rba.gov.au/publications/confs/1997/grenville.html
The Rise of Household Indebtedness | Conference – 2007
20 Aug 2007
Conferences
Third, using a partial equilibrium model we consider the endogenous response of household demand for debt to changes in the level of overall risk in the economy. ... A few studies have examined these issues using calibrated models with households
https://www.rba.gov.au/publications/confs/2007/kent-ossolinski-willard.html