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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
financial markets, inflation, interest rates, modelling, money. We outline a ‘workhorse’ affine term structure model of nominal and real interest rates in Australia. ... The results should not be interpreted too precisely given data limitations and
https://www.rba.gov.au/publications/rdp/2018/2018-02.html
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A Small Model of the Australian Macroeconomy: An Update

1 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-11.html
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VAR Forecasting Models of the Australian Economy: A Preliminary Analysis

1 Jan 1988 RDP 8802
Robert G. Trevor and Susan J. Thorp
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1988/8802.html
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A Markov-switching Model of Inflation in Australia

1 Dec 1996 RDP 9611
John Simon
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9611.html
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Transmission of External Shocks in the RBII Model

1 Nov 1987 RDP 8710
Malcolm L. Edey, Elaine J. Kerrison and Gordon D. Menzies
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8710.html
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An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?

1 Sep 1998 RDP 9812
Jeffrey C. Fuhrer
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9812.html
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The Equations of the RBA82 Model of the Australian Economy

1 Aug 1984 RDP 8401
J.G. Fahrer, R.W. Rankin and J.C. Taylor
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1984/8401.html
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Identification and Inference under Narrative Restrictions

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
Research Discussion Paper – RDP 2023-07 Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. 1.1. MB. Supplementary information. global economy, interest rates, modelling,
https://www.rba.gov.au/publications/rdp/2023/2023-07.html
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Preface for RDP 7901: Estimation and Statistical Evaluation of an Economic Model

1 Jul 1979 RDP 7901
L.A. Moore
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1979/7901.html
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Policy Analysis with the MSG2 Model

1 Nov 1987 RDP 8712
Warwick J McKibbin
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8712.html
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