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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Research Discussion Papers – 2008

31 Dec 2008 RDP
Philip Liu. RDP 2008-07 A Medium-scale Open Economy Model of Australia. ... Ken Kuttner and Tim Robinson. RDP 2008-04 A Small BVAR-DSGE Model for Forecasting the Australian Economy.
https://www.rba.gov.au/publications/rdp/2008/

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

21 Sep 2023 RDP 2023-09
Jonathan Hambur
For example, many models, including Woodford (2005), model investment using convex adjustment costs, leading to smooth investment.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html

References

3 Jan 2023 RDP 2022-09
Matthew Read
Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No 2018-04. ... Rothenberg TJ (1971), ‘Identification in Parametric Models’, Econometrica, 39(3), pp 577–591
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
See 13 more results from "RDP 2022-09"

Economic Forecasting at the Reserve Bank of Australia

6 Apr 2016 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Economic), to the Economic Society of Australia, Hobart
https://www.rba.gov.au/speeches/2016/sp-ag-2016-04-06.html

Research Discussion Papers – 2018

13 Feb 2018 RDP
Jonathan Hambur and Gianni La Cava. RDP 2018-04 DSGE Reno: Adding a Housing Block to a Small Open Economy Model. ... Ross Kendall and Peter Tulip. RDP 2018-02 Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest
https://www.rba.gov.au/publications/rdp/2018/

Future Directions in Financial Stability Analysis: Learning from Others, Learning from the Past

9 Oct 2014 Speech
Luci Ellis
Speech by Luci Ellis to the Paul Woolley Centre for the Study of Capital Market Dysfunctionality Conference, Sydney
https://www.rba.gov.au/speeches/2014/sp-so-091014.html

Research Workshop – 2012

14 Dec 2012 Research Workshop
The Reserve Bank of Australia 2012 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2012/

Results

23 Nov 2016 RDP 2016-08
Rachael McCririck and Daniel Rees
Figure 10: Estimated Long-run Means. Recall that in the DSGE model output, consumption and real wages all grow at the same rate as TFP in steady state. ... The timing of the downward shift in these long-run means coincides remarkably closely with the
https://www.rba.gov.au/publications/rdp/2016/2016-08/results.html
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The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
Specifically, we:. construct a detailed model of banks' balance sheets, incomes, and expenses;. ... In this model, banks' ROE (r. E. ) is the actual ROE, not the expected ROE.
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html

Channels of Transmission

11 Oct 2023 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to Bloomberg, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-10-11.html