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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Transcript of Question & Answer Session
18 Mar 2010
Speech
PDF
23KB
Mortgage Finance Industry Association, Industry Leaders Panel Forum
https://www.rba.gov.au/speeches/2009/pdf/sp-ag-220709.pdf
10/4/2019 Lumps, Bumps and Waves | Speeches ...
4 Oct 2019
PDF
277KB
Bumps’ are the factors we can't or don't typically model that push economic outcomes aroundtemporarily. ... Thisdoesn't mean that our economic understanding is all superfluous. The standard models need not bethrown out completely.
https://www.rba.gov.au/speeches/2019/pdf/sp-so-2019-10-04.pdf
The Development and Resilience of Financial Systems in Asia
18 Mar 2010
Speech
PDF
64KB
3 000. 1 000. 2 0002 000. 3 000. This model of financial integration – with relatively small gross capital flows and the central bank playing a key role – has had implications
https://www.rba.gov.au/speeches/2009/pdf/sp-ag-091109.pdf
Financial Conditions and the Australian Dollar – Recent Developments
15 Feb 2019
Speech
PDF
445KB
In that regard, it is worthrecognising that models of exchange rates provide only rough estimates of the more enduringrelationships. ... For a description of the factors that influence the Australian dollar see, Chapman B, J Jääskelä and E Smith (2018)
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-02-15.pdf
Exchange Rate and Crises
27 Feb 2001
Speech
PDF
53KB
The second major issue behind exchange rate fluctuations revolves around perceptions ofhow the economy works - “the model”. ... In the Balassa/Samuelson (1964) model,productivity rises fastest in the tradeables sector, and equilibrium requires a
https://www.rba.gov.au/speeches/1998/pdf/sp-dg-160198.pdf
Climate Change and the Economy
13 Mar 2019
Speech
PDF
273KB
Similarly, the scenario analysis from climate models needs to betranslated into the horizons of our economic models, taking account of price changes and how thataffects decision-making. ... We are working through the challenge of taking this information
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-03-12.pdf
27/10/2017 Uncertainty | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-10-26.html 1/16 Speech ...
26 Oct 2017
PDF
340KB
But this information was difficult toincorporate directly into standard models of business investment. ... And it can be harder to explain,replicate and refine than quantitative models.
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-10-26.pdf
The Evolving Financial Situation
18 Mar 2010
Speech
PDF
167KB
Given the extraordinarily low probability of even one 25 standard deviation event occurring, this illustrates that the models and statistical distributions used to assess and manage risk were, in many cases, ... This applies to models used by investors,
https://www.rba.gov.au/speeches/2010/pdf/sp-ag-160210.pdf
The Asia Crisis, Capital Flows and the International Financial Architecture
26 Feb 2001
Speech
PDF
45KB
McKinnon and Pill (1995),referring to the work of Kurz, say: “The rational beliefs approach permits individuals to hold differentviews about the structure of the economy, provided the models implicit in ... Wade, R. and F. Veneroso (1998), ‘The Asian
https://www.rba.gov.au/speeches/1998/pdf/sp-dg-210598.pdf
External Review - RBA Economic Group Forecasts and Analysis
4 Apr 2016
Speech
PDF
722KB
Broadly, this is the way that Australian models such as TRYM and AUS-M behave, and the Fed model FRB/US can also be thought of as having such a structure. ... Another major difference between these two model types is that ECO models tend to have a much
https://www.rba.gov.au/speeches/2016/pdf/sp-ag-2016-04-06-external-forecast-review-final-report.pdf