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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Explaining Low Inflation Using Models

20 Jun 2019 Bulletin – June 2019
Natasha Cassidy, Ewan Rankin, Mike Read and Claudia Seibold
The Reserve Bank's inflation forecast models can help assess which factors have contributed most to low inflation over recent years.
https://www.rba.gov.au/publications/bulletin/2019/jun/explaining-low-inflation-using-models.html

Wealth and Consumption

21 Apr 2023 Bulletin - March 2019 PDF 456KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/wealth-and-consumption.pdf

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

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

Box C: What Explains Recent Inflation Forecast Errors?

4 Nov 2022 SMP – November 2022
Johnson and A Tambalotti (2022), Drivers of Inflation: The New York Fed DSGE Models Perspective,. ... Comprehensive econometric models – including single-equation aggregate inflation models, sectoral models and the full system economic model (MARTIN)
https://www.rba.gov.au/publications/smp/2022/nov/box-c-what-explains-recent-inflation-forecast-errors.html

Optimal Monetary Policy when Expectations are Rational, Fixed, Learned, or Anything in Between

19 Dec 2023 Research Workshop PDF 410KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-presentation-brassil.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

Monetary Policy Frameworks Away from the ELB

24 Nov 2023 Conferences PDF 3603KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-de-fiore-mojon-rees-sandri-presentation.pdf

Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy

10 Feb 2023 SMP – February 2023
Estimates from the major central banks macroeconomic models are also broadly similar to those of the RBAs MARTIN and dynamic stochastic general equilibrium (DSGE) models. ... The Bank also uses a more heavily structured DSGE model in its analysis.
https://www.rba.gov.au/publications/smp/2023/feb/box-a-mortgage-interest-payments-in-advanced-economies.html

Meet Martin The Rbas New Macroeconomic Model

17 Sep 2018 Bulletin - March 2018 PDF 366KB
https://www.rba.gov.au/publications/bulletin/2018/mar/pdf/meet-martin-the-rbas-new-macroeconomic-model.pdf