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51–60 of 3,297 search results for DSGE model

RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08

Anthony Brassil

Darracq Pariès et al (2020) construct a New Keynesian DSGE model that can produce a reversal rate under some calibrations. ... So BA-MARTIN has the same fundamental mechanism as in Brunnermeier and Koby (2018)'s model.

https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html

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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

11 Oct 2022 RDP 2022-04

Matthew Read

3.1 Identified sets for impulse responses to unit shocks. The model is. ... model, which implies that this equation can be interpreted as a supply curve and.

https://www.rba.gov.au/publications/rdp/2022/2022-04/full.html

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Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017

16 Mar 2017 Conferences

Claudio Borio and Boris Hofmann

This means that current consumption should increase (substitution effect). This reasoning is the cornerstone of the standard Euler consumption equation – the consumption demand-block of modern DSGE models. ... For example, in a stylised dynamic

https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html

Research Workshop – 2007

18 Dec 2007 Research Workshop

The Reserve Bank of Australia 2007 research workshop, 'Monetary Policy in Open Economies'

https://www.rba.gov.au/publications/workshops/research/2007/

Model Overview and Related Literature

30 Dec 2008 RDP 2008-09

Richard Finlay and Mark Chambers

Westaway estimates a dynamic stochastic general equilibrium (DSGE) model of a closed economy and finds that a decline in the volatility of economic shocks should lead to lower term premia, a ... However, the DSGE model does not result in an overall fall

https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html

See 11 more results from "RDP 2008-09"