Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Motivation
31 Dec 2013
RDP
2013-14
Download the Paper 863. KB. One approach used to study the effects of a resource price shock is to integrate a natural resource sector within a small open economy DSGE model. ... Similar abstractions are also common in DSGE models developed by central
https://www.rba.gov.au/publications/rdp/2013/2013-14/motivation.html
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References
19 Dec 2023
RDP
2023-09
Place: A Macroeconometric Model of the Australian Economy’, RBA Research Discussion Paper No 2019-07. ... 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
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html
Cost-benefit Analysis of Leaning against the Wind
5 Jul 2019
RDP
PDF
1512KB
unemployment rate taken from, for example, a structural macroeconomic model. A quadratic loss. ... The Riksbank’s DSGE. model, Ramses, suggests that following a 100 basis point increase in the policy interest rate that is maintained for a.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-05.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
An equation like the expectations-augmented Phillips curve also appears in many New Keynesian DSGE models, and is called the New Keynesian Phillips curve. ... Figure 3: Inflation-unemployment Trade-off in the RBA Phillips Curve Models. Model estimates.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
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Research Discussion Papers 2011–2020
31 Dec 2011
RDP
Alexandre Dmitriev and Ivan Roberts. RDP 2013-07 An Empirical BVAR-DSGE Model of the Australian Economy. ... Sean Langcake and Tim Robinson. RDP 2013-06 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies.
https://www.rba.gov.au/publications/rdp/2011-2020.html
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
known problems with conducting Bayesian inference in set-identified models; in particular, a. ... macroeconomic models. Moreover, Wolf (2020) explains that these restrictions can help mitigate the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
References
10 Jul 2019
RDP
2019-05
Saunders T and P Tulip (2019), ‘A Model of the Australian Housing Markets’, RBA Research Discussion Paper No 2019-01. ... Svensson LEO (2017b), ‘Leaning against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework
https://www.rba.gov.au/publications/rdp/2019/2019-05/references.html
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Results with Tax Data on Actual Investment
19 Dec 2023
RDP
2023-09
et al 2019) and DSGE (Gibbs, Hambur and Nodari 2018) models.
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html
The Role of International Shocks in Australia’s Business Cycle
2 Dec 2009
RDP
PDF
372KB
Second, Fukac and Pagan (2006) argue thatrigid restrictions imposed by DSGE models on the data may yield invalid estimatesof the model’s observable shocks (that is, shocks that are mapped into ... The IRFsare simulated by sampling the empirical
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf
References
25 Sep 2015
RDP
2015-11
Journal of Political Economy. , 115(1), pp 69–102. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,. ... Rabanal P (2009), ‘Inflation Differentials between Spain and the EMU: A DSGE Perspective’,.
https://www.rba.gov.au/publications/rdp/2015/2015-11/references.html
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