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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Is the Phillips Curve Still a Curve? Evidence from the Regions

29 Aug 2021 RDP PDF 1706KB
Comparison to Aggregate Models 23. 7.1 The RBA wage Phillips curve 23. ... DSGE models, and is called the New Keynesian Phillips curve. In these macroeconomic models with.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf

The Slowdown in US Productivity Growth: Breaks and Beliefs

26 Oct 2016 RDP PDF 1630KB
DSGE models, but the standard deviation is wider. Note that our prior is agnostic about the. ... about steady-state TFP growth in the DSGE model. 4.1.3 Why not the 1990s?
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-08.pdf

Motivation

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
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

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

9 Feb 2023 SMP - February 2023 PDF 311KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/box-a-mortgage-interest-payments-in-advanced-economies.pdf

Statement on Monetary Policy

12 Feb 2023 SMP - February 2023 PDF 7754KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/statement-on-monetary-policy-2023-02.pdf

Is the Phillips Curve Still a Curve? Evidence from the Regions

31 Aug 2021 RDP 2021-09
James Bishop and Emma Greenland
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

Box C: Supply and Demand Drivers of Inflation in Australia

10 Feb 2023 SMP – February 2023
Graph C.1. Economic models can be used to estimate how much supply-side and demand-side factors have added to inflation, although the results can depend on the model used. ... See Del Negro M, A Gleich, S Goyal, A Johnson and A Tambalotti (2022), Drivers
https://www.rba.gov.au/publications/smp/2023/feb/box-c-supply-and-demand-drivers-of-inflation-in-australia.html