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41–50 of 337 search results for DSGE model

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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

Financial Stability Review

25 Apr 2023 FSR - April 2023 PDF 4493KB

https://www.rba.gov.au/publications/fsr/2023/apr/pdf/financial-stability-review-2023-04.pdf

The Australian Financial System

9 Oct 2020 FSR – October 2020

Graph 3.6. The stress test model highlights several characteristics of the sensitivity of banks' capital to macroeconomic outcomes:. ... Capital losses in the model accelerate as the assumed shock to the economy deepens.

https://www.rba.gov.au/publications/fsr/2020/oct/australian-financial-system.html

Box D: Stress Testing at the Reserve Bank

20 Oct 2017 FSR – October 2017

The remainder of this box outlines the current state of the Reserve Bank's model. ... Table D1: Variables in Stress-testing Framework. Pre-specified outside of the model.

https://www.rba.gov.au/publications/fsr/2017/oct/box-d.html

Financial Stability Review - March 2006

28 Mar 2006 FSR - March 2006 PDF 645KB

https://www.rba.gov.au/publications/fsr/2006/mar/pdf/0306.pdf

Overview

6 Aug 2021 SMP – August 2021

This is because business models have adapted to restrictions on activity, and the restrictions themselves have generally become more targeted now that more is known about how the virus is transmitted.

https://www.rba.gov.au/publications/smp/2021/aug/overview.html