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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
For example, many models, including Woodford (2005), model investment using convex adjustment costs, leading to smooth investment.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
Research Discussion Papers – 2013
31 Dec 2013
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/2013/
Research Discussion Papers – 2008
31 Dec 2008
RDP
Philip Liu. RDP 2008-07 A Medium-scale Open Economy Model of Australia. ... Ken Kuttner and Tim Robinson. RDP 2008-04 A Small BVAR-DSGE Model for Forecasting the Australian Economy.
https://www.rba.gov.au/publications/rdp/2008/
A Multi-sector Model of the Australian Economy
14 May 2015
RDP
PDF
1314KB
informative. Within the set of internal models, the DSGE model is most often used for scenarioanalysis rather than forecasting. ... The response of economic activity to monetary policy shocks islarger in our model than in the the DSGE models of Buncic
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-07.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
jurisdiction, and the theoretical existence of this rate being highly model dependent, there remains. ... Cheung and Printant (2019) computes a simple average of three commonly used pricing models.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Results
23 Nov 2016
RDP
2016-08
Figure 10: Estimated Long-run Means. Recall that in the DSGE model output, consumption and real wages all grow at the same rate as TFP in steady state. ... The timing of the downward shift in these long-run means coincides remarkably closely with the
https://www.rba.gov.au/publications/rdp/2016/2016-08/results.html
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Research Discussion Papers – 2018
13 Feb 2018
RDP
Jonathan Hambur and Gianni La Cava. RDP 2018-04 DSGE Reno: Adding a Housing Block to a Small Open Economy Model. ... Ross Kendall and Peter Tulip. RDP 2018-02 Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest
https://www.rba.gov.au/publications/rdp/2018/
References
3 Jan 2023
RDP
2022-09
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 2018-04. ... Rothenberg TJ (1971), ‘Identification in Parametric Models’, Econometrica, 39(3), pp 577–591
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
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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
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