Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Statement on Monetary Policy
20 Nov 2023
SMP
- November 2023
PDF
9530KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/statement-on-monetary-policy-2023-11.pdf
Statement on Monetary Policy – May 2010
6 May 2010
SMP
– May 2010
PDF
985KB
https://www.rba.gov.au/publications/smp/2010/may/pdf/0510.pdf
Statement on Monetary Policy - August 2012
15 Aug 2012
SMP
- August 2012
PDF
1879KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/0812.pdf
Statement on Monetary Policy - November 2008
20 Mar 2009
SMP
PDF
878KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2008/nov/pdf/1108.pdf
International Financial Conditions
7 Aug 2020
SMP
– August 2020
Statement on Monetary Policy. , May. Available at <For more information on the key determinants of the Australian dollar and the Reserve Bank's forward-looking model of the real TWI, see ... Chapman B, J Jaaskela and E Smith (2018), ‘A forward-looking
https://www.rba.gov.au/publications/smp/2020/aug/international-financial-conditions.html
Inflation
8 May 2020
SMP
– May 2020
In contrast, prices for motor vehicles and furniture declined (Graph 5.8). Motor vehicle prices typically rise in the March quarter as new models are introduced at higher prices. ... However, fewer new models were introduced this year, resulting in
https://www.rba.gov.au/publications/smp/2020/may/inflation.html
Domestic Financial Markets
10 Aug 2012
SMP
– August 2012
Separately, Moody's placed 20 tranches from 18 RMBS transactions on review for downgrade, as part of its revised individual loan analysis model.
https://www.rba.gov.au/publications/smp/2012/aug/dom-fin-mkts.html
Inflation
7 Nov 2019
SMP
- November 2019
PDF
527KB
https://www.rba.gov.au/publications/smp/2019/nov/pdf/04-inflation.pdf
Box A: The Effect of Oil Price Movements on the Terms of Trade
10 May 2015
SMP
– May 2015
For the purposes of this analysis, growth in US dollar prices for Australian natural gas exports are modelled using an autoregressive distributed lag model that includes the growth in US dollar ... Consistent with the sample period, the model implies
https://www.rba.gov.au/publications/smp/2015/may/box-a.html
Box B: Greater Transparency about Our Forecasts and Assumptions
6 Feb 2024
SMP
- February 2024
PDF
68KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/box-b-greater-transparency-about-our-forecasts-and-assumptions.pdf