Search: DSGE model
RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
The flexibility allows us to introduce features that are specific to the Australian economy, which can be difficult to incorporate in a DSGE model. ... The downside is that the causal mechanisms in MARTIN are less clear than in, say, a DSGE model.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Financial intermediation and the international business cycle: The case of small countries with big banks
12 Dec 2011
Research Workshop
PDF
2130KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/thoenissen.pdf
Estimation and Solution of Models with Expectations and Structural Changes
1 Dec 2012
RDP
2012-08
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-08/
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Monetary Transmission and the Yield Curve in a Small Open Economy
10 Jun 2008
RDP
PDF
319KB
Louis, Federal Reserve Economic Data). 23. References. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,Econometric Reviews, 26(2–4), pp 113–172. ... 24. Griffoli TM (2007), ‘Dynare User Guide: An Introductionto the Solution &
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-03.pdf
Uncertainty shocks, asset supply and pricing over the business cycle
12 Dec 2013
Research Workshop
PDF
425KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/bianchi-ilut-schneider.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
equilibrium (DSGE) model, MSM, documented in Rees, Smith and Hall (2016) and extended by Gibbs,. ... that are specific to the Australian economy, which can be difficult to incorporate in a DSGE model.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
2 Dec 2008
Research Workshop
PDF
440KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/nason.pdf
Model Designs
31 Dec 2011
RDP
2011-04
Alternatively, fourth generation or Dynamic Stochastic General Equilibrium (DSGE) models place more weight on being consistent with theory. ... A popular core model for quite a few macroeconomic investigations has been the DSGE model of Smets and Wouters
https://www.rba.gov.au/publications/rdp/2011/2011-04/model-designs.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
wide variety of existing DSGE models. The approach generates a number of intuitive predictions,. ... It represents an extension of the main DSGE model used by the Reserve Bank of Australia for.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
The FRB/US Model
10 Dec 2014
RDP
2014-02
Coenen et al (2012) present a more detailed comparison of structural (mainly DSGE) models used by central banks, international organisations, and academics; they found FRB/US fiscal multipliers at fixed nominal ... More important, Coenen et al (2012,
https://www.rba.gov.au/publications/rdp/2014/2014-02/model.html
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