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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Discussion on Terms of Trade Shocks and Fiscal Cycles | Conference – 2009

17 Aug 2009 Conferences
This simulation was conducted by Stephen Snudden using the Bank of Canada's global DSGE model, BoC-GEM. ... Lalonde R and D Muir (2007), ‘The Bank of Canada's Version of the Global Economy Model (BoC-GEM)’, Bank of Canada Technical Report No 98.
https://www.rba.gov.au/publications/confs/2009/kaminsky-disc.html

Policy Panel | Conference – 2013

19 Aug 2013 Conferences
He added that while the latest generation of general equilibrium (DSGE) models had come in for much criticism, this modelling work was both difficult and important. ... He gave the example of DSGE models that attempted to integrate rich financial
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html

Panel Discussion on Financial Stability: Ten Questions and about Seven Answers | Conference – 2010

9 Feb 2010 Conferences
In a world in which no-one ever defaults – such as in the standard DSGE models in which you do not need banks, you do not need financial institutions, you do ... Still on the factors underpinning the financial crisis, the central role of the
https://www.rba.gov.au/publications/confs/2010/caruana-disc.html

Monetary Policy and Financial Stability | Conference – 2017

16 Mar 2017 Conferences
Giovanni Dell'Ariccia, Karl Habermeier, Vikram Haksar and Tommaso Mancini-Griffoli
These models take into account some financial distortions, as well as heterogeneous agents. ... This loss can be approximated by using any standard DSGE model used for policy analysis.
https://www.rba.gov.au/publications/confs/2017/dell-ariccia-habermeier-haksar-mancini-griffoli.html

Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?

10 Feb 2020 Conferences PDF 1690KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-borio-hofmann.pdf

Policy Panel

19 Dec 2013 Conferences PDF 209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.pdf

Monetary Policy and Financial Stability in a World of Low Interest Rates

18 Dec 2017 Conferences PDF 8052KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017.pdf

Inflation in an Era of Relative Price Shocks: Proceedings of a Conference

12 May 2010 Conferences PDF 2491KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/conf-vol-2009.pdf

The Transmission of Monetary Policy through Banks' Balance Sheets

10 Feb 2020 Conferences PDF 1946KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-brassil-cheshire-muscatello.pdf

Discussion of The Transmission of Monetary Policy through Banks' Balance Sheets

18 Dec 2018 Conferences PDF 85KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-brassil-cheshire-muscatello-discussion.pdf