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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
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