Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011
16 Aug 2011
Conferences
Macroeconomic models provide an alternative approach. An alternative way of estimating growth spillovers is to use results from an empirically estimated macroeconomic model. ... It is worth stressing that this is a typical result from conventional
https://www.rba.gov.au/publications/confs/2011/bayoumi-bui.html
Financial-asset Prices and Monetary Policy: Theory and Evidence | Conference – 1997
21 Jul 1997
Conferences
The sample period is 1989:Q1–1996:Q3. In models 1 to 4, R. ... In the benchmark model the output gap is calculated as the deviation of actual real GDP from a Hodrick-Prescott (λ = 1600) generated potential output series (models 1 to 4 of
https://www.rba.gov.au/publications/confs/1997/smets.html
Discussion on Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy | Conference – 2009
17 Aug 2009
Conferences
First, there is a concern that the models considered may suffer from unknown parameter non-constancies. ... Second, the modelling of relative forecast differentials imposes potentially invalid restrictions on model dynamics.
https://www.rba.gov.au/publications/confs/2009/siklos-disc.html
Decomposing Supply and Demand Driven Inflation
23 Nov 2023
Conferences
PDF
1508KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-shapiro.pdf
The Role of the Exchange Rate in Monetary Policy – the Experience of Other Countries | Conference – 1993
12 Jul 1993
Conferences
This gave way after around 1983 (the year of the ‘Mitterand U-turn’) to the asymmetric model. ... The credibility model was seen as requiring that no nominal devaluations should be undertaken.
https://www.rba.gov.au/publications/confs/1993/artis.html
Central Bank Frameworks: Evolution or Revolution?
12 Apr 2018
Conference
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2018
The Reserve Bank of Australia 2018 conference, ‘Central Bank Frameworks: Evolution or Revolution?’
https://www.rba.gov.au/publications/confs/2018/
Discussion on Alternative Models of Financial System Development | Conference – 1996
9 Jul 1996
Conferences
the relative performance of Anglo-Saxon financial systems compared with those based on the ‘universal banking’ model.
https://www.rba.gov.au/publications/confs/1996/fukao-disc.html
The Labour Market | Conference – 1990
21 Jun 1990
Conferences
Australia. The results of the experiment are presented for a variety of models.
https://www.rba.gov.au/publications/confs/1990/chapman.html
The Debate on Alternatives for Monetary Policy in Australia
7 Dec 2006
Conferences
PDF
85KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/edey.pdf
Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
Abhyankar, Gonzalez and Klinkowska (2012) show that a conditional consumption capital asset pricing model (CAPM) is able to price a large variation in the cross-section of carry trade portfolios. ... They use a variant of the Vasicek (2002) model with a
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html