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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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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

Conference in Applied Economic Research

6 Dec 1977 Conference – 1977
The Reserve Bank of Australia 1977 conference is on the topic: ‘Conference in Applied Economic Research’
https://www.rba.gov.au/publications/confs/1977/

A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018

12 Apr 2018 Conferences
Luke Hartigan and James Morley
We plan to consider alternative models of structural change in the future, such as: a Markov-switching dynamic factor model used by Diebold and Rudebusch (1996), Chauvet (1998), Kim and Nelson ... The estimation is ‘quasi’ in the sense that the
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html

What Caused the Decline in US Business Cycle Volatility? | Conference – 2005

11 Jul 2005 Conferences
Robert J Gordon
The development and analysis of the model goes beyond the previous literature in two directions. ... and output that are not directly related to the other endogenous variables in the model.
https://www.rba.gov.au/publications/confs/2005/gordon.html

Alternative Models of Financial System Development | Conference – 1996

9 Jul 1996 Conferences
Stephen Prowse
RBA Annual Conference – 1996 Alternative Models of Financial System Development Stephen Prowse.
https://www.rba.gov.au/publications/confs/1996/prowse.html

Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011

16 Aug 2011 Conferences
Tamim Bayoumi and Trung Bui
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

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

Financial-asset Prices and Monetary Policy: Theory and Evidence | Conference – 1997

21 Jul 1997 Conferences
Frank Smets
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 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
Bruce Chapman
Australia. The results of the experiment are presented for a variety of models.
https://www.rba.gov.au/publications/confs/1990/chapman.html