Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Discussion on The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
Operational risk – one of the largest risks facing banks – is mainly concerned with low-frequency, high-impact events, with its precise nature changing with technology and business models. ... For each institution the model calculates the probability
https://www.rba.gov.au/publications/confs/2007/laker-disc.html
Discussion | Conference – 2018
12 Apr 2018
Conferences
For the purposes of this discussion, take the standard New Keynesian model as the true model of the economy. ... To see this property of rational expectations equilibrium models clearly, in any bounded equilibrium aggregate demand and supply must satisfy.
https://www.rba.gov.au/publications/confs/2018/archer-levin-disc.html
The Rise in US Household Indebtedness: Causes and Consequences | Conference – 2007
20 Aug 2007
Conferences
Using simple models of household behaviour as our guide, we empirically explore the likely contributions of a wide range of factors. ... We do not attempt to develop and test a formal model of the relationship between debt and its determinants; that
https://www.rba.gov.au/publications/confs/2007/dynan-kohn.html
Discussion on Finance and Welfare States in Globalising Markets | Conference – 2007
20 Aug 2007
Conferences
He also thought that the model of originating and selling mortgages had reduced the incentives to monitor the quality of these assets and that there may be too much reliance on ... Nevertheless, he thought that the basic ‘model’ was not broken,
https://www.rba.gov.au/publications/confs/2007/bertola-disc.html
Biographies of Contributors | Conference – 2007
20 Aug 2007
Conferences
models. He holds a PhD from the Massachusetts Institute of Technology. Jenny Corbett. ... Dr Selody has worked on a variety of topics related to monetary stability and is particularly interested in models of the financial channels of the transmission
https://www.rba.gov.au/publications/confs/2007/bios-2007.html
Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017
16 Mar 2017
Conferences
A few papers have opted to use model-based filters, which involves applying the Kalman filter to unobserved components models in order to extract cycles, rather than frequency-based filters (Galati ... It uses a dynamic general equilibrium model to show
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html
Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
To complete the model, we need a description of the evolution of domestic consumer prices. ... Figures 10 and 11 answer this question, using the standard and the alternative models respectively.
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html
Discussion on Banking Concentration, Financial Stability and Public Policy | Conference – 2007
20 Aug 2007
Conferences
because they adopted the same risk management ‘best practices’ – for example, the same value-at-risk models – or were over-reliant on the same prognosis from ratings agencies.
https://www.rba.gov.au/publications/confs/2007/davis-disc.html
Discussion on Property Market Cycles as Paths to Financial Distress | Conference – 2012
20 Aug 2012
Conferences
modelling which very much chimes with my own: that model development needs to be grounded in reality and that simple models often have the best chance of providing useful insights. ... The model is basically made up of two distinct and traditional
https://www.rba.gov.au/publications/confs/2012/ellis-kulish-wallace-disc.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
New elements include structured credit, the originate-to-distribute business model and expanded markets for repurchase agreements (repos). ... The model itself is not new, having been used in the syndicated loan market for years.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html