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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Meet MARTIN, the RBA's new macroeconomic model

15 Mar 2018 Bulletin – March 2018
Tom Cusbert and Elizabeth Kendall
The Bank also maintains a number of other full-system models. These include the multi-sector dynamic stochastic general equilibrium (DSGE) model documented in Rees, Smith and Hall (2016) and the ... This flexibility reflects that the model is not derived
https://www.rba.gov.au/publications/bulletin/2018/mar/meet-martin-the-rbas-new-macroeconomic-model.html

Exchange Rate Movements and Economic Activity

20 Mar 2014 Bulletin – March 2014
Marion Kohler, Josef Manalo and Dilhan Perera
This article discusses estimates of the effect of movements in the real exchange rate on economic activity and inflation in Australia. The range of estimates suggests that a temporary 10 per cent depreciation of the exchange rate increases the level
https://www.rba.gov.au/publications/bulletin/2014/mar/5.html

Robust Design Principles for Monetary Policy Committees | Conference – 2018

12 Apr 2018 Conferences
David Archer and Andrew T Levin
The basic specification of the FRB/US model is broadly similar to the DSGE models in use at many other central banks, and its dynamic properties are quite close to those ... The staff's macroeconomic analysis was conducted using BEQM, a log-linearised
https://www.rba.gov.au/publications/confs/2018/archer-levin.html

Research Workshop – 2008

16 Dec 2008 Research Workshop
The Reserve Bank of Australia 2008 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2008/

Research Workshop – 2009

15 Dec 2009 Research Workshop
The Reserve Bank of Australia 2009 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2009/

Oil Price Shocks, Monetary Policy and Stagflation | Conference – 2009

17 Aug 2009 Conferences
Lutz Kilian
DSGE models may also allow us to distinguish between alternative causes of fluctuations in the global demand for industrial commodities, and to simulate the impact of alternative policy choices of the ... In contrast, the traditional monetary policy
https://www.rba.gov.au/publications/confs/2009/kilian.html

Property Prices and Bank Risk-taking | Conference – 2012

20 Aug 2012 Conferences
Giovanni Dell'Ariccia
prices. And ‘finance’ modules are increasingly incorporated into the large DSGE models that central banks and other institutions use for policy guidance. ... The latest generation of DSGE models addresses this problem by explicitly allowing for a
https://www.rba.gov.au/publications/confs/2012/dellariccia.html

Research Workshop – 2015

16 Dec 2015 Research Workshop
The Reserve Bank of Australia 2014 research workshop, 'Quantitative Macroeconomics'
https://www.rba.gov.au/publications/workshops/research/2015/

Research Workshop – 2007

18 Dec 2007 Research Workshop
The Reserve Bank of Australia 2007 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2007/

Explaining Low Inflation Using Models

20 Jun 2019 Bulletin – June 2019
Natasha Cassidy, Ewan Rankin, Mike Read and Claudia Seibold
The Reserve Bank's inflation forecast models can help assess which factors have contributed most to low inflation over recent years.
https://www.rba.gov.au/publications/bulletin/2019/jun/explaining-low-inflation-using-models.html