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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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References
19 Dec 2023
RDP
2023-09
Place: A Macroeconometric Model of the Australian Economy’, RBA Research Discussion Paper No 2019-07. ... Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html
Results with Tax Data on Actual Investment
19 Dec 2023
RDP
2023-09
et al 2019) and DSGE (Gibbs, Hambur and Nodari 2018) models.
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
For example, many models, including Woodford (2005), model investment using convex adjustment costs, leading to smooth investment.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia
15 Jun 2023
Bulletin
– June 2023
Inflation has increased substantially since mid-2021.
https://www.rba.gov.au/publications/bulletin/2023/jun/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.html
Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy
10 Feb 2023
SMP
– February 2023
Estimates from the major central banks macroeconomic models are also broadly similar to those of the RBAs MARTIN and dynamic stochastic general equilibrium (DSGE) models. ... The Bank also uses a more heavily structured DSGE model in its analysis.
https://www.rba.gov.au/publications/smp/2023/feb/box-a-mortgage-interest-payments-in-advanced-economies.html
Box C: Supply and Demand Drivers of Inflation in Australia
10 Feb 2023
SMP
– February 2023
Graph C.1. Economic models can be used to estimate how much supply-side and demand-side factors have added to inflation, although the results can depend on the model used. ... See Del Negro M, A Gleich, S Goyal, A Johnson and A Tambalotti (2022), Drivers
https://www.rba.gov.au/publications/smp/2023/feb/box-c-supply-and-demand-drivers-of-inflation-in-australia.html
References
3 Jan 2023
RDP
2022-09
Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No 2018-04. ... Rothenberg TJ (1971), ‘Identification in Parametric Models’, Econometrica, 39(3), pp 577–591
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Darracq Pariès et al (2020) construct a New Keynesian DSGE model that can produce a reversal rate under some calibrations. ... So BA-MARTIN has the same fundamental mechanism as in Brunnermeier and Koby (2018)'s model.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Box C: What Explains Recent Inflation Forecast Errors?
4 Nov 2022
SMP
– November 2022
Johnson and A Tambalotti (2022), Drivers of Inflation: The New York Fed DSGE Models Perspective,. ... Comprehensive econometric models – including single-equation aggregate inflation models, sectoral models and the full system economic model (MARTIN)
https://www.rba.gov.au/publications/smp/2022/nov/box-c-what-explains-recent-inflation-forecast-errors.html
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
3.1 Identified sets for impulse responses to unit shocks. The model is. ... model, which implies that this equation can be interpreted as a supply curve and.
https://www.rba.gov.au/publications/rdp/2022/2022-04/full.html
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