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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Model Overview and Related Literature

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
Westaway estimates a dynamic stochastic general equilibrium (DSGE) model of a closed economy and finds that a decline in the volatility of economic shocks should lead to lower term premia, a ... However, the DSGE model does not result in an overall fall
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html
See 11 more results from "RDP 2008-09"

The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

11 Oct 2022 RDP 2022-04
Matthew Read
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
See 15 more results from "RDP 2022-04"

Wealth and Consumption

21 Apr 2023 Bulletin - March 2019 PDF 456KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/wealth-and-consumption.pdf

The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

6 Oct 2022 RDP PDF 2224KB
approach to conducting Bayesian inference in set-identified models, because it eliminates the. ... approach to Bayesian inference in set-identified models. In particular, because the model is.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf

Exchange Rate Movements and Economic Activity

19 Mar 2014 Bulletin PDF 1642KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-5.pdf

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

21 Sep 2023 RDP 2023-09
Jonathan Hambur
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

Research Discussion Papers – 2013

31 Dec 2013 RDP
Alexandre Dmitriev and Ivan Roberts. RDP 2013-07 An Empirical BVAR-DSGE Model of the Australian Economy. ... Sean Langcake and Tim Robinson. RDP 2013-06 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies.
https://www.rba.gov.au/publications/rdp/2013/

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

Research Discussion Papers – 2008

31 Dec 2008 RDP
Philip Liu. RDP 2008-07 A Medium-scale Open Economy Model of Australia. ... Ken Kuttner and Tim Robinson. RDP 2008-04 A Small BVAR-DSGE Model for Forecasting the Australian Economy.
https://www.rba.gov.au/publications/rdp/2008/

A Multi-sector Model of the Australian Economy

14 May 2015 RDP PDF 1314KB
informative. Within the set of internal models, the DSGE model is most often used for scenarioanalysis rather than forecasting. ... The response of economic activity to monetary policy shocks islarger in our model than in the the DSGE models of Buncic
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-07.pdf