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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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References

25 Sep 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
Journal of Political Economy. , 115(1), pp 69–102. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,. ... Rabanal P (2009), ‘Inflation Differentials between Spain and the EMU: A DSGE Perspective’,.
https://www.rba.gov.au/publications/rdp/2015/2015-11/references.html

References

1 Dec 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
Siddhartha Chib and Srikanth Ramamurthy. Tailored Randomized Block MCMC Methods With Application to DSGE Models. ... Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance.
https://www.rba.gov.au/publications/rdp/2015/2015-11/online-appendix/references.html

The Posterior Sampler

1 Dec 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
2014]. As we have continuous and discrete parameters we modify the standard setup for Bayesian estimation of DSGE models. ... This approach is motivated by the randomized blocking scheme developed for DSGE models in Chib and Ramamurthy [2010].
https://www.rba.gov.au/publications/rdp/2015/2015-11/online-appendix/the-posterior-sampler.html

Empirical Analysis

25 Sep 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
Our calibration strategy is as follows. We calibrate the model at a quarterly frequency. ... We estimate the model using Bayesian methods, as is common in the estimated DSGE literature.
https://www.rba.gov.au/publications/rdp/2015/2015-11/empirical-analysis.html