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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Appendix D: Further Results
31 Dec 2013
RDP
2013-07
RDP 2013-07: An Empirical BVAR-DSGE Model of the Australian Economy Appendix D: Further Results. ... Series. Minn. AR. DSGE. Combined. Minn. AR. DSGE. Combined. Quarterly. 1-quarter-ahead.
https://www.rba.gov.au/publications/rdp/2013/2013-07/appendix-d.html
References
31 Dec 2013
RDP
2013-07
RDP 2013-07: An Empirical BVAR-DSGE Model of the Australian Economy References. ... Iacoviello M and S Neri (2010), ‘Housing Market Spillovers: Evidence from an Estimated DSGE Model’,.
https://www.rba.gov.au/publications/rdp/2013/2013-07/references.html
Results
31 Dec 2013
RDP
2013-07
RDP 2013-07: An Empirical BVAR-DSGE Model of the Australian Economy 5. ... Table 5 shows the performance of the BVECMX relative to our benchmark models, namely the SOE Minnesota VAR, the univariate autoregressions, the DSGE model and the DSGE and
https://www.rba.gov.au/publications/rdp/2013/2013-07/results.html