Search: DSGE model

Sort by: Relevance Date
1–5 of 5 collapsed search results for DSGE model
Did you mean dsgemodel?

RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

Search Results

A Small Open Economy DSGE Model

31 Dec 2010 RDP 2010-02
Jarkko Jääskelä and Rebecca McKibbin
A Small Open Economy DSGE Model. Jarkko Jääskelä and Rebecca McKibbin. ... Download the Paper 280. KB. This section sketches the building blocks of the small open economy dynamic stochastic general equilibrium (DSGE) model that we estimate.
https://www.rba.gov.au/publications/rdp/2010/2010-02/small-open-economy.html

Learning in an Estimated Small Open Economy Model

1 Mar 2010 RDP 2010-02
Jarkko Jääskelä and Rebecca McKibbin
Research Discussion Paper – RDP 2010-02 Learning in an Estimated Small Open Economy Model.
https://www.rba.gov.au/publications/rdp/2010/2010-02/

References

31 Dec 2010 RDP 2010-02
Jarkko Jääskelä and Rebecca McKibbin
An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’, Econometric Reviews, 26(2–4), pp 113–172. ... Edge R, M Kiley and JP Laforte (2007), ‘Natural Rate Measures in an Estimated DSGE Model of the U.S.
https://www.rba.gov.au/publications/rdp/2010/2010-02/references.html

Results

31 Dec 2010 RDP 2010-02
Jarkko Jääskelä and Rebecca McKibbin
However, our results are consistent with estimates based on larger DSGE models such as in Murray (2008) and Slobodyan and Wouters (2009). ... behaves more in line with that of the rational expectations model (Figure 1).
https://www.rba.gov.au/publications/rdp/2010/2010-02/results.html

Estimating the Small Open Economy Model

31 Dec 2010 RDP 2010-02
Jarkko Jääskelä and Rebecca McKibbin
This approach has been employed to estimate rational expectations DSGE models in the recent literature. ... where: x. t. is a vector of the model variables, a subset (x.
https://www.rba.gov.au/publications/rdp/2010/2010-02/estimating-small-open-economy.html