Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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A Small Open Economy DSGE Model
31 Dec 2010
RDP
2010-02
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
References
31 Dec 2010
RDP
2010-02
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
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
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
Learning in an Estimated Small Open Economy Model
1 Mar 2010
RDP
2010-02
Research Discussion Paper – RDP 2010-02 Learning in an Estimated Small Open Economy Model.
https://www.rba.gov.au/publications/rdp/2010/2010-02/