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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Motivation

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
Download the Paper 863. KB. One approach used to study the effects of a resource price shock is to integrate a natural resource sector within a small open economy DSGE model. ... Similar abstractions are also common in DSGE models developed by central
https://www.rba.gov.au/publications/rdp/2013/2013-14/motivation.html

Introduction

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
Recent literature has studied the effects of shocks to the average price of natural resources by integrating a resource sector within a small open economy dynamic stochastic general equilibrium (DSGE) model. ... These two effects have been ignored in
https://www.rba.gov.au/publications/rdp/2013/2013-14/introduction.html

References

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
The American Economic Review. , 80(2), pp 38–42. Adolfson M, S Laséen, J Lindé and M Villani (2007), ‘Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through’,. ... Journal of Political Economy. , 86(5), pp 841–861.
https://www.rba.gov.au/publications/rdp/2013/2013-14/references.html

Appendix B: Discussion of the Firms' Resource Problem

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
An appealing feature of our approach, and indeed our main motivation, is that it can be directly integrated into a SOE DSGE model.
https://www.rba.gov.au/publications/rdp/2013/2013-14/appendix-b.html

Natural Resources in Partial Equilibrium

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
with a DSGE model. ... Definition 1. A partial equilibrium for the endogenous reserves model is given by sequences for.
https://www.rba.gov.au/publications/rdp/2013/2013-14/natural-resources-partial-equilibrium.html