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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

6 Oct 2022 RDP PDF 2224KB
approach to conducting Bayesian inference in set-identified models, because it eliminates the. ... approach to Bayesian inference in set-identified models. In particular, because the model is.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf

Research Discussion Papers – 2013

31 Dec 2013 RDP
Alexandre Dmitriev and Ivan Roberts. RDP 2013-07 An Empirical BVAR-DSGE Model of the Australian Economy. ... Sean Langcake and Tim Robinson. RDP 2013-06 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies.
https://www.rba.gov.au/publications/rdp/2013/

The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
jurisdiction, and the theoretical existence of this rate being highly model dependent, there remains. ... Cheung and Printant (2019) computes a simple average of three commonly used pricing models.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

Research Discussion Papers – 2008

31 Dec 2008 RDP
Philip Liu. RDP 2008-07 A Medium-scale Open Economy Model of Australia. ... Ken Kuttner and Tim Robinson. RDP 2008-04 A Small BVAR-DSGE Model for Forecasting the Australian Economy.
https://www.rba.gov.au/publications/rdp/2008/

A Multi-sector Model of the Australian Economy

14 May 2015 RDP PDF 1314KB
informative. Within the set of internal models, the DSGE model is most often used for scenarioanalysis rather than forecasting. ... The response of economic activity to monetary policy shocks islarger in our model than in the the DSGE models of Buncic
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-07.pdf

The Slowdown in US Productivity Growth: Breaks and Beliefs

1 Oct 2016 RDP 2016-08
Rachael McCririck and Daniel Rees
The mean of this prior distribution is similar to that used in other estimated US DSGE models, but the standard deviation is wider. ... Figure 10: Estimated Long-run Means. Recall that in the DSGE model output, consumption and real wages all grow at the
https://www.rba.gov.au/publications/rdp/2016/2016-08/full.html
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References

3 Jan 2023 RDP 2022-09
Matthew Read
Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No 2018-04. ... Rothenberg TJ (1971), ‘Identification in Parametric Models’, Econometrica, 39(3), pp 577–591
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
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Is the Phillips Curve Still a Curve? Evidence from the Regions

29 Aug 2021 RDP PDF 1706KB
Comparison to Aggregate Models 23. 7.1 The RBA wage Phillips curve 23. ... DSGE models, and is called the New Keynesian Phillips curve. In these macroeconomic models with.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf

Cost-benefit Analysis of Leaning against the Wind

5 Jul 2019 RDP PDF 1512KB
unemployment rate taken from, for example, a structural macroeconomic model. A quadratic loss. ... The Riksbank’s DSGE. model, Ramses, suggests that following a 100 basis point increase in the policy interest rate that is maintained for a.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-05.pdf

Research Discussion Papers – 2018

13 Feb 2018 RDP
Jonathan Hambur and Gianni La Cava. RDP 2018-04 DSGE Reno: Adding a Housing Block to a Small Open Economy Model. ... Ross Kendall and Peter Tulip. RDP 2018-02 Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest
https://www.rba.gov.au/publications/rdp/2018/