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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
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
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References
19 Dec 2023
RDP
2023-09
Place: A Macroeconometric Model of the Australian Economy’, RBA Research Discussion Paper No 2019-07. ... 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
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html
Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
An equation like the expectations-augmented Phillips curve also appears in many New Keynesian DSGE models, and is called the New Keynesian Phillips curve. ... Figure 3: Inflation-unemployment Trade-off in the RBA Phillips Curve Models. Model estimates.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
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The Slowdown in US Productivity Growth: Breaks and Beliefs
26 Oct 2016
RDP
PDF
1630KB
DSGE models, but the standard deviation is wider. Note that our prior is agnostic about the. ... about steady-state TFP growth in the DSGE model. 4.1.3 Why not the 1990s?
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-08.pdf
Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
Both scenarios are generated by the AUS-M model maintained by Outlook Economics. ... It is not clear whether this reflects differences between models or differences between countries.
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
known problems with conducting Bayesian inference in set-identified models; in particular, a. ... macroeconomic models. Moreover, Wolf (2020) explains that these restrictions can help mitigate the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
Research Discussion Papers 2011–2020
31 Dec 2011
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/2011-2020.html
References
25 Sep 2015
RDP
2015-11
Journal of Political Economy. , 115(1), pp 69–102. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,. ... Rabanal P (2009), ‘Inflation Differentials between Spain and the EMU: A DSGE Perspective’,.
https://www.rba.gov.au/publications/rdp/2015/2015-11/references.html
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Results with Tax Data on Actual Investment
19 Dec 2023
RDP
2023-09
et al 2019) and DSGE (Gibbs, Hambur and Nodari 2018) models.
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html
References
14 Feb 2020
RDP
2020-02
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. ... Evidence from a Dynamic Dividend-Discount Model’, European Central Bank Working Paper Series No
https://www.rba.gov.au/publications/rdp/2020/2020-02/references.html
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