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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
For example, many models, including Woodford (2005), model investment using convex adjustment costs, leading to smooth investment.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
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/
References
3 Jan 2023
RDP
2022-09
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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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/
Results
23 Nov 2016
RDP
2016-08
Figure 10: Estimated Long-run Means. Recall that in the DSGE model output, consumption and real wages all grow at the same rate as TFP in steady state. ... The timing of the downward shift in these long-run means coincides remarkably closely with the
https://www.rba.gov.au/publications/rdp/2016/2016-08/results.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
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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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
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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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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