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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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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

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

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 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
James Bishop and Emma Greenland
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
Trent Saunders and Peter Tulip
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

References

25 Sep 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
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

The Role of International Shocks in Australia’s Business Cycle

2 Dec 2009 RDP PDF 372KB
Second, Fukac and Pagan (2006) argue thatrigid restrictions imposed by DSGE models on the data may yield invalid estimatesof the model’s observable shocks (that is, shocks that are mapped into ... The IRFsare simulated by sampling the empirical
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf