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1–10 of 4,608 search results for DSGE model

RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

A Small BVAR-DSGE Model for Forecasting the Australian Economy

23 Sep 2008 RDP 2008-04

Andrew Hodge, Tim Robinson and Robyn Stuart

Research Discussion Papers contain the results of economic research within the Reserve Bank

https://www.rba.gov.au/publications/rdp/2008/2008-04.html

See 13 more results from "RDP 2008-04"

Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies

6 Jun 2013 RDP 2013-06

Tim Robinson

Research Discussion Papers contain the results of economic research within the Reserve Bank

https://www.rba.gov.au/publications/rdp/2013/2013-06.html

See 11 more results from "RDP 2013-06"

An Empirical BVAR-DSGE Model of the Australian Economy

6 Jun 2013 RDP 2013-07

Sean Langcake and Tim Robinson

Research Discussion Papers contain the results of economic research within the Reserve Bank

https://www.rba.gov.au/publications/rdp/2013/2013-07.html

See 12 more results from "RDP 2013-07"

A Small Open Economy DSGE Model

18 Dec 2008 RDP 2008-08

Philip Liu

The parameters of the DSGE model are estimated using constrained maximum likelihood (ML). ... Second, Fukac and Pagan (2006) argue that rigid restrictions imposed by DSGE models on the data may yield invalid estimates of the model's observable shocks

https://www.rba.gov.au/publications/rdp/2008/2008-08/sma-ope-eco-model.html

See 8 more results from "RDP 2008-08"

A Small Open Economy DSGE Model

31 Dec 2010 RDP 2010-02

Jarkko Jääskelä and Rebecca McKibbin

A Small Open Economy DSGE Model. Jarkko Jääskelä and Rebecca McKibbin. ... Download the Paper 280. KB. This section sketches the building blocks of the small open economy dynamic stochastic general equilibrium (DSGE) model that we estimate.

https://www.rba.gov.au/publications/rdp/2010/2010-02/small-open-economy.html

See 11 more results from "RDP 2010-02"

A Small Open Economy DSGE Model

31 Dec 2010 RDP 2010-07

Jarkko Jääskelä and David Jennings

A Small Open Economy DSGE Model. Jarkko Jääskelä and David Jennings. ... Download the Paper 335. KB. This section presents the small open economy DSGE model.

https://www.rba.gov.au/publications/rdp/2010/2010-07/small-open-economy-dsge-model.html

See 11 more results from "RDP 2010-07"

A Suite of Models

16 May 2008 RDP 2008-02

Hugo Gerard and Kristoffer Nimark

We consider three types of models: a BVAR with Minnesota priors, a dynamic factor model or FAVAR and a medium-scale DSGE model. ... The DSGE model uses economic theory to restrict the dynamics and cross-correlations of key macroeconomic time series.

https://www.rba.gov.au/publications/rdp/2008/2008-02/sui-models.html

See 10 more results from "RDP 2008-02"

Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies

2 Feb 2015 RDP PDF 759KB

method of using a DSGE model toinform the priors of a Bayesian VAR. ... DSGE model(for a given vector of parameters) in Normal-inverted Wishart form.

https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-06.pdf