Search: DSGE model

Sort by: Relevance Date
11–14 of 14 collapsed search results for DSGE model
Did you mean dsgemodel?

RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

Search Results

Appendix B: Data Sources

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
RDP 2008-04: A Small BVAR-DSGE Model for Forecasting the Australian Economy Appendix B: Data Sources.
https://www.rba.gov.au/publications/rdp/2008/2008-04/appendix-b.html

Appendix A: Deriving the IS Equation

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
RDP 2008-04: A Small BVAR-DSGE Model for Forecasting the Australian Economy Appendix A: Deriving the IS Equation.
https://www.rba.gov.au/publications/rdp/2008/2008-04/appendix-a.html

Appendix E: Varying Lag Length

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
RDP 2008-04: A Small BVAR-DSGE Model for Forecasting the Australian Economy Appendix E: Varying Lag Length. ... Table E1: RMSE of BVAR-DSGE over Different Lags and Values of λ.
https://www.rba.gov.au/publications/rdp/2008/2008-04/appendix-e.html

References

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
RDP 2008-04: A Small BVAR-DSGE Model for Forecasting the Australian Economy References. ... Fukač M and A Pagan (forthcoming), ‘Limited Information Estimation and Evaluation of DSGE Models,’ Journal of Applied Econometrics.
https://www.rba.gov.au/publications/rdp/2008/2008-04/references.html