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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Darracq Pariès et al (2020) construct a New Keynesian DSGE model that can produce a reversal rate under some calibrations. ... So BA-MARTIN has the same fundamental mechanism as in Brunnermeier and Koby (2018)'s model.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
Investigating the ‘Reversal Rate’ in Australia
21 Dec 2022
RDP
2022-08
Darracq Pariès et al (2020) construct a New Keynesian DSGE model that can produce a reversal rate under some calibrations. ... BA-MARTIN is an aggregate model that does not account for heterogeneity among the banks.
https://www.rba.gov.au/publications/rdp/2022/2022-08/investigating-the-reversal-rate-in-australia.html