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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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2021

13 Jul 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2021/

Climate Change and Financial Risk

6 Apr 2023 Bulletin – June 2023
Samuel Kurian, Geordie Reid and Maxwell Sutton
Climate change, and the actions taken in response to it, introduces both risks and opportunities for financial institutions.
https://www.rba.gov.au/publications/bulletin/2023/jun/climate-change-and-financial-risk.html

Central Counterparty Interoperability

10 Jun 2012 Bulletin – June 2012
Nicholas Garvin
Figure 2: Alternative Models of CCP Interoperability.
https://www.rba.gov.au/publications/bulletin/2012/jun/7.html

Estimating the NAIRU and the Unemployment Gap

15 Jun 2017 Bulletin – June 2017
Tom Cusbert
Spare capacity in the labour market is an important input into forecasts of inflation and wage growth. This article describes how the Bank estimates one measure of spare capacity in the labour market – the gap between the unemployment rate and the
https://www.rba.gov.au/publications/bulletin/2017/jun/2.html

2022

13 Jul 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/

The Life of Australian Banknotes

17 Sep 2015 Bulletin – September 2015
Alexandra Rush
An assessment of the likely life of a banknote is an important input to a currency issuer's planning. Without accurate predictions of banknote life, there is the potential to incur the economic costs of producing and storing excess banknotes or,
https://www.rba.gov.au/publications/bulletin/2015/sep/7.html

Managing Market Risk in Banks

10 Dec 1996 Bulletin – December 1996
Leading international banks have begun to model these liquidity effects in more detail and incorporate them directly into their VaR models, although this work is still at a relatively early stage. ... There is no doubt that this characteristic makes VaR
https://www.rba.gov.au/publications/bulletin/1996/dec/1.html

December | 2018

13 Jul 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/dec/

A Forward-looking Model of the Australian Dollar

13 Dec 2018 Bulletin – December 2018
Blair Chapman, Jarkko Jääskelä and Emma Smith
The exchange rate is an important mechanism that helps the economy adjust to external shocks.
https://www.rba.gov.au/publications/bulletin/2018/dec/a-forward-looking-model-of-the-australian-dollar.html

Managing Market Risk in Banks

17 Jun 2003 Bulletin PDF 44KB
Leadinginternational banks have begun to model theseliquidity effects in more detail and incorporatethem directly into their VaR models, althoughthis work is still at a relatively early stage. ... pricemovements that pose the greatest risks tofinancial
https://www.rba.gov.au/publications/bulletin/1996/dec/pdf/bu-1296-1.pdf