Search: DSGE model
Did you mean
dsgemodel?
RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
Search Results
Financial Stability Review
18 Nov 2022
FSR
- October 2021
PDF
3266KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/financial-stability-review-2021-10.pdf
Financial Stability Review
18 Nov 2022
FSR
- April 2022
PDF
2740KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/financial-stability-review-2022-04.pdf
Household and Business Finances in Australia
18 Nov 2022
FSR
- October 2021
PDF
1061KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/02-household-business-finances-in-australia.pdf
Box A: Australian Financial Regulators' Actions on Climate Change-related Risks
18 Nov 2022
FSR
- October 2021
PDF
72KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/box-a-australian-financial-regulators-actions-on-climate-change-related-risks.pdf
Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
Given that Australia already has modern and well-functioning payment and settlement systems, this research will focus on innovative use cases and business models that could be supported by the issuance
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
Box D: Stress Testing and Australian Bank Resilience
7 Oct 2022
FSR
– October 2022
Figure D.1 presents a simplified diagram of the general model dynamics. Figure D.1: Stress Testing Model Dynamics. ... Interest rates do not have a direct impact on credit losses in the model, rather the effect is indirect.
https://www.rba.gov.au/publications/fsr/2022/oct/box-d-stress-testing-and-australian-bank-resilience.html
Household and Business Finances
8 Apr 2022
FSR
– April 2022
Estimates using a model of the housing market that takes into account historical relationships between interest rates and both demand and supply factors suggest that a 200 basis point increase in ... For further details on the model specification, see
https://www.rba.gov.au/publications/fsr/2022/apr/household-business-finances.html
The Global Financial Environment
8 Apr 2022
FSR
– April 2022
The European Central Bank (ECB) has increased overall capital requirements marginally for banks in the euro area, and reiterated concerns over some banks' internal governance, risk management, business models or capital
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html
Household and Business Finances in Australia
8 Oct 2021
FSR
– October 2021
User-cost models, which compare the relative costs of owning versus renting a property (and so take into account a range of factors including the decline in interest rates), suggest housing
https://www.rba.gov.au/publications/fsr/2021/oct/household-business-finances-in-australia.html
Domestic Regulatory Developments
8 Oct 2021
FSR
– October 2021
With financial technologies and business models continuing to evolve, a priority for both the government and CFR members has been to ensure that regulatory frameworks continue to encourage innovation, while maintaining
https://www.rba.gov.au/publications/fsr/2021/oct/regulatory-developments.html