Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Inflation
6 Feb 2020
SMP
– February 2020
foreign entrants, technology and changing business models. ... Graph 4.10. Grocery price inflation was subdued throughout much of the 2010s because of changes to business models and the entry of new supermarket chains.
https://www.rba.gov.au/publications/smp/2020/feb/inflation.html
Domestic Economic Conditions
20 Nov 2023
SMP
- November 2023
PDF
1238KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/02-domestic-economic-conditions.pdf
Box C: The Cycle in Dwelling Investment
27 Jul 2015
SMP
- May 2015
PDF
147KB
https://www.rba.gov.au/publications/smp/2015/may/pdf/box-c.pdf
Inflation
8 Nov 2019
SMP
– November 2019
Graph 4.11. Over a longer period of some years, retail inflation has been very low as a result of heightened competition from new foreign entrants, technology and changing business models.
https://www.rba.gov.au/publications/smp/2019/nov/inflation.html
Box B: Lags from Activity to the Labour Market
10 May 2014
SMP
– May 2014
One approach that can provide an estimate of the magnitude of these links is a VAR model, which captures the dynamic relationships between these variables. ... The model is estimated over the period September quarter 1998 to December quarter 2013.
https://www.rba.gov.au/publications/smp/2014/may/box-b.html
Box A: The Boom in the Prices of Steel-making Commodities
10 May 2010
SMP
– May 2010
China's demand for steel has been rising steadily for a number of years, reflecting its stage of economic development and the growth model that it has pursued. ... Rapid industrialisation and urbanisation are driving high levels of investment in fixed
https://www.rba.gov.au/publications/smp/2010/may/box-a.html
Box A: Global Developments in Inflation
10 Feb 2010
SMP
– February 2010
Footnote. See, for example, Smets F and R Wouters (2004), ‘Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach’, European Central Bank Working Paper No
https://www.rba.gov.au/publications/smp/2010/feb/box-a.html
Box C: Low Volatility in Financial Markets
10 Aug 2014
SMP
– August 2014
Indeed, low volatility will typically generate an increase in risk-taking for investors that employ value-at-risk models.
https://www.rba.gov.au/publications/smp/2014/aug/box-c.html
Inflation
7 May 2020
SMP
- May 2020
PDF
432KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/05-inflation.pdf
Introduction
10 Nov 2008
SMP
– November 2008
All of this is part of a major reshaping of the financial landscape, in which the business models of some of the most highly leveraged institutions have proven to be no
https://www.rba.gov.au/publications/smp/2008/nov/intro.html