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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

11 Oct 2022 RDP 2022-04
Matthew Read
3.1 Identified sets for impulse responses to unit shocks. The model is. ... model, which implies that this equation can be interpreted as a supply curve and.
https://www.rba.gov.au/publications/rdp/2022/2022-04/full.html

Ruling Out Unboundedness Using Alternative Restrictions

11 Oct 2022 RDP 2022-04
Matthew Read
from other SVARs or from estimated DSGE models), but these prior estimates may themselves be based on assumptions that lack credibility. ... Volpicella (2022) proposes imposing bounds on the FEVD, where the bounds are elicited from a range of estimated
https://www.rba.gov.au/publications/rdp/2022/2022-04/ruling-out-unboundedness-using-alternative-restrictions.html

The Effects of a 100 Basis Point Federal Funds Rate Shock

11 Oct 2022 RDP 2022-04
Matthew Read
The model's endogenous variables are real GDP (GDP. t. ), the GDP deflator (GDPDEF. ... typically specified in New Keynesian dynamic stochastic general equilibrium (DSGE) models.
https://www.rba.gov.au/publications/rdp/2022/2022-04/the-effects-of-a-100-basis-point-federal-funds-rate-shock.html