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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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DSGE Reno: Adding a Housing Block to a Small Open Economy Model

6 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
Research Discussion Paper – RDP 2018-04 DSGE Reno: Adding a Housing Block to a Small Open Economy Model. ... We then use the model to explore the role of the housing sector in the rebalancing of the Australian economy following the end of the mining
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A Small BVAR-DSGE Model for Forecasting the Australian Economy

10 Feb 2009 RDP PDF 599KB
VAR. The forecasting performance of themodel is competitive with benchmark models such as a Minnesota VAR and anindependently estimated DSGE model. ... 5. Forecasting Performance Comparison. 5.1 The Benchmarks. In order to examine the forecasting gain

Multiple Filtering Devices for the Estimation of Cyclical DSGE Models

3 Dec 2008 Research Workshop PDF 346KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies


9 Jun 2023
A glossary of terms used on the RBA website

An Empirical BVAR-DSGE Model of the Australian Economy

2 Feb 2015 RDP PDF 657KB
3. Estimating the Models 8. 3.1 Estimating the DSGE Model 83.1.1 Estimating the large economy Minnesota VAR 83.1.2 DSGE calibration 103.1.3 DSGE posterior 12. ... 3. Estimating the Models. 3.1 Estimating the DSGE Model. We estimate the DSGE model

Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model

20 Nov 2009 Research Workshop PDF 727KB
Reserve Bank of Australia Research Workshop 2009

Incorporating Conjunctural Analysis in Structural Models

4 Dec 2008 Research Workshop PDF 338KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies

A Multi-sector Model of the Australian Economy

14 May 2015 RDP 2015-07
Daniel Rees, Penelope Smith and Jamie Hall
interest rates, modelling, monetary policy, money, open economy. This paper describes the dynamic stochastic general equilibrium (DSGE) model currently in use at the Reserve Bank of Australia. ... The model extends previous DSGE models of the Australian
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Bulletin June Quarter 2023

29 Sep 2023 Bulletin - June 2023 PDF 7089KB

Exchange Rate Movements and Economic Activity

20 Mar 2014 Bulletin – March 2014
Marion Kohler, Josef Manalo and Dilhan Perera
This article discusses estimates of the effect of movements in the real exchange rate on economic activity and inflation in Australia. The range of estimates suggests that a temporary 10 per cent depreciation of the exchange rate increases the level