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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Oil Price Shocks, Monetary Policy and Stagflation | Conference – 2009

17 Aug 2009 Conferences
Lutz Kilian
DSGE models may also allow us to distinguish between alternative causes of fluctuations in the global demand for industrial commodities, and to simulate the impact of alternative policy choices of the ... In contrast, the traditional monetary policy

Wealth and Consumption

21 Apr 2023 Bulletin - March 2019 PDF 456KB

Research Workshop – 2008

16 Dec 2008 Research Workshop
The Reserve Bank of Australia 2008 research workshop, 'Monetary Policy in Open Economies'

Property Prices and Bank Risk-taking | Conference – 2012

20 Aug 2012 Conferences
Giovanni Dell'Ariccia
prices. And ‘finance’ modules are increasingly incorporated into the large DSGE models that central banks and other institutions use for policy guidance. ... The latest generation of DSGE models addresses this problem by explicitly allowing for a

Monetary Policy and the Exchange Rate: Evaluation of VAR Models

30 Sep 2010 RDP PDF 334KB
particularly compared toVAR models that use recursive identification structures, which are generallyinconsistent with the responses of the DSGE model. ... 4. VAR Models with Simulated Data. In this section, we estimate a selection of VAR models using

Business Cycle Implications of Internal Consumption Habit for New Keynesian Models

2 Dec 2008 Research Workshop PDF 440KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies

Measuring Monetary Policy when the Nominal Short-Term Interest Rate is Zero: A Dynamic Stochastic Genearl Equilibrium Approach

30 Nov 2009 Research Workshop PDF 347KB
Reserve Bank of Australia Workshop 2009

Financial intermediation and the international business cycle: The case of small countries with big banks

12 Dec 2011 Research Workshop PDF 2130KB
Reserve Bank of Australia Workshop 2011

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

11 Jun 2018 RDP PDF 1710KB
wide variety of existing DSGE models. The approach generates a number of intuitive predictions,. ... It represents an extension of the main DSGE model used by the Reserve Bank of Australia for.

Estimation and Solution of Models with Expectations and Structural Changes

1 Dec 2012 RDP 2012-08
Mariano Kulish and Adrian Pagan
Research Discussion Papers contain the results of economic research within the Reserve Bank
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