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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Monetary Policy and Financial Stability

10 Feb 2020 Conferences PDF 1844KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-dellariccia-habermeier-haksar-mancini-griffoli.pdf

Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries

19 Dec 2019 Research Workshop PDF 2144KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-chatterjee.pdf

A Unified Approach to Measuring u*

19 Dec 2019 Research Workshop PDF 1890KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-sahin.pdf

Bank of England Staff Working Paper No. 827

20 Sep 2019 Research Workshop PDF 4321KB
Employment and the collateral channel of monetary policy
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-foulis.pdf

Bulletin June Quarter 2019

16 Sep 2019 Bulletin - June 2019 PDF 8235KB
https://www.rba.gov.au/publications/bulletin/2019/jun/pdf/bulletin-2019-06.pdf

Model Dynamics

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
To provide some context for the results, we compare MARTIN's responses in the cash rate and exchange rate exercises to those from the RBA's DSGE model, MSM. ... Although the response of non-resource exports volumes in the DSGE model is similar to the
https://www.rba.gov.au/publications/rdp/2019/2019-07/model-dynamics.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
equilibrium (DSGE) model, MSM, documented in Rees, Smith and Hall (2016) and extended by Gibbs,. ... that are specific to the Australian economy, which can be difficult to incorporate in a DSGE model.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

References

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Saunders T and P Tulip (2019), ‘A Model of the Australian Housing Markets’, RBA Research Discussion Paper No 2019-01. ... Svensson LEO (2017b), ‘Leaning against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework
https://www.rba.gov.au/publications/rdp/2019/2019-05/references.html
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Cost-benefit Analysis of Leaning against the Wind

5 Jul 2019 RDP PDF 1512KB
unemployment rate taken from, for example, a structural macroeconomic model. A quadratic loss. ... The Riksbank’s DSGE. model, Ramses, suggests that following a 100 basis point increase in the policy interest rate that is maintained for a.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-05.pdf

Explaining Low Inflation Using Models

20 Jun 2019 Bulletin – June 2019
Natasha Cassidy, Ewan Rankin, Mike Read and Claudia Seibold
The Reserve Bank's inflation forecast models can help assess which factors have contributed most to low inflation over recent years.
https://www.rba.gov.au/publications/bulletin/2019/jun/explaining-low-inflation-using-models.html