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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Discussion | Conference – 2018

12 Apr 2018 Conferences
And then I will attempt to relate their findings about monetary policy transmission with the modelling assumptions of dynamic stochastic general equilibrium (DSGE) models with financial intermediation. ... I would suggest that the authors discuss their
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello-disc.html

Global Relative Price Shocks: The Role of Macroeconomic Policies | Conference – 2009

17 Aug 2009 Conferences
Adam Cagliarini and Warwick McKibbin
economies. G-Cubed is a widely used dynamic intertemporal general equilibrium model of the world economy (which can be thought of as a hybrid dynamic stochastic general equilibrium (DSGE) model). ... The MSG-Cubed model is known as a dynamic stochastic
https://www.rba.gov.au/publications/confs/2009/cagliarini-mckibbin.html

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

Box C: What Explains Recent Inflation Forecast Errors?

4 Nov 2022 SMP – November 2022
Johnson and A Tambalotti (2022), Drivers of Inflation: The New York Fed DSGE Models Perspective,. ... Comprehensive econometric models – including single-equation aggregate inflation models, sectoral models and the full system economic model (MARTIN)
https://www.rba.gov.au/publications/smp/2022/nov/box-c-what-explains-recent-inflation-forecast-errors.html

Research Discussion Papers – 2013

31 Dec 2013 RDP
Alexandre Dmitriev and Ivan Roberts. RDP 2013-07 An Empirical BVAR-DSGE Model of the Australian Economy. ... Sean Langcake and Tim Robinson. RDP 2013-06 Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies.
https://www.rba.gov.au/publications/rdp/2013/

Research Discussion Papers – 2008

31 Dec 2008 RDP
Philip Liu. RDP 2008-07 A Medium-scale Open Economy Model of Australia. ... Ken Kuttner and Tim Robinson. RDP 2008-04 A Small BVAR-DSGE Model for Forecasting the Australian Economy.
https://www.rba.gov.au/publications/rdp/2008/

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

21 Sep 2023 RDP 2023-09
Jonathan Hambur
For example, many models, including Woodford (2005), model investment using convex adjustment costs, leading to smooth investment.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html

References

3 Jan 2023 RDP 2022-09
Matthew Read
Gibbs CG, J Hambur and G Nodari (2018), ‘DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No 2018-04. ... Rothenberg TJ (1971), ‘Identification in Parametric Models’, Econometrica, 39(3), pp 577–591
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
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Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy

10 Feb 2023 SMP – February 2023
Estimates from the major central banks macroeconomic models are also broadly similar to those of the RBAs MARTIN and dynamic stochastic general equilibrium (DSGE) models. ... The Bank also uses a more heavily structured DSGE model in its analysis.
https://www.rba.gov.au/publications/smp/2023/feb/box-a-mortgage-interest-payments-in-advanced-economies.html

Research Workshop – 2012

14 Dec 2012 Research Workshop
The Reserve Bank of Australia 2012 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2012/