Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Meet MARTIN, the RBA's new macroeconomic model
15 Mar 2018
Bulletin
– March 2018
The Bank also maintains a number of other full-system models. These include the multi-sector dynamic stochastic general equilibrium (DSGE) model documented in Rees, Smith and Hall (2016) and the ... This flexibility reflects that the model is not derived
https://www.rba.gov.au/publications/bulletin/2018/mar/meet-martin-the-rbas-new-macroeconomic-model.html
Exchange Rate Movements and Economic Activity
20 Mar 2014
Bulletin
– March 2014
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
https://www.rba.gov.au/publications/bulletin/2014/mar/5.html
Explaining Low Inflation Using Models
20 Jun 2019
Bulletin
– June 2019
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
Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia
15 Jun 2023
Bulletin
– June 2023
Inflation has increased substantially since mid-2021.
https://www.rba.gov.au/publications/bulletin/2023/jun/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.html
Wealth and Consumption
21 Mar 2019
Bulletin
– March 2019
Do households consume more when their wealth increases? Our research identifies a positive and stable relationship between household wealth and consumption, largely reflecting changes in spending on motor vehicles, durable goods and other
https://www.rba.gov.au/publications/bulletin/2019/mar/wealth-and-consumption.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
September | 2023
21 Sep 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/sep/
A Model for Stress Testing Household Lending in Australia
19 Dec 2013
Bulletin
– December 2013
Stress testing can be a useful tool for authorities to assess the resilience of their banking systems to various shocks, including those that result in more borrowers being unable to repay their debts. This article outlines a model that simulates
https://www.rba.gov.au/publications/bulletin/2013/dec/4.html
Default Risk Among Australian Listed Corporations
17 Sep 2015
Bulletin
– September 2015
Market-based information can help detect deteriorating corporate health because it incorporates more forward-looking information than other data sources such as financial statements. With this in mind, the Reserve Bank has developed an indicator of
https://www.rba.gov.au/publications/bulletin/2015/sep/6.html
April | 2024
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/apr/