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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

References

19 Dec 2023 RDP 2023-09
Place: A Macroeconometric Model of the Australian Economy’, RBA Research Discussion Paper No 2019-07. ... 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
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html

Results with Tax Data on Actual Investment

19 Dec 2023 RDP 2023-09
et al 2019) and DSGE (Gibbs, Hambur and Nodari 2018) models.
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html

Channels of Transmission

11 Oct 2023 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to Bloomberg, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-10-11.html

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

Ekaterina Shabalina | Researcher Profiles

8 Sep 2023
Researcher profile of Ekaterina Shabalina
https://www.rba.gov.au/research/researcher-profiles/ekaterina-shabalina.html

Michaela Haderer | Researcher Profiles

10 Jul 2023
Researcher profile of Michaela Haderer
https://www.rba.gov.au/research/researcher-profiles/michaela-haderer.html

Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia

15 Jun 2023 Bulletin – June 2023
Ben Beckers, Jonathan Hambur and Tom Williams
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

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

Box C: Supply and Demand Drivers of Inflation in Australia

10 Feb 2023 SMP – February 2023
Graph C.1. Economic models can be used to estimate how much supply-side and demand-side factors have added to inflation, although the results can depend on the model used. ... See Del Negro M, A Gleich, S Goyal, A Johnson and A Tambalotti (2022), Drivers
https://www.rba.gov.au/publications/smp/2023/feb/box-c-supply-and-demand-drivers-of-inflation-in-australia.html