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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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References
8 Mar 2017
RDP
2017-01
Diebold FX, F Schorfheide and M Shin (2016), ‘Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility’, Unpublished manuscript, University of Pennsylvania. ... Sims CA (2002), ‘The Role of Models and Probabilities in the Monetary
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html
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Results
23 Nov 2016
RDP
2016-08
Figure 10: Estimated Long-run Means. Recall that in the DSGE model output, consumption and real wages all grow at the same rate as TFP in steady state. ... The timing of the downward shift in these long-run means coincides remarkably closely with the
https://www.rba.gov.au/publications/rdp/2016/2016-08/results.html
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Economic Forecasting at the Reserve Bank of Australia
6 Apr 2016
Speech
Speech delivered by Christopher Kent, Assistant Governor (Economic), to the Economic Society of Australia, Hobart
https://www.rba.gov.au/speeches/2016/sp-ag-2016-04-06.html
Introduction
31 Dec 2015
RDP
2015-12
Other models developed by RBA staff which can help to answer a range of broader questions about the relationships between the exchange rate and other macroeconomic variables include: the DSGE model ... set out in Rees, Smith and Hall (2015), which models
https://www.rba.gov.au/publications/rdp/2015/2015-12/introduction.html
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References
31 Dec 2015
RDP
2015-13
Hurvich CM and C-L Tsai (1989), ‘Regression and Time Series Model Selection in Small Samples’,. ... Journal of Applied Econometrics. , 17(3), pp 291–299. Saijo H (2013), ‘Estimating DSGE Models Using Seasonally Adjusted and Unadjusted Data’,
https://www.rba.gov.au/publications/rdp/2015/2015-13/references.html
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References
31 Dec 2015
RDP
2015-14
Fleischman CA and JM Roberts (2011), ‘From Many Series, One Cycle: Improved Estimates of the Business Cycle from a Multivariate Unobserved Components Model’, Board of Governors of the Federal Reserve System ... Vetlov I, T Hlédik, M Jonsson, H
https://www.rba.gov.au/publications/rdp/2015/2015-14/references.html
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Research Workshop – 2015
16 Dec 2015
Research Workshop
The Reserve Bank of Australia 2014 research workshop, 'Quantitative Macroeconomics'
https://www.rba.gov.au/publications/workshops/research/2015/
References
1 Dec 2015
RDP
2015-11
Siddhartha Chib and Srikanth Ramamurthy. Tailored Randomized Block MCMC Methods With Application to DSGE Models. ... Estimating the Expected Duration of the Zero Lower Bound in DSGE Models with Forward Guidance.
https://www.rba.gov.au/publications/rdp/2015/2015-11/online-appendix/references.html
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Monetary Policy Transmission – What's Known and What's Changed
15 Jun 2015
Speech
Public Lecture at the Australian National University, Canberra
https://www.rba.gov.au/speeches/2015/sp-ag-2015-06-15.html
Introduction
1 Jun 2015
RDP
2015-07
Within the set of internal models, the DSGE model is most often used for scenario analysis rather than forecasting. ... More recently, Jääskelä and Nimark (2011) constructed a medium-scale DSGE model that, along with other models, was used for
https://www.rba.gov.au/publications/rdp/2015/2015-07/introduction.html
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