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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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References
22 Jun 2018
RDP
2018-07
DSGE Reno: Adding a Housing Block to a Small Open Economy Model’, RBA Research Discussion Paper No 2018-04. ... Li SM and AH Spencer (2016), ‘Effectiveness of the Australian Fiscal Stimulus Package: A DSGE Analysis’, Economic Record, 92(296), pp
https://www.rba.gov.au/publications/rdp/2018/2018-07/references.html
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Robust Design Principles for Monetary Policy Committees | Conference – 2018
12 Apr 2018
Conferences
The basic specification of the FRB/US model is broadly similar to the DSGE models in use at many other central banks, and its dynamic properties are quite close to those ... The staff's macroeconomic analysis was conducted using BEQM, a log-linearised
https://www.rba.gov.au/publications/confs/2018/archer-levin.html
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
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
Specifically, we:. construct a detailed model of banks' balance sheets, incomes, and expenses;. ... In this model, banks' ROE (r. E. ) is the actual ROE, not the expected ROE.
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
6 Apr 2018
RDP
2018-04
Research Discussion Paper – RDP 2018-04 DSGE Reno: Adding a Housing Block to a Small Open Economy Model. ... We then use the model to explore the role of the housing sector in the rebalancing of the Australian economy following the end of the mining
https://www.rba.gov.au/publications/rdp/2018/2018-04.html
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
10-year expected average real short-term interest rates. Taken from Hambur and Finlay (2018) ‘Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates
https://www.rba.gov.au/publications/rdp/2018/2018-05/read-me.html
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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
Research Discussion Papers – 2018
13 Feb 2018
RDP
Jonathan Hambur and Gianni La Cava. RDP 2018-04 DSGE Reno: Adding a Housing Block to a Small Open Economy Model. ... Ross Kendall and Peter Tulip. RDP 2018-02 Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest
https://www.rba.gov.au/publications/rdp/2018/
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
This means that current consumption should increase (substitution effect). This reasoning is the cornerstone of the standard Euler consumption equation – the consumption demand-block of modern DSGE models. ... For example, in a stylised dynamic
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html
Monetary Policy and Financial Stability | Conference – 2017
16 Mar 2017
Conferences
These models take into account some financial distortions, as well as heterogeneous agents. ... This loss can be approximated by using any standard DSGE model used for policy analysis.
https://www.rba.gov.au/publications/confs/2017/dell-ariccia-habermeier-haksar-mancini-griffoli.html