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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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References

25 Sep 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
Journal of Political Economy. , 115(1), pp 69–102. An S and F Schorfheide (2007), ‘Bayesian Analysis of DSGE Models’,. ... Rabanal P (2009), ‘Inflation Differentials between Spain and the EMU: A DSGE Perspective’,.
https://www.rba.gov.au/publications/rdp/2015/2015-11/references.html
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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

Monetary Transmission and the Yield Curve in a Small Open Economy

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-03.html
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Forecasting in an Uncertain World

8 Dec 2010 Speech
Philip Lowe
Speech by Philip Lowe to the Australian Business Economists Annual Forecasting Conference Dinner, Sydney
https://www.rba.gov.au/speeches/2010/sp-ag-081210.html

Introduction

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
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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Stochastic Terms of Trade Volatility in Small Open Economies

1 Aug 2013 RDP 2013-10
Patricia Gómez-González and Daniel Rees
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-10/
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References

14 Feb 2020 RDP 2020-02
Calvin He and Gianni La Cava
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. ... Evidence from a Dynamic Dividend-Discount Model’, European Central Bank Working Paper Series No
https://www.rba.gov.au/publications/rdp/2020/2020-02/references.html
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Introduction

1 Jun 2015 RDP 2015-04
Christian Gillitzer
At the other end of the spectrum are microfounded dynamic stochastic general equilibrium (DSGE) models, which are mostly used for scenario analysis. ... In its pure or hybrid variants, it is also a central element of DSGE models used by most central
https://www.rba.gov.au/publications/rdp/2015/2015-04/introduction.html
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References

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
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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Estimation

31 Dec 2013 RDP 2013-09
Daniel Rees
where the state vector. collects the model's theoretical variables and the vector. ... This is somewhat earlier than the starting date for most Australian DSGE models, which typically use data spanning the period after the adoption of a floating exchange
https://www.rba.gov.au/publications/rdp/2013/2013-09/estimation.html
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