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1–10 of 53 search results for DSGE model

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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

Box C: What Explains Recent Inflation Forecast Errors?

4 Nov 2022 SMP – November 2022

Johnson and A Tambalotti (2022), Drivers of Inflation: The New York Fed DSGE Models Perspective,. ... Comprehensive econometric models – including single-equation aggregate inflation models, sectoral models and the full system economic model (MARTIN)

https://www.rba.gov.au/publications/smp/2022/nov/box-c-what-explains-recent-inflation-forecast-errors.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

Box E: Scenario Analysis Using the MARTIN Model

8 Nov 2019 SMP – November 2019

Statement on Monetary Policy – November 2019 Box E. Scenario Analysis Using the MARTIN Model. ... Scenario analysis involves a range of steps and requires the use of economic models.

https://www.rba.gov.au/publications/smp/2019/nov/box-e-scenario-analysis-using-the-martin-model.html