Search: FRB/US
RBA Glossary definition for FRB/US
FRB/US – Model of the US Economy used by the Board of Governors of the Federal Reserve System
RBA Glossary definition for US$
US$ – US dollar
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Appendix B: FRB/US Fiscal Equations
29 Aug 2014
RDP
2014-02
RDP 2014-02: Fiscal Policy and the Inflation Target Appendix B: FRB/US Fiscal Equations. ... Download the Paper 847. KB. This appendix presents key equations in the fiscal block of FRB/US, modified to include the effects of countercyclical stimulus, d.
https://www.rba.gov.au/publications/rdp/2014/2014-02/appendix-b.html
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Fiscal Policy and the Inflation Target
4 Feb 2015
RDP
PDF
847KB
Cogan et al (2010) have argued that FRB/US multipliers are too high. ... More important, Coenen et al (2012, Figure 7) find that FRB/US multipliers are similar.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-02.pdf
Robust Design Principles for Monetary Policy Committees | Conference – 2018
12 Apr 2018
Conferences
FRB/US does not explicitly model the banking sector or credit market frictions, which are assumed to be purely exogenous. ... See Brayton et al (1997). For the current FRB/US model, see <https://www.federalreserve.gov/econres/us-models-about.htm>.
https://www.rba.gov.au/publications/confs/2018/archer-levin.html
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Leading examples include the Federal Reserve's FRB/US model, the Bank of Canada's LENS model and the Bank of Japan's Q-JEM model (Brayton, Laubach and Reifschneider 2014; ... In addition to helping us analyse the staff forecasts, MARTIN can also produce
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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References
18 Jan 2022
RDP
2022-01
Brayton F, T Laubach and D Reifschneider (2014), ‘The FRB/US Model: A Tool for Macroeconomic Policy Analysis’, Board of Governors of the Federal Reserve System, FEDS Notes, 3 April.
https://www.rba.gov.au/publications/rdp/2022/2022-01/references.html
The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economy
2 Dec 2008
Research Workshop
PDF
303KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/edge.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
mechanism. Most equations are modelled in an error correction framework, which allows us to. ... models that are similar to MARTIN. Leading examples include the Federal Reserve’s FRB/US model,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
References
8 Oct 2019
RDP
2019-01
Brayton F and P Tinsley (eds) (1996), ‘A Guide to FRB/US: A Macroeconomic Model of the United States’, Board of Governors of the Federal Reserve System Finance and Economics Discussion ... Duca JV, J Muellbauer and A Murphy (2011), ‘House Prices
https://www.rba.gov.au/publications/rdp/2019/2019-01/references.html
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Appendix A: Literature Review
18 Jan 2022
RDP
2022-01
Unfortunately, a unified theory of macroeconomics and finance still eludes us. ... The contradictory lesson from the global financial crisis apparently remains to be learned …. The most well-known of these central bank macroeconometric models, FRB/US,
https://www.rba.gov.au/publications/rdp/2022/2022-01/appendix-a.html