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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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
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
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
Discussion of What Caused the Decline in US Business Cycle Volatility?
27 Nov 2006
Conferences
PDF
113KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/gordon-disc.pdf
Discussion of The Smoothing of Official Interest Rates
7 Dec 2006
Conferences
PDF
25KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/lindsey-disc.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
Having a banking sector in MARTIN allows us to explore important policy questions. ... 2. crises in Australia prevents us from using time series data to estimate the necessary relationships.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
Biographies of Contributors
27 Nov 2006
Conferences
PDF
100KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/bios-2004.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
PDF
2157KB
2 The recursive inflation equation includes contemporaneous observations of US real GDP, commodity prices and real. ... Bernanke, Boivin and Eliasz (2005) show that a FAVAR removes the price puzzle from US data.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
Robust Design Principles for Monetary Policy Committees
10 Feb 2020
Conferences
PDF
1517KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-archer-levin.pdf
Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach
27 Feb 2017
RDP
PDF
1444KB
Reserve Board regularly use the FRB/US model to generate fan charts for the staff Tealbook. ... regularly reported in the Tealbook, which are based on stochastic simulations of the FRB/US model that randomly.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf