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In RDP 2008-04

Introduction
Methodology – Estimation
Data and DSGE Priors
Results – Estimation
Forecasting Performance Comparison
Conclusions
Appendix A: Deriving the IS Equation
Appendix B: Data Sources
Appendix C: DSGE Posterior Distributions
Appendix D: Impulse Responses
Appendix E: Varying Lag Length
References

RDP 2008-04: A Small BVAR-DSGE Model for Forecasting the Australian Economy Appendix C: DSGE Posterior Distributions

Andrew Hodge, Tim Robinson and Robyn Stuart

September 2008

Download the Paper

Figure C1: DSGE Parameter Priors and Posteriors

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