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RESERVE BANK OF AUSTRALIA

Research Discussion Papers 1981–1990

1990

RDP9013
A Select Bibliography of Published Research by the Reserve Bank of Australia: 1969 – 1990
Suzanna Chiang, Michael Power

RDP9012
Some Calculations on Inflation and Corporate Taxation in Australia
Heidi Willmann

RDP9011
Inflation and Corporate Taxation in Australia
Chris Ryan

RDP9010
Volatility of the Australian Dollar Exchange Rate
Lindsay Boulton, Mardi Dungey, Melissa Parkin

RDP9009
An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy
Jerome Fahrer, Lynne-Ellen Shori

RDP9008
Financial Deregulation and the Monetary Transmission Mechanism
Jerome Fahrer, Tom Rohling

RDP9007
Operating Objectives for Monetary Policy
Malcolm Edey

RDP9006
Wage Contracts, Sticky Prices and Exchange Rate Volatility: Evidence from Nine Industrial Countries
Jerome Fahrer

RDP9005
Real Exchange Rates and Australian Export Competitiveness
Mathew Jones, Jenny Wilkinson

RDP9004
Saving and Investment in the 1980s
Malcolm Edey, Mark Britten - Jones

RDP9003
Balance of Payments in the 1980s
Warren Tease

RDP9002
Public Sector Growth and the Current Account in Australia: A Longer Run Perspective
Warwick McKibbin, Steve Morling

RDP9001
Is Pitchford Right? Current Account Adjustment, Exchange Rate Dynamics and Macroeconomic Policy
Jerome Fahrer

1989

RDP8910
An Analysis of the Determinants of Imports
Tracey Horton, Jenny Wilkinson

RDP8909
Optimal Wage Indexation, Monetary Policy and the Exchange Rate Regime
Jerome Fahrer

RDP8908
Capital Flows and Exchange Rate Determination
Ian Macfarlane, Warren Tease

RDP8907
Tax Policy and Housing Investment in Australia
Mark Britten-Jones, Warwick McKibbin

RDP8906
A Random Walk around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
Jeremy Smith, David Gruen

RDP8905
Monetary Policy Instruments: A Theoretical Analysis
Malcolm Edey

RDP8904
Changes in the Behaviour of Banks and their Implications for Financial Aggregates
Ric Battellino, Nola McMillan

RDP8903
The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
Glenn Stevens, Susan Thorp

RDP8902
Option Prices and Implied Volatilities: An Empirical Analysis
Malcolm Edey, Graham Elliott

RDP8901
The World Economy from 1979 to 1988: Results from the MSG2 Model
Warwick McKibbin

1988

RDP8813
The Fiscal Deficit and the Current Account: Twins or Distant Relatives?
Hans Genberg

RDP8812
International Interest Rate Linkages and Monetary Policy: The Case of Australia
Ian Macfarlane

RDP8811
Monetary Transmission in a Deregulated Financial System
Dirk Morris

RDP8810
The Relationship between Actual Investment and Survey-based Expectations
Paul Brennan, Tania Milavec

RDP8809
The Intertemporal Government Budget Constraint and Tests for Bubbles
Graham Elliott, Colm Kearney

RDP8808
Consumption and Permanent Income: The Australian Case
Warwick McKibbin, Anthony Richards

RDP8807
The Cost of Capital: Some Issues
Nigel Dews

RDP8806
Employment, Output and Real Wages
Bill Russell, Warren Tease

RDP8805
The Relationship Between Financial Indicators and Activity: 1968–1987
Michele Bullock, Dirk Morris, Glenn Stevens

RDP8804
Pricing Behaviour in Australian Financial Future Markets
Malcolm Edey, Graham Elliott

RDP8803
Do Financial Aggregates Lead Activity? A Preliminary Analysis
Michele Bullock, Glenn Stevens, Susan Thorp

RDP8802
VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
Robert Trevor, Susan Thorp

RDP8801
Time-Consistent Policy: A Survey of the Issues
Warwick McKibbin

1987

RDP8713
Estimating the Inflationary Effects of Depreciation
Tony Richards, Glenn Stevens

RDP8712
Policy Analysis with the MSG2 Model
Warwick McKibbin

RDP8711
Deviations from Purchasing Power Parity: The Australian Case
Adrian Blundell-Wignall, Marilyn Thomas

RDP8710
Transmission of External Shocks in the RBII Model
Malcolm Edey, Elaine Kerrison, Gordon Menzies

RDP8709
A Note on Aggregate Investment in Australia
Warwick McKibbin, Eric Siegloff

RDP8708
Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates
Malcolm Edey

RDP8707
Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets
Malcolm Edey

RDP8706
Numerical Solution of Rational Expectations Models With and Without Strategic Behaviour
Warwick McKibbin

RDP8705
The Economics of International Policy Coordination
Warwick McKibbin

RDP8704
The Role and Consequences of Investment in Recent Australian Economic Growth
Jeffrey Carmichael, Nigel Dews

RDP8703
Money Demand, Own Interest Rates and Deregulation
Adrian Blundell-Wignall, Susan Thorp

RDP8702
Open Market Operations in Australia: A U.S. Perspective
Michael Dotsey

RDP8701
The Australian Demand Function for Money: Another Look at Stability
Glenn Stevens, Susan Thorp, John Anderson

1986

RDP8612
A Weekly Model of the Floating Australian Dollar
Jeffrey Sheen

RDP8611
The Effectiveness of Fiscal Policy in an Economy with Anticipatory Wage Contracts
Jeffrey Sheen

RDP8610
Equilibrium Exchange Rates and a Popular Model of International Asset Demands: An Inconsistency
Robert Trevor

RDP8609
The Performance of Exchange Rate Forecasts
Philip Lowe, Robert Trevor

RDP8608
Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
Robert Trevor, Stephen Donald

RDP8607
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
Warren Tease

RDP8606
The Nation's Wealth: Some New Calculations for Australia
John Piggott

RDP8605
On Some Recent Developments in Monetary Economics
Peter Jonson, Robert Rankin

RDP8604
Leading Indexes: Do They?
Robert Trevor, Stephen Donald

RDP8603
Risk Premia, Market Efficiency and the Exchange Rate: Some Evidence since the Float
Warren Tease

RDP8602
Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts
Robert Trevor

RDP8601
New Classical Models and Unobserved Aggregates
Robert Trevor

1985

RDP8502
Meeting on Monetary Issues

RDP8501
Neoclassical Theory and Australian Business Investment: A Reappraisal
Ulrich Kohli, Chris Ryan

1984

RDP8403
Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results
Jerome Fahrer, Robert Rankin

RDP8402
Financial Innovation Bibliography
Lindsay Boulton, Warren Tease

RDP8401
The Equations of the RBA82 Model of the Australian Economy
Jerome Fahrer, Robert Rankin, John Taylor

1983

RDP8303
The 1930's and the 1980's: Some Facts
Peter Jonson, Glenn Stevens

RDP8302
Economic Forecasts and Their Assessment
Ian Macfarlane, John Hawkins

RDP8301
Financial Innovations and Monetary Policy: A Preliminary Survey
Carolyn Moses

1982

RDP8205
Methods of Investigating Causal Relationships between Time Series
John Anderson

RDP8204
An Econometric Model of the Australian Trading Banks: 1974–1980
Matthew Butlin, Kim Hawtrey, Chris Ryan

RDP8203
The Causal Relationship between Money Base and Money Supply in Australia: 1960–1979
Matthew Butlin, Chris Ryan

RDP8202
The Market for Negotiable Certificates of Deposit in Australia: 1973–1980
Matthew Butlin, Kim Hawtrey

RDP8201
Money, Wealth and Prices: An Empirical Analysis
Ulrich Kohli, Warwick McKibbin

1981

RDP8105
Economy-wide Modelling: The Way Ahead

RDP8104
External and Domestic Interactions: A Sensitivity Analysis (Further Results)
Peter Jonson, Warwick McKibbin, R.G. Trevor

RDP8103
The Labour Market in Australia: A Review
Francis Campbell

RDP8102
Overdraft Lending and Aggregating Demands Subject to Constraint
Matthew Butlin

RDP8101T
Overdrafts and Credit Rationing
Matthew Butlin

RDP8101
The Effects of Seasonal Adjustment in Econometric Models
Margaret Beck