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Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
1 can be set to yk.Given ϕϕϕ , the set of yk R. ... 2 satisfying the NR is the half-space{yk R. 2 : (σ11σ22)1(.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Monetary Policy, Equity Markets and the Information Effect
23 Mar 2021
RDP
2021-04
s. 1. R. t. s. ]. where:. P. t. is the equity price at time t. ... R represents the relevant discount rate for equities; this includes the zero coupon (or risk-free) rate, term premia and the equity risk premium.
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
R D P 2018- 09. Figures in this publication were generated using Mathematica. ... part determined by the programming language used – the algorithm presented here is written in R.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Valuing Safety and Privacy in Retail Central Bank Digital Currency
11 Apr 2024
RDP
2024-02
s. t. r. a. c. V. i. s. i. 0.10. (0.32, 0.12). (. ... c. R. b. a. V. i. s. i. 0.07. (0.02, 0.16). (.
https://www.rba.gov.au/publications/rdp/2024/2024-02/full.html
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A Random Walk Around the : Expectations, Risk, Interest Rates and Consequences for External Imbalance
1 Oct 1989
RDP
8906
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1989/8906.html
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Do Financial Aggregates Lead Activity?: A Preliminary Analysis
19 Nov 2012
RDP
PDF
694KB
M3 - - - - M3 Real PFE - - - - Nom PFE p - - - - R - -. R - -. • Real Nom C, C"! NBFI PFE p R NBFI PFE R. ... AFIC. AFIC. Real PFE - - - Nom PFE p - - - - R -. R. - -. Real Nom AFIL PFE p R AFIL PFE R.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8803.pdf
Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
As under the unsecured lending policy, if r. R. < r. ... then. S. R. (. r. R. ). <. S. u. (. r. u. ). whenever S < l. 5. Liquidity Support through Securities Purchases.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
R DP 2023- 04. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Read me
23 Mar 2021
RDP
2021-03
R scripts are listed below in the order they should be executed in. ... Our analysis uses some additional R packages not provided by the base installation.
https://www.rba.gov.au/publications/rdp/2021/2021-03/read-me.html
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Appendix C: Trends before and after Treatments
25 Oct 2022
RDP
2022-05
o. D. i. s. i. ,. t. 1. t. r. e. ... t. r. e. n. d. X. ′. i. ,. t. 1.
https://www.rba.gov.au/publications/rdp/2022/2022-05/appendix-c.html
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