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RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
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Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
Research Discussion Paper – RDP 2023-06 Firms' Price-setting Behaviour: Insights from Earnings Calls. Callan Windsor and Max Zang. September 2023. 1.6. MB. 164. KB. Supplementary information. machine learning, business, inflation. We introduce new
https://www.rba.gov.au/publications/rdp/2023/2023-06.html
Appendix A: Constructing the Dictionary-based Indices
11 Sep 2023
RDP
2023-06
Sources: Authors' calculations; RBA; Reuters. The list of keywords and qualifiers for the indices was then expanded by training a word embedding model (Word2Vec) on the earnings call corpus and adding
https://www.rba.gov.au/publications/rdp/2023/2023-06/appendix-a.html
Appendix B: Matched Sample Results
11 Sep 2023
RDP
2023-06
RDP 2023-06: Firms' Price-setting Behaviour: Insights from Earnings Calls Appendix B: Matched Sample Results. Callan Windsor and Max Zang. September 2023. Download the Paper 1.6. MB. Table B1: Earnings Calls and Business Liaison/Survey Indicators.
https://www.rba.gov.au/publications/rdp/2023/2023-06/appendix-b.html
Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
Sources: Authors' calculations; RBA; Reuters. In this paper, we examine firms' price-setting behaviour by listening into what companies are saying about input costs, demand and final prices during their earnings ... Rolling quarterly six-month average. (a
https://www.rba.gov.au/publications/rdp/2023/2023-06/full.html
Data
11 Sep 2023
RDP
2023-06
RDP 2023-06: Firms' Price-setting Behaviour: Insights from Earnings Calls 2. Data. Callan Windsor and Max Zang. September 2023. Download the Paper 1.6. MB. Firms' earnings call transcripts are obtained from Reuters. The transcripts include both
https://www.rba.gov.au/publications/rdp/2023/2023-06/data.html
Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
and seminar participants at the Australian Conference of Economists 2023, the RBA–APRA Business Coding Knowledge Sharing Session and the e61/MQBS Big Data Workshop.
https://www.rba.gov.au/publications/rdp/2023/2023-06/sections.html
Conclusion
11 Sep 2023
RDP
2023-06
RDP 2023-06: Firms' Price-setting Behaviour: Insights from Earnings Calls 7. Conclusion. Callan Windsor and Max Zang. September 2023. Download the Paper 1.6. MB. This paper examines firms' price-setting behaviour using insights derived from earnings
https://www.rba.gov.au/publications/rdp/2023/2023-06/conclusion.html
References
11 Sep 2023
RDP
2023-06
Dwyer J, K McLoughlin and A Walker (2022), ‘The Reserve Bank's Liaison Program Turns 21’, RBA Bulletin, September. ... Park A, V Rayner and P D'Arcy (2010), ‘Price-Setting Behaviour – Insights from Australian Firms’, RBA Bulletin, June, pp
https://www.rba.gov.au/publications/rdp/2023/2023-06/references.html
Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
Questions, comments and bug reports can be sent to windsorc and zangm at domain rba.gov.au.
https://www.rba.gov.au/publications/rdp/2023/2023-06/read-me.html
Index Construction
11 Sep 2023
RDP
2023-06
RDP 2023-06: Firms' Price-setting Behaviour: Insights from Earnings Calls 3. Index Construction. Callan Windsor and Max Zang. September 2023. Download the Paper 1.6. MB. We construct several sentiment indices from the text of each earnings call: (1)
https://www.rba.gov.au/publications/rdp/2023/2023-06/index-construction.html