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11–16 of 16 collapsed search results for monetary policy

RBA Glossary definition for monetary policy

monetary policy – monetary policy involves using interest rates to influence aggregate demand, employment and inflation in the economy.

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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Findur intraday OIS data.csv’ (monetary policy announcement OIS) – not for public release. ... This code decomposes the high-frequency yield changes into the various monetary policy shock components.
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html

Introduction

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
However, it can be difficult to quantitatively assess the effects of monetary policy. ... To get around the first issue, economists often try to identify monetary policy ‘shocks’.
https://www.rba.gov.au/publications/rdp/2023/2023-04/introduction.html

Documenting Shock Measures Pre-COVID-19

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Specifically, KMS suggest a three-step approach to constructing more interpretable monetary policy shocks:. ... Figure 7: Premia Shocks and Proxies for Monetary Policy Uncertainty. Sources: Authors' calculations; RBA.
https://www.rba.gov.au/publications/rdp/2023/2023-04/documenting-shock-measures-pre-covid-19.html

Supplementary Information for RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its …

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Research Discussion Paper – RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/supplementary-information.html

Copyright and Disclaimer Notice

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/copyright-and-disclaimer-notice.html

Documenting Shock Measures during the COVID-19 Pandemic

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
6 October 2020. October monetary policy announcement. 7 October 2020. Newspaper article (‘Odds shortened on more easing’). ... By yield maturity, daily change. 1-year. 3-year. 5-year. 10-year. Pre-COVID-19 monetary policy announcement.
https://www.rba.gov.au/publications/rdp/2023/2023-04/documenting-shock-measures-during-the-covid-19-pandemic.html