Search: RP
RBA Glossary definition for RP
RP – Repurchase Agreement. The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.
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Three Australian Asset-price Bubbles | Conference – 2003
18 Aug 2003
Conferences
RBA Annual Conference – 2003 Three Australian Asset-price Bubbles John Simon. According to modern economic theory—which holds that markets are efficient, i.e., that share prices reflect intrinsic values, and that speculators are simply rational
https://www.rba.gov.au/publications/confs/2003/simon.html
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
In the state equation, the covariance matrix of η. t. corresponds to the r r matrix Q while G is a rp r selector matrix. ... with the initial state F. 0. = 0. rp. and initial state variance.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
Three Perspectives on an Australasian Monetary Union | Conference – 2001
24 Jul 2001
Conferences
RBA Annual Conference – 2001 Three Perspectives on an Australasian Monetary Union Andrew Coleman. 1. Introduction. Whether Australia and New Zealand should have a single currency is periodically debated in New Zealand. There was a resounding
https://www.rba.gov.au/publications/confs/2001/coleman.html
Discussion on Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
Pesaran MH, Y Shin and RP Smith (1999), ‘Pooled Mean Group Estimation of Dynamic Heterogeneous Panels’, Journal of the American Statistical Association, 94(446), pp 621–634.
https://www.rba.gov.au/publications/confs/2009/frankel-rose-disc.html
Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
rp E(Δs) – (fs) risk premium, where f is the log of the forward/futures rate at the same maturity as the interest rate. ... But it is also a determinant of the risk premium rp, whereby it should have a negative effect on commodity prices.
https://www.rba.gov.au/publications/confs/2009/frankel-rose.html
Major Influences on the Australian Dollar Exchange Rate | Conference – 1993
12 Jul 1993
Conferences
where prp. t. is a ‘political’ risk premium deriving from regulations and rp.
https://www.rba.gov.au/publications/confs/1993/blundell-wignall-fahrer-heath.html
Discussion on Papers by Charles Wyplosz and Andrew Coleman | Conference – 2001
24 Jul 2001
Conferences
Flood RP and AK Rose (1995), ‘Fixing exchange rates: A virtual quest for fundamentals’, Journal of Monetary Economics, 36(1), pp 3–37.
https://www.rba.gov.au/publications/confs/2001/wyplosz-coleman-disc.html
Inflation, Disinflation and the Natural Rate of Unemployment: A Dynamic Framework for Policy Analysis | Conference – 2000
24 Jul 2000
Conferences
RBA Annual Conference – 2000 Inflation, Disinflation and the Natural Rate of Unemployment: A Dynamic Framework for Policy Analysis Robert Leeson. 1. The Importance of Integrating Dynamics into Policy Analysis. Economists are accustomed to
https://www.rba.gov.au/publications/confs/2000/leeson.html
What Drives Inflation in the World? | Conference – 2009
17 Aug 2009
Conferences
RBA Annual Conference – 2009 What Drives Inflation in the World? César Calderón and Klaus Schmidt-Hebbel. This paper evaluates the empirical role of non-monetary determinants of inflation in a world panel sample. We extend the previous
https://www.rba.gov.au/publications/confs/2009/calderon-schmidt-hebbel.html
Discussion | Conference – 2009
17 Aug 2009
Conferences
38. Dees S, MH Pesaran, LV Smith and RP Smith (2009), ‘Identification of New Keynesian Phillips Curves from a Global Perspective’, Journal of Money, Credit and Banking, 41(7), pp
https://www.rba.gov.au/publications/confs/2009/baumeister-peersman-vanrobays-disc.html