Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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Unprecedented Changes in the Terms of Trade: Online Appendix
1 Sep 2015
RDP
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407KB
RDP 2015-11 online appendix
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-11-appendix.pdf
Consumption and Permanent Income: The Australian Case
19 Nov 2012
RDP
PDF
865KB
utility function and make y a function of rt and a constant rate of time. ... bl h vara e rt=rt. The equations are estimated using annual data and the SYSNLIN program in SAS.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8808.pdf
Why Does the Australian Dollar Move so Closely with the Terms of Trade?
1 Dec 2009
RDP
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203KB
ER q q r rt t t tAUS. t,( )4 4 4 4100 (10). ... year bond, E ERt t( ),8 , is therefore approximately:. E ER E q q E r rt t tB.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9601.pdf
Learning in an Estimated Small Open Economy Model
30 Mar 2010
RDP
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279KB
rt. = M yt1πt1. rt1. + εt (12)where εt is the world shock vector and y. ... Φt = Φt1 ḡR1t Zt1[(x. ft )′Z′t1Φt1] (16). Rt = Rt1 ḡ[Zt1Z′t1Rt1].
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-02.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
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1966KB
Financial Conditions and Downside Risk to Economic Activity in Australia. Luke Hartigan and Michelle Wright. Research Discussion Paper. R D P 2021- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?
18 Apr 2007
RDP
PDF
250KB
those countries. The individual elements of rt+, are given by:. US r t is similarly defined, without the exchange rate ratio.
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9103.pdf
Estimation and Solution of Models with Expectations and Structural Changes
28 Jan 2015
RDP
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1110KB
6. xt = (rπ) (rt IEtπt1) IEtxt1 (1ω)(1ρa)at (21)πt = π β. ... IEtπt1π. )ψxt et (22). rt = rρr(rt1 r. )ρπ (πtπ)ρg (gtg)ρxxt εr,t (23).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-08.pdf
Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
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1594KB
Valuing Safety and Privacy in Retail Central Bank Digital Currency. Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney. Research Discussion Paper. R DP 2024- 02. Figures in this publication were generated
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
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1014KB
period t, rt is the yield on a short-term security, and Xt. ... Rt= Rt- Et e (1). where Rt is the long-term rate, e the exchange rate, a indicates a foreign variable and a dot over a variable.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf
Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
PDF
479KB
The equivalent realyield is given by yrt,τ = log(P. rt,τ) where P. ... 25. In this case we have. yit,τ = ynt,τ y. rt,τ. =
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf