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RBA Glossary definition for S&P
S&P – Standard and Poor's. An international statistical rating organisation and data provider.
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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
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1627KB
Anthony Brassil and Gabriela Nodari. Research Discussion Paper. R D P 2018- 01. ... 11. P 1N kk. NX k p p.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf
Macroeconomic Consequences of Terms of Trade Episodes, Past and Present
4 Feb 2015
RDP
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629KB
Today’s policy frameworks and institutional structures allow greater flexibility within the economy. ... 17 For example, a policy statement from the RBA’s 1969-70 annual report (RBA 1970, p 48): ‘It was announced that, in the course of its contacts
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-01.pdf
Productivity and Inflation
2 Dec 2009
RDP
PDF
223KB
Table 2 summarises the literature’s findings.). 4 See, e.g., the papers cited by Jarrett and Selody (1982, p 362); also, Freeman and. ... U. S: 1. 955–. 1990. P. riva. te b. usin.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-10.pdf
THE ROLE MD CONSEQUENCES O XNVESTMENT IN RECENT AUSTRALIM ...
17 Oct 2014
RDP
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2073KB
S. grown steadily since 1960 and, as a proportion of GD?, has stayed relatively. ... CES function;'. -1/p. ot = S (yE (1-y)L) (5). 7. See Walters and Dipplelsman (1986) for annual data and Dews (1986) for the method used to derive quarterly estimates.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8704.pdf
Is Housing Overvalued?
4 Feb 2015
RDP
PDF
1164KB
where P represents the price of the property; r the real interest rate (a composite of the mortgage rate and the opportunity cost of owner’s equity); c represents other running ... P r c s d rentπ+ = (3). where prices, rents and other terms are
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-06.pdf
Leverage Constraints and the International Transmission of Shocks
13 Dec 2009
RDP
PDF
251KB
CRX and CRTCI are interactive terms, where CR is S&P sovereign foreign currency credit ratingin 2007. ... 1 1 1 1 1 1 1 1 1( )S S S S S St t t t t t t t t tC q k W q k G k
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-08.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
They note that ‘if financial markets are complete, it is possible for intermediaries to hedge all aggregate risks in financial markets’ (p 207). ... Daily turnoverPercentage of market cap. %. %. %. S&P/ASX 50.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Modelling the Australian Dollar
1 Oct 2015
RDP
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1421KB
real) US S&P 500 equity index and the VIX (an index of option-implied expectations of volatility in the S&P 500). ... where 0 p, q 1. While all of the model’s short-run coefficients are allowed to switch, the underlying Markov states are identified by
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
Washington Mutual, Wachovia and Iceland’s Landsbanki) were placed into. 6. receivership or forced sales. ... RBA’s Note and Coin Pools was transferred to the commercial banks (Carlin 2004).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
Understanding OECD Output Correlations
1 Dec 2009
RDP
PDF
226KB
Although the extent of Australia’s integration with the US economy is substantial, it is no greater in some directions than with other countries. ... DWH refers to the marginal significance level from a Durbin-Wu-Hausman test for consistency of the OLS
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-05.pdf