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RBA Glossary definition for QE

QE – Quantitative Easing

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Exchange Rate Expectations

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
w. a measure of world prices. The shorter-run timing variable, QE, builds up prior to each of the major changes in the exchange rate in the sample period. ... and QE enter each of the asset demand functions, but cross equation restrictions on the
https://www.rba.gov.au/publications/rdp/1977/7706/exchange-rate-expectations.html

Discussion on The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
important. In particular, it demonstrates the impact that the payment of interest on excess reserves (IOER) has had on repo rates, and makes the point that quantitative easing (QE) has largely ... reverse repos or securities lending). the extent to which
https://www.rba.gov.au/publications/confs/2013/singh-disc.html

Appendix B. Simulation Procedures

1 Jun 1977 RDP 7702
P.D. Jonson and J.C. Taylor
each of the major changes in the exchange rate (QE) is also set equal to zero.
https://www.rba.gov.au/publications/rdp/1977/7702/appendix-b.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases

19 May 2022 RDP PDF 1938KB
yields, commonly known as quantitative easing, or QE. In theory, bond purchases could affect. ... there was market speculation leading up to this date that the Bank would announce a QE program.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 May 2023 RDP PDF 1465KB
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No! Jonathan Hambur and Qazi Haque. Research Discussion Paper. R DP 2023- 04. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf

Appendix A: The RBA79 model

1 Sep 1979 RDP 7903
P.D. Jonson and R.G. Trevor
QE. synthetic variable for expectations about the exchange rate, 1972-6. QER.
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017

16 Mar 2017 Conferences
Claudio Borio and Boris Hofmann
Similar evidence is reported in Haldane et al (2016). They find that QE shocks have a significant effect when financial market stress is high but not when it is low, with
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html

Identification and Inference under Narrative Restrictions

20 Oct 2023 RDP PDF 1128KB
with c′i,h(ϕϕϕ) = e′i,nChΣΣΣtr the ith row of ChΣΣΣtr and q j = Qe j,n the jth column of Q.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf

General Framework

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
t. r. and q. j. = Qe. j,n. the jth column of Q.
https://www.rba.gov.au/publications/rdp/2023/2023-07/general-framework.html
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