Search: financial disturbance
RBA Glossary definition for financial disturbance
financial disturbance – An event or incident, which causes a significant loss of confidence by depositors or investors in a financial institution or a disruption to financial markets.
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Three Vector Autoregressive Models
1 Jan 1988
RDP
8802
We added several financial variables (money supply, a short-term interest rate, an exchange rate and stock market prices) which we thought might contain information relevant to future movements in the ... and slope (γ. t. ) component evolving over time.
https://www.rba.gov.au/publications/rdp/1988/8802/three-vector-autoregressive-models.html