Search: exchange rates
RBA Glossary definition for exchange rates
exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.
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Monetary Policy and the Exchange Rate: Evaluation of VAR Models
6 Oct 2010
RDP
2010-07
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2010/2010-07.html
Monetary Policy and the Exchange Rate: Evaluation of VAR Models
1 Sep 2010
RDP
2010-07
Research Discussion Paper – RDP 2010-07 Monetary Policy and the Exchange Rate: Evaluation of VAR Models.
https://www.rba.gov.au/publications/rdp/2010/2010-07/
Conclusion
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 6.Conclusion. ... structure. Using an identification procedure that is agnostic regarding the direction of the exchange rate response, the paper examines the ability of
https://www.rba.gov.au/publications/rdp/2010/2010-07/conclusion.html
Introduction
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 1. ... shocks, in line with Scholl and Uhlig (2008), the exchange rate puzzle remains.
https://www.rba.gov.au/publications/rdp/2010/2010-07/introduction.html
Appendix C: Supplementary Figures
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models Appendix C: Supplementary Figures.
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-c.html
References
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models References. ... Bjørnland HC and J Halvorsen (2008), ‘How Does Monetary Policy Respond to Exchange Rate Movements?
https://www.rba.gov.au/publications/rdp/2010/2010-07/references.html
Appendix B: Data Description and Sources
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models Appendix B: Data Description and Sources. ... Source: Reserve Bank of Australia. Real exchange rate (q): Real A$/US$ exchange rate (March 1995 = 100).
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-b.html
Appendix A: Sign Restriction Algorithm
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models Appendix A: Sign Restriction Algorithm.
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-a.html
VAR Models with Simulated Data
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 4. ... The model captures correctly the sign of the real exchange rate response on impact.
https://www.rba.gov.au/publications/rdp/2010/2010-07/var-models-with-simulated-data.html
A Small Open Economy DSGE Model
31 Dec 2010
RDP
2010-07
RDP 2010-07: Monetary Policy and the Exchange Rate: Evaluation of VAR Models 2. ... t. = e. t. p. h,t. Combining these expressions, it is easy to show that the real exchange rate, q.
https://www.rba.gov.au/publications/rdp/2010/2010-07/small-open-economy-dsge-model.html