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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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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
Jarkko Jääskelä and David Jennings
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