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RBA Glossary definition for international reserves
international reserves – Holdings by a central bank of foreign exchange and gold.
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International Business Cycles with Complete Markets
24 Jun 2013
RDP
2013-08
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-08.html
International Business Cycles with Complete Markets
31 Dec 2013
RDP
2013-08
Views expressed in this paper are those of the authors and not necessarily those of the Reserve Bank. ... and participants at the Econometric Society Asian Meeting 2011 and Tsinghua-Columbia Conference on International Economics 2011 for their valuable
https://www.rba.gov.au/publications/rdp/2013/2013-08/
The Results
31 Dec 2013
RDP
2013-08
It predicts a realistic level of international correlation of output (0.25 vs. ... Second, the two most sensitive statistics are international correlations of consumption and investment.
https://www.rba.gov.au/publications/rdp/2013/2013-08/results.html
Conclusion
31 Dec 2013
RDP
2013-08
RDP 2013-08: International Business Cycles with Complete Markets 5. Conclusion. Alexandre Dmitriev and Ivan Roberts. ... Terms of trade movements provide an extra channel in the international transmission of productivity shocks.
https://www.rba.gov.au/publications/rdp/2013/2013-08/conclusion.html
References
31 Dec 2013
RDP
2013-08
RDP 2013-08: International Business Cycles with Complete Markets References. Alexandre Dmitriev and Ivan Roberts. ... 15296. Kehoe PJ and F Perri (2002), ‘International Business Cycles with Endogenous Incomplete Markets’,.
https://www.rba.gov.au/publications/rdp/2013/2013-08/references.html
The Model
31 Dec 2013
RDP
2013-08
This formulation has been used by Baxter and Crucini (1995), Baxter and Farr (2005) and Yakhin (2007) in the context of international business cycle models. ... Reserve Bank of Australia, 2001–2024. All rights reserved. The Reserve Bank of Australia
https://www.rba.gov.au/publications/rdp/2013/2013-08/model.html
Introduction
31 Dec 2013
RDP
2013-08
Their model predicts a realistic international consumption correlation provided that productivity shocks are uncorrelated. ... develop a model which can explain international comovement in labor input and investment’.
https://www.rba.gov.au/publications/rdp/2013/2013-08/introduction.html
Appendix A: Data
31 Dec 2013
RDP
2013-08
RDP 2013-08: International Business Cycles with Complete Markets Appendix A: Data. ... Reserve Bank of Australia, 2001–2024. All rights reserved. The Reserve Bank of Australia acknowledges the Aboriginal and Torres Strait Islander Peoples of Australia
https://www.rba.gov.au/publications/rdp/2013/2013-08/appendix-a.html
Parameter Values and Computation
31 Dec 2013
RDP
2013-08
RDP 2013-08: International Business Cycles with Complete Markets 3. Parameter Values and Computation. ... Reserve Bank of Australia, 2001–2024. All rights reserved. The Reserve Bank of Australia acknowledges the Aboriginal and Torres Strait Islander
https://www.rba.gov.au/publications/rdp/2013/2013-08/parameter-values-computation.html
Appendix B: Solving the Model
31 Dec 2013
RDP
2013-08
RDP 2013-08: International Business Cycles with Complete Markets Appendix B: Solving the Model. ... Reserve Bank of Australia, 2001–2024. All rights reserved. The Reserve Bank of Australia acknowledges the Aboriginal and Torres Strait Islander Peoples
https://www.rba.gov.au/publications/rdp/2013/2013-08/appendix-b.html