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Appendix A: Derivation of the Loan Amortisation Formulae

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
D. (. 0. ). =. D. 0. D. (. 1. ). =. D. (. 0. ). R. =. D. 0. R. m. ... 0. t. 1. R. k. Given a geometric progression for the sum of the interest rate terms, this can also be written as:.
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-a.html

The Rise in Household Liquidity

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
N. C. E. R. T. A. I. N. T. Y. i. ... No. R squared. 4.7. 4.5. Households. 3,708. 3,958. Observations. 7,170. 7,704.
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html

Appendix D: Household Liquidity, Precautionary Saving and Borrowing Constraints

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
R. s. (. 1. α. ). P. 1. A. 0. where the household can consume from its second period income endowment ( y. ... β. R. =. 1. In this case, the household in the first period faces the following decision:.
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-d.html

The Rise in Household Liquidity and Falling Interest Rates

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
B. U. F. F. E. R. t. h. B. U. F. ... Yes. Yes. Loan birth cohort effects. No. Yes. R squared. 3.7.
https://www.rba.gov.au/publications/rdp/2021/2021-10/the-rise-in-household-liquidity-and-falling-interest-rates.html

Appendix B: Cross-country Evidence on Liquidity Buffers

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
Δ. B. U. F. F. E. R. c. t. ). and the explanatory variables. (. Δ. X. c. t. ). include the change in real interest rates, the change in the housing ... 0.61. (0.32). 0.63. (0.27). Constant. 0.01. (0.01). 0.00. (0.01). R squared.
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-b.html

References

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
Chetty R, L Sándor and A Szeidl (2017), ‘The Effect of Housing on Portfolio Choice’, The Journal of Finance, 72(3), pp 1171–1212. ... Mian A, L Straub and A Sufi (2021), ‘What Explains the Decline in r?
https://www.rba.gov.au/publications/rdp/2021/2021-10/references.html

Appendix C: Household Liquidity and Local Area Housing Prices

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
Yes. Yes. R squared. 0.16. 0.58. Observations. 435. 435. Notes: , and denote statistical significance at the 10, 5 and 1 per cent levels, respectively; t-statistics in parentheses; estimates ... Yes. No. Yes. Yes. R squared. 0.03. 0.06. 0.02. 0.01. 0.14.
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-c.html

Household Liquidity and Mortgage Debt Dynamics

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
No. R squared. 4.7. 4.5. Households. 3,708. 3,958. Observations. 7,170. 7,704. ... No. No. R squared. 0.7. 3.9. 4.0. Observations. 12,222. 12,222. 12,222.
https://www.rba.gov.au/publications/rdp/2021/2021-10/household-liquidity-and-mortgage-debt-dynamics.html