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RBA Glossary definition for RBA

RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.

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The Role of International Shocks in Australia's Business Cycle

18 Dec 2008 RDP 2008-08
Philip Liu
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-08.html

The Role of International Shocks in Australia's Business Cycle

18 Dec 2008 RDP 2008-08
Philip Liu
Research Discussion Paper – RDP 2008-08 The Role of International Shocks in Australia's Business Cycle. Philip Liu. December 2008. 373. KB. Related Information. The materials on this webpage are subject to copyright and their use is subject to the
https://www.rba.gov.au/publications/rdp/2008/2008-08/

Conclusion

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 6. Conclusion. Philip Liu. December 2008. Download the Paper 373. KB. This paper uses a small open economy model to investigate the sources of business cycle fluctuations
https://www.rba.gov.au/publications/rdp/2008/2008-08/conclusion.html

Estimating a SVAR Model

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 4. Estimating a SVAR Model. Philip Liu. December 2008. Download the Paper 373. KB. This section sets out the small open economy sign-restricted VAR model estimated using the
https://www.rba.gov.au/publications/rdp/2008/2008-08/est-model.html

Appendix A: Sign Restriction Algorithm

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle Appendix A: Sign Restriction Algorithm. Philip Liu. December 2008. Download the Paper 373. KB. Define an (n n) orthonormal rotation matrix Q such that:. where. This provides
https://www.rba.gov.au/publications/rdp/2008/2008-08/appendix-a.html

The Cyclical Component of GDP

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 2. The Cyclical Component of GDP. Philip Liu. December 2008. Download the Paper 373. KB. The first step of the analysis in this paper is to obtain a measure of the cyclical
https://www.rba.gov.au/publications/rdp/2008/2008-08/cyc-com-gdp.html

A Small Open Economy DSGE Model

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 3. A Small Open Economy DSGE Model. Philip Liu. December 2008. Download the Paper 373. KB. This section presents the estimated small open economy DSGE model. The model is
https://www.rba.gov.au/publications/rdp/2008/2008-08/sma-ope-eco-model.html

References

18 Dec 2008 RDP 2008-08
Philip Liu
Gillitzer C, J Kearns and A Richards (2005), ‘The Australian Business Cycle: A Coincident Indicator Approach’, RBA Research Discussion Paper No 2005–07. ... Nimark K (2007), ‘A Structural Model of Australia as a Small Open Economy’, RBA
https://www.rba.gov.au/publications/rdp/2008/2008-08/references.html

Sign-restricted VAR Results

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 5. Sign-restricted VAR Results. Philip Liu. December 2008. Download the Paper 373. KB. The identification scheme based on the sign-restricted VAR allows for a structural
https://www.rba.gov.au/publications/rdp/2008/2008-08/sig-res-results.html

Introduction

18 Dec 2008 RDP 2008-08
Philip Liu
RDP 2008-08: The Role of International Shocks in Australia's Business Cycle 1. Introduction. Philip Liu. December 2008. Download the Paper 373. KB. There is little consensus on the role played by the rest of the world in a small open economy's
https://www.rba.gov.au/publications/rdp/2008/2008-08/introduction.html