Search: RBA

Sort by: Relevance Date
1–10 of 15 collapsed search results for RBA

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.

Search Results

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

3 Jan 2023 RDP 2022-09
Matthew Read
Research Discussion Paper – RDP 2022-09 Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Matthew Read. December 2022. 1.84. MB. 536. KB. Supplementary information. cash rate, exchange
https://www.rba.gov.au/publications/rdp/2022/2022-09.html

Framework

3 Jan 2023 RDP 2022-09
Matthew Read
RDP 2022-09: Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions 2. Framework. Matthew Read. December 2022. Download the Paper 1.84. MB. This section describes the SVAR framework, outlines
https://www.rba.gov.au/publications/rdp/2022/2022-09/framework.html

Robustness Exercises

3 Jan 2023 RDP 2022-09
Matthew Read
It is difficult to be precise about the exact start of explicit inflation targeting by the RBA. ... For example, speeches by the Governor at the time, Bernie Fraser, in 1992 and 1993 contain references to the practice of inflation targeting by the RBA
https://www.rba.gov.au/publications/rdp/2022/2022-09/robustness-exercises.html

Appendix A: Algorithms for Inference

3 Jan 2023 RDP 2022-09
Matthew Read
RDP 2022-09: Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions Appendix A: Algorithms for Inference. Matthew Read. December 2022. Download the Paper 1.84. MB. This appendix describes the
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-a.html

Appendix B: Data

3 Jan 2023 RDP 2022-09
Matthew Read
ABS Cat No 6401.0 ‘Consumer Price Index, Australia’; data for the period prior to September 2002 are calculated by the RBA using the ABS methodology. ... RBA statistical table F1.1 Interest Rates and Yields – Money Market and Historical data: F17
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

3 Jan 2023 RDP 2022-09
Matthew Read
More specifically, I find that there is a reasonably high posterior probability assigned to output responses that exceed the peak responses in the RBA's multi-sector and MARTIN models (Gibbs, ... to purge the cash rate of its endogenous response to
https://www.rba.gov.au/publications/rdp/2022/2022-09/full.html

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

3 Jan 2023 RDP 2022-09
Matthew Read
Research Discussion Paper – RDP 2022-09 Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Matthew Read. December 2022. 1.84. MB. I thank Alexander Ballantyne, Benjamin Beckers, Anthony
https://www.rba.gov.au/publications/rdp/2022/2022-09/sections.html

Conclusion

3 Jan 2023 RDP 2022-09
Matthew Read
suggest that the response of output is likely to exceed the peak responses in the RBA's multi-sector and MARTIN models.
https://www.rba.gov.au/publications/rdp/2022/2022-09/conclusion.html

References

3 Jan 2023 RDP 2022-09
Matthew Read
Beckers B (2020), ‘Credit Spreads, Monetary Policy and the Price Puzzle’, RBA Research Discussion Paper No 2020-01. ... Berkelmans L (2005), ‘Credit and Monetary Policy: An Australian SVAR’, RBA Research Discussion Paper No 2005-06.
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html

Read me file

3 Jan 2023 RDP 2022-09
Matthew Read
RDP 2022-09: Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions Read me file. Matthew Read. December 2022. This ‘read me’ file contains instructions about how to replicate the results
https://www.rba.gov.au/publications/rdp/2022/2022-09/read-me.html