Search: GFC

Sort by: Relevance Date
1–5 of 5 collapsed search results for GFC

RBA Glossary definition for GFC

GFC – Global Financial Crisis

Search Results

Monetary Policy, Equity Markets and the Information Effect

23 Mar 2021 RDP 2021-04
Calvin He
However, there are notable spikes in the series, especially around the global financial crisis (GFC). ... around the GFC (Figure 6).
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html

Appendix B: Regression Output

1 Apr 2021 RDP 2021-04
Calvin He
ASX 200. Earnings forecasts. One-year-ahead. Long-term. Excl GFC. Full sample. Excl GFC. ... Full sample. Excl GFC. Full sample. Constant. 0.010. (0.033). 0.007. (0.035).
https://www.rba.gov.au/publications/rdp/2021/2021-04/appendix-b.html

Robustness and Extensions

1 Apr 2021 RDP 2021-04
Calvin He
This is especially concerning as the largest monetary policy surprises occur during the GFC, which could make these observations highly influential. ... The regression estimates are almost completely unaffected by the exclusion of the GFC period.
https://www.rba.gov.au/publications/rdp/2021/2021-04/robustness-and-extensions.html

Data and Method

1 Apr 2021 RDP 2021-04
Calvin He
However, there are notable spikes in the series, especially around the global financial crisis (GFC).
https://www.rba.gov.au/publications/rdp/2021/2021-04/data-and-method.html

Beyond Board Meetings

1 Apr 2021 RDP 2021-04
Calvin He
around the GFC (Figure 6).
https://www.rba.gov.au/publications/rdp/2021/2021-04/beyond-board-meetings.html