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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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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
Research Discussion Paper – RDP 2018-02 Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. Jonathan Hambur and Richard Finlay. February 2018. 1.62. MB. Supplementary information.
https://www.rba.gov.au/publications/rdp/2018/2018-02.html

Results

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia 4. Results. Jonathan Hambur and Richard Finlay. February 2018. Download the Paper 1,673. KB. The estimates presented below,
https://www.rba.gov.au/publications/rdp/2018/2018-02/results.html

Appendix A: The Affine Term Structure Model

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Appendix A: The Affine Term Structure Model. Jonathan Hambur and Richard Finlay. February 2018. Download the Paper 1,673.
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-a.html

Appendix B: The JSZ Normalisation

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Appendix B: The JSZ Normalisation. Jonathan Hambur and Richard Finlay. February 2018. Download the Paper 1,673. KB. To
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-b.html

Appendix D: Descriptive Statistics

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
Sources: Authors' calculations; RBA.
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-d.html

Appendix C: Estimating the Real Zero-coupon Yield Curve

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia Appendix C: Estimating the Real Zero-coupon Yield Curve. Jonathan Hambur and Richard Finlay. February 2018. Download the
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-c.html

Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

1 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
We use two sets of surveys:. Surveys on cash rate expectations obtained from the RBA survey of market economists and Bloomberg; and.
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html

Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

1 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
Research Discussion Paper – RDP 2018-02 Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. Jonathan Hambur. Richard Finlay. February 2018. 1.62. MB. The authors would like to thank
https://www.rba.gov.au/publications/rdp/2018/2018-02/sections.html

Conclusion

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia 6. Conclusion. Jonathan Hambur and Richard Finlay. February 2018. Download the Paper 1,673. KB. The model described in
https://www.rba.gov.au/publications/rdp/2018/2018-02/conclusion.html

References

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
McCririck R and D Rees (2017), ‘The Neutral Interest Rate’, RBA Bulletin, September, pp 9–18. ... Moore A (2016), ‘Measures of Inflation Expectations in Australia’, RBA Bulletin, December, pp 23–31.
https://www.rba.gov.au/publications/rdp/2018/2018-02/references.html