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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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Credit Spreads, Monetary Policy and the Price Puzzle

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Research Discussion Paper – RDP 2020-01 Credit Spreads, Monetary Policy and the Price Puzzle. Benjamin Beckers. January 2020. 1.9. MB. 460. KB. Supplementary information. debt, inflation, interest rates, monetary policy, money. Identifying the
https://www.rba.gov.au/publications/rdp/2020/2020-01.html

Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
Sources: ABS; Author's calculations; RBA. So why were the cash rate and the Bank's forecasts adjusted differentially in early 2009? ... that most real economic indicators held up until around early 2009 (RBA 2009).
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html

Conclusion

28 Jan 2020 RDP 2020-01
Benjamin Beckers
RDP 2020-01: Credit Spreads, Monetary Policy and the Price Puzzle 7. Conclusion. Benjamin Beckers. January 2020. Download the Paper 460. KB. There is considerably uncertainty about the extent to which monetary policy affects economic activity and
https://www.rba.gov.au/publications/rdp/2020/2020-01/conclusion.html

Appendix C: Variable Definitions

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Reserve Bank of Australia (RBA). Δ. c. r. t. Cash rate change at Board meeting in month t. ... Revisions to inflation forecast h-quarter-ahead since previous Board meeting. RBA. Δ.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html

Appendix D: Further Robustness Tests and Results

28 Jan 2020 RDP 2020-01
Benjamin Beckers
d) Cumulative policy shock ordered first. (e) Baseline SVAR augmented by RBA index of commodity prices, US federal funds rate and the Australian nominal TWI; nominal TWI ordered last.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-d.html

Appendix A: Literature Review

28 Jan 2020 RDP 2020-01
Benjamin Beckers
RDP 2020-01: Credit Spreads, Monetary Policy and the Price Puzzle Appendix A: Literature Review. Benjamin Beckers. January 2020. Download the Paper 460. KB. For Australia, early research finds mixed evidence for the response of prices to monetary
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-a.html

Appendix B: Derivation of Estimators

28 Jan 2020 RDP 2020-01
Benjamin Beckers
RDP 2020-01: Credit Spreads, Monetary Policy and the Price Puzzle Appendix B: Derivation of Estimators. Benjamin Beckers. January 2020. Download the Paper 460. KB. Model:. B1. π. t. =. α. β. X. t. 1. γ. Z. t. 1. ε. t. B2. X. t. =. θ. r. t. t.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-b.html

Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
Research Discussion Paper – RDP 2020-01 Credit Spreads, Monetary Policy and the Price Puzzle. Benjamin Beckers. January 2020. 460. KB. The Discussion Paper series is intended to make the results of the current economic research within the Reserve
https://www.rba.gov.au/publications/rdp/2020/2020-01/sections.html

References

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Berkelmans L (2005), ‘Credit and Monetary Policy: An Australian SVAR’, RBA Research Discussion Paper No 2005-06. ... RBA (2008d), Statement on Monetary Policy, November. RBA (2009), Statement on Monetary Policy, February.
https://www.rba.gov.au/publications/rdp/2020/2020-01/references.html

Read me

1 Jan 2020 RDP 2020-01
Benjamin Beckers
Output. 01_plot_data.R. Section 2: Collects and exports RBA forecasts and measures of credit spreads and uncertainty. ... Table D1, Shocks for Appendix D. Evaluate predictive content of credit spreads for RBA forecast errors.
https://www.rba.gov.au/publications/rdp/2020/2020-01/read-me.html