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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
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
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
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
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
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
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
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
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
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
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