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Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
Variable. Definition. Source. cr. t. Cash rate set at Board meeting in month t.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
Read me
1 Jan 2020
RDP
2020-01
File. Section in paper and description. Output. 04a_svar_cr_vs_bt.R. Section 1: Estimates SVARs with cash rate or original BT shock as policy variables.
https://www.rba.gov.au/publications/rdp/2020/2020-01/read-me.html
The Cash Rate Response to Credit Market Conditions
28 Jan 2020
RDP
2020-01
S. t. γ. m. t. Here. Δ. c. r. t. denotes the change in the cash rate at the Board meeting in month t, cr. ... cr. t – 1. 0.00. 0.01. 0.01. 0.01. π. t. 2. |.
https://www.rba.gov.au/publications/rdp/2020/2020-01/the-cash-rate-response-to-credit-market-conditions.html
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
S. t. γ. m. t. Here. Δ. c. r. t. denotes the change in the cash rate at the Board meeting in month t, cr. ... cr. t – 1. 0.00. 0.01. 0.01. 0.01. π. t. 2. |.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html