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RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

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The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?

18 Apr 2007 RDP PDF 250KB
those countries. The individual elements of rt+, are given by:. US r t is similarly defined, without the exchange rate ratio.
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9103.pdf

References

31 Dec 2003 RDP 2003-01
Chris Aylmer and Troy Gill
Curtin RT (2000), ‘Psychology and macroeconomics: fifty years of the surveys of consumers’, University of Michigan, available at <http://www.sca.isr.umich.edu>.
https://www.rba.gov.au/publications/rdp/2003/2003-01/references.html

References

11 Sep 2015 RDP 2015-03
Tai Lam and Crystal Ossolinski
Journal of Money, Credit and Banking. , 40(1), pp 149–172. Carson RT, NE Flores and NF Meade (2001), ‘Contingent Valuation: Controversies and Evidence’,.
https://www.rba.gov.au/publications/rdp/2015/2015-03/references.html

More Potent Monetary Policy? Insights from a Threshold Model

30 Jul 2007 RDP PDF 201KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2007. -07. RESEARCHDISCUSSIONPAPER. More Potent Monetary Policy? Insights from a Threshold Model. Jarkko Jääskelä. RDP 2007-07. MORE POTENT MONETARY POLICY?
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-07.pdf

Monetary Policy and the Exchange Rate: Evaluation of VAR Models

30 Sep 2010 RDP PDF 334KB
follows:. xt = Etxt1. 1σ. (rt Etπt1)φ1(1ρ. a )at. 1ρxσ. vx,t (2). ... Foreign monetary policy follows a Taylor rule of the form:. rt = ρr rt1 α.
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-07.pdf

Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy

4 Apr 2011 RDP PDF 518KB
Mrt1 BrL,tL WtN. rt T. rt D. rt. Pt= Crt. BrL,t(RL,t). ... ut (1λ )Λ. rt (A5). πt = β IEtπt1 λ̃mct (A6)mct = (χ φ2)ytφ1yt1βφ1IEtyt1φ0ât (1+ χ)ẑt (A7)mut = µ1m.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-02.pdf

A Small BVAR-DSGE Model for Forecasting the Australian Economy

10 Feb 2009 RDP PDF 599KB
Output is denoted by yt , Rt denotes the quarterly gross interest rate, qt is the. ... Forsimplicity we have expressed the budget constraint in terms of bond holdings Btand their return Rt.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-04.pdf

The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets

14 Feb 2020 RDP PDF 1878KB
 log tD ) less the log level of the discount factor (log(Rt)) which is approximately equal to the.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf

Ageing, Retirement and Savings: A General Equilibrium Analysis

2 Dec 2009 RDP PDF 406KB
This saved consumption unit can be convertedinto Rt units of consumption in the following period, raising lifetime utilityby βRtc. ... rt = αAkα1t (8). wt = (1α)Akαt (9). wherekt = Kt /Lt is capital per efficient worker.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-06.pdf

The Performance of Exchange Rate Forecasts

19 Nov 2012 RDP PDF 692KB
a weekly forecasting model, the following equation was specified:. where (rt- rt) is the current three month interest differential (i.e., the gap between u.s. ... 2.00 1.02 Et 0.15 <rt - rt). (-0.81) (0.03) (0.08).
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8609.pdf