Search: financial disturbance
RBA Glossary definition for financial disturbance
financial disturbance – An event or incident, which causes a significant loss of confidence by depositors or investors in a financial institution or a disruption to financial markets.
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OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
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817KB
innovation in the money demand disturbance then it is possible for the overall. ... contemporaneous information and disturbances are propagated over time. The use. of an autoregressive process for the money demand disturbance is merely a simple.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
25 Nov 2021
RDP
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1696KB
errors are a function of structural disturbances and exogenous ‘sunspot’ variables (Benhabib and. ... about investment-relevant events that occurred during and even after the reported financial year.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf
Optimal Wage Indexation, Monetary Policy and the Exchange Rate Regime
19 Nov 2012
RDP
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753KB
This is justified if the innovation in consumer prices equals the innovation in producer prices plus a random disturbance:. ... The data are seasonally adjusted. The sources for the data were the International Financial Statistics,.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8909.pdf
Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
19 Nov 2012
RDP
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918KB
external disturbances. Rather, the results suggest that it was due to a change in. ... in Australian financial markets just prior to and just after the floating of the.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8608.pdf
References
1 Jul 1986
RDP
8608
RDP 8608: Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case References. ... Turnovsky (1982). “Effects of Monetary Disturbances on Exchange Rates with Risk Averse Speculation”,.
https://www.rba.gov.au/publications/rdp/1986/8608/references.html
See 11 more results from "RDP 8608"
The Role of International Shocks in Australia’s Business Cycle
2 Dec 2009
RDP
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372KB
Let P = B. 1. The reduced-form errors are related to the structural disturbances in the following manner:. ... This view is consistent with the findings in Dungey andPagan (2000), which show that international financial linkages are important.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf
The Fiscal Deficit and the Current Account: Twins or Distant Relatives?
19 Nov 2012
RDP
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815KB
a) A Minimal Formal Model. With the aim to incorporate both the direct and the indirect effects of various disturbances and therefore to ensure consistency between the elasticities and the ... This is an example of the general point that the relationship
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8813.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
6.1 Model Misspecification – The Role of Financial Variables for Policy Transmission 26. ... to publicly available financial market information, considerable profits could be earned by better.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Okun's Law and Potential Output
1 Dec 2015
RDP
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987KB
fully utilised; the level of output at which inflation is stable; the level of output at which some other criterion (like financial sustainability) is satisfied; and so on. ... But this correlation seems to reflect reverse causation. In particular,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-14.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
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1923KB
and financial supervision and control’. The NPC Standing Committee includes the premier, one. ... financial sophistication, another explanation for the multi-objective setting relates to the institutional.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf