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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Monetary Policy Goals for Inflation in Australia
30 Nov 2009
RDP
PDF
85KB
What rate of inflation is, in Chairman Greenspan’s words, sufficiently low that itdoes not “materially enter business and household financial decisions”? ... a random disturbance with mean zero and variance? 2. The central bank has a model of the
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9503.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
of 6–18 months. JEL Classification Numbers: G13, Q02. Keywords: commodity prices, financial markets. ... some other financial markets for much of this period (Domanski and Heath 2007).
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
The Balance of Payments in the 1980s
19 Nov 2012
RDP
PDF
2310KB
world financial markets remove a constraint which allowed the current. account deficit to rise? ... financial markets meant that it was easier to maintain expenditure in the face.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9003.pdf
MODELLING RECENT DEVELOPMENTS IN AUSTRALIAN ASSET MARKETS: SOME PRELIMINARY ...
18 Apr 2015
RDP
PDF
632KB
financial markets: the floating of the Australian dollar; the. introduction of tendering for government bonds; and the. ... capital account surplus or deficit of equal magnitude. The. adjustment to any disturbance will take place through movements.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8403.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
This growth exceeded growth in physical commodity markets and in some other financial markets for much of this period (Domanski and Heath 2007). ... The marked increase in the size of commodity-related financial markets is typically referred to as the
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Introduction
31 Dec 2013
RDP
2013-08
The opposite of both are observed in the data. The literature has addressed these puzzles either by restricting the set of assets available in international financial markets (Baxter and Crucini 1995; ... Capital adjustment costs interact with
https://www.rba.gov.au/publications/rdp/2013/2013-08/introduction.html
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The Slowdown in US Productivity Growth: Breaks and Beliefs
26 Oct 2016
RDP
PDF
1630KB
economic activity and financial stability simultaneously. This failure could occur in an environment. ... growth rate of TFP and z,t represent disturbances to the growth rate of TFP.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-08.pdf
Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies
2 Feb 2015
RDP
PDF
759KB
In small open economy models othercommon simplifications include the assumptions that all imports are consumptiongoods, labour is the only input to production and financial markets operate largelywithout frictions. ... For example, Dungey andPagan (2000)
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-06.pdf
Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
1 Feb 2017
RDP
2017-01
Finally, some economic disturbances are probably inherently difficult to predict in advance, abstracting from whether forecasters clearly understand their economic consequences once they occur. ... and the recent financial crisis.
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html
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Introduction
27 Oct 2008
RDP
2008-06
of increased uncertainty, can have significant implications for financial institutions, and the economy as a whole. ... In particular, the inability to sell assets and/or to raise funding can amplify disturbances in the financial system and contribute to
https://www.rba.gov.au/publications/rdp/2008/2008-06/introduction.html
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