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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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Appendix A: Testing the Intertemporal Model

31 Dec 2007 RDP 2007-02
Rochelle Belkar, Lynne Cockerell and Christopher Kent
Thus, the net foreign assets adjust in order to smooth consumption in the face of temporary disturbances to the net cash flow. ... Furthermore, δ is significantly less than zero, which confirms that the degree of consumption tilting increased after
https://www.rba.gov.au/publications/rdp/2007/2007-02/appendix-a.html
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The Empirical Model

31 Dec 2004 RDP 2004-01
Ellis Connolly and Marion Kohler
t. :. We use dty. t. , the ratio of household debt to income, as a proxy for the degree of financial deregulation. ... Net wealth may capture financial deregulation only insufficiently, since net wealth is dominated by asset price growth.
https://www.rba.gov.au/publications/rdp/2004/2004-01/empirical-model.html
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The Slowdown in US Productivity Growth: Breaks and Beliefs

1 Oct 2016 RDP 2016-08
Rachael McCririck and Daniel Rees
controls the persistence of disturbances to the growth rate of TFP and ε. ... z,t. represent disturbances to the growth rate of TFP. These disturbances follow an independently and identically distributed process with zero mean and constant variance.
https://www.rba.gov.au/publications/rdp/2016/2016-08/full.html
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The Main Questions

1 Dec 1988 RDP 8812
Ian Macfarlane
Whereas a fixed or quasi-fixed exchange rate makes it very difficult to insulate domestic financial conditions from those abroad, a flexible exchange rate allows disturbances to be taken on the ... rates. While greater integration of financial markets
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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The Market for Negotiable Certificates of Deposit in Australia: 1973–1980

1 Jan 1982 RDP 8202
M.W. Butlin and K.M. Hawtrey
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1982/8202.html

Macroeconomic Consequences

9 Dec 2014 RDP 2014-01
Tim Atkin, Mark Caputo, Tim Robinson and Hao Wang
These two later episodes were affected by a disruptive negative international shock (the oil price shock and the global financial crisis). ... The relationship between the terms of trade and the livestock investment series is not strong, probably
https://www.rba.gov.au/publications/rdp/2014/2014-01/macroeco-consequences.html
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Anticipatory Monetary Policy and the ‘Price Puzzle’

1 May 2017 RDP 2017-02
James Bishop and Peter Tulip
As discussed in Section 2.1, SMP forecasts are finalised after Board decisions are announced and thus incorporate financial market and other reactions to the announcement. ... Previous studies that have estimated macroeconomic effects of monetary shocks
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html
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Introduction

1 Dec 1992 RDP 9212
Adrian Blundell-Wignall and Michele Bullock
To a large extent, these changes derive from the deregulation of financial markets. ... strong asset price inflation;. rapid growth in corporate borrowing from financial intermediaries; and.
https://www.rba.gov.au/publications/rdp/1992/9212/introduction.html
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The Model

1 May 1986 RDP 8602
Robert G. Trevor
t. is a Normally distributed white noise disturbance term. Under the null hypothesis of efficient financial markets, the parameters α and γ should be zero. ... Finally the definition of the “M1” monetary aggregate, which is announced each week in
https://www.rba.gov.au/publications/rdp/1986/8602/model.html
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Conclusions

31 Dec 2010 RDP 2010-06
Paul Bloxham, Christopher Kent and Michael Robson
However, support for the approach of responding only after damaging asset price declines are underway has diminished in light of the fall-out from the global financial crisis. ... to reducing their severity and hence the cost of any subsequent financial
https://www.rba.gov.au/publications/rdp/2010/2010-06/conclusions.html
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