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IT – Information Technology

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Start Spreading the News: News Sentiment and Economic Activity in Australia

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
It captures key macroeconomic events, such as economic downturns, and typically moves ahead of survey-based measures of sentiment.
https://www.rba.gov.au/publications/rdp/2020/2020-08.html
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Is it Possible to Pick Good Forecasters?

1 Aug 1983 RDP 8302
Ian Macfarlane and J.R. Hawkins
Unfortunately, it is extremely difficult, if not impossible, to apply. The main difficulties are:. ... It is much more convenient to stick with error-minimisation as the criterion.
https://www.rba.gov.au/publications/rdp/1983/8302/is-it-possible-to-pick-good-forecasters.html
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The Apartment Shortage

5 Aug 2020 RDP 2020-04
Keaton Jenner and Peter Tulip
We estimate that home buyers will pay an average of $873,000 for a new apartment in Sydney though it only costs $519,000 to supply, a gap of $355,000
https://www.rba.gov.au/publications/rdp/2020/2020-04.html
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Research Discussion Papers – 2022

1 Jan 2022 RDP
Anthony Brassil. RDP 2022-07 The Term Funding Facility: Has It Encouraged Business Lending?.
https://www.rba.gov.au/publications/rdp/2022/

Exchange Rate Pass-through: The Different Responses of Importers and Exporters

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9304.html
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The Well-meaning Economist

11 Sep 2019 RDP 2019-08
Adam Gorajek
In the wages case, policymaker aversion to inequality makes it sensible to reject the arithmetic mean for another quasilinear one.
https://www.rba.gov.au/publications/rdp/2019/2019-08.html
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Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
This paper provides and assesses an algorithm for extracting loan-level repo data from over-the-counter securities transactions data, and applies it to securities transactions data from Austraclear.
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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The GFC Investment Tax Break

25 Jun 2018 RDP 2018-07
David Rodgers and Jonathan Hambur
To the extent that this is the case, it may suggest that such policies are more effective during downturns, when financial constraints are more binding. ... While our work suggests that tax rates and breaks can affect real decisions for Australian
https://www.rba.gov.au/publications/rdp/2018/2018-07.html
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The Relationship between Financial Indicators and Economic Activity: Some Further Evidence

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1989/8903.html
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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
banking, financial markets, modelling, risk and uncertainty. The market for unsecured overnight interbank loans in Australia is a pivotal financial market; it is the first step in the transmission of monetary ... Understanding the network of
https://www.rba.gov.au/publications/rdp/2018/2018-01.html
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