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RBA Glossary definition for Compendium of Standards

Compendium of Standards – The Compendium is an initiative of the Financial Stability Board (FSB) and a joint product of the standard-setting bodies represented on the FSB. It highlights 12 core standards and around 60 others relevant for sound financial systems. The Compendium is updated on an ongoing basis. The 12 core standards cover matters such as monetary and fiscal transparency, corporate governance and prudential supervision.

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Data

19 Dec 2023 RDP 2023-09
We also remove firms with no employees as is standard in the literature, though this has very little effect on the results. ... While the average investment, conditional on investing is $170,682, the standard deviation is almost $11 million.
https://www.rba.gov.au/publications/rdp/2023/2023-09/data.html

Appendix 2: Test Procedures

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
The augmented Dickey-Fuller (ADF) test is a standard test for the existence of a unit root and is estimated in the form,. ... The standard t-ratio tests do not apply, with critical values taken from Fuller (1976).
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
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China's Evolving Monetary Policy Framework in International Context

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
Research Discussion Paper – RDP 2019-11 China's Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. December 2019. 1.87. MB. 358. KB. Supplementary information. financial markets, interest rates, mining,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey

14 Sep 2020 RDP 2020-06
James Caddy, Luc Delaney and Chay Fisher
Research Discussion Paper – RDP 2020-06 Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey. James Caddy, Luc Delaney and Chay Fisher. September 2020. 1.6. MB. Supplementary information. consumption, COVID-19,
https://www.rba.gov.au/publications/rdp/2020/2020-06.html
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The Standard Model Needs Changing

26 Jul 2018 RDP 2018-08
Adam Gorajek
Diewert (2005) also emphasises this ongoing tension between standard measurement and econometric considerations. ... Also recall that in versions of The Standard Model for which the spec.
https://www.rba.gov.au/publications/rdp/2018/2018-08/the-standard-model-needs-changing.html
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Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. August 2018. 2.7. MB. Supplementary information. banking, financial markets, interest rates, modelling, money.
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Bivariate Example

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
The standard approach to Bayesian inference in SVARs under sign restrictions assumes a uniform prior over Q, as do AR18. ... The impact impulse response of y. 1t. to a positive standard deviation shock.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html
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Data

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
In particular, these data are accompanied by comprehensive guidance on data definitions, and are subject to standards for data quality and audit obligations. ... Footnote. Balance sheet reporting is audited. All information provided by a bank under the
https://www.rba.gov.au/publications/rdp/2022/2022-07/data.html
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Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
i). (ii). (iii). (iv). Price change (standard deviations). 2.67. 3.89. 3.89. ... 4.2.1.4 Combination (iv) – six standard deviation price change, low stress threshold.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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Data

1 Mar 2023 RDP 2023-02
Jonathan Hambur
i. l. l. t. ). 2. This is a standard measure of concentration used in the literature.
https://www.rba.gov.au/publications/rdp/2023/2023-02/data.html
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