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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Unprecedented Changes in the Terms of Trade
7 Sep 2015
RDP
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1175KB
They also imply that firms will typically adjust prices andcapital by less in response to economic disturbances that they expect will betransitory than they do in response to disturbances that they ... expect to be persistent.As was the case for
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-11.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
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
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2157KB
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/pdf/rdp2017-02.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
A Sectoral Model of the Australian Economy
13 May 2008
RDP
PDF
220KB
variables, C(L) is a polynomial in the lag operator L, and ut is an vector of structural disturbances. ... 1n. 4. off-diagonal elements are zero and whose diagonal elements are the variances of structural disturbances.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-01.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
The Balance of Payments in the 1980s
19 Nov 2012
RDP
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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
Reserve Bank of Australia Annual Report 2016 - Statutory Reporting Requirements
7 Oct 2016
RBA Annual Report
2016
PDF
181KB
https://www.rba.gov.au/publications/annual-reports/rba/2016/pdf/statutory-reporting-requirements.pdf
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
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