Search: MAS
RBA Glossary definition for MAS
MAS – Monetary Authority of Singapore
Search Results
The Domestic and International Effects of Financial Deregulation
21 Jul 2007
Research Workshop
PDF
540KB
International Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2007/ghironi.pdf
Household Economic Inequality in Australia
25 Oct 2017
RDP
PDF
4842KB
Spain (Pijoan-Mas andSánchez-Marcos 2010) and Sweden (Domeij and Flodén 2010). ... Thetemporary component (vit) is specified as a moving average MA(1) process.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-15.pdf
Financial Deregulation and the Monetary Transmission Mechanism
19 Nov 2012
RDP
PDF
718KB
The variance decomposition of the k-step ahead forecast is the proportion of the total forecast variance of one component of Ytk associated with shocks to the MA representation of another
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9008.pdf
Uncertainty and Monetary Policy in Good and Bad Times
12 Oct 2017
RDP
PDF
1508KB
proxy constructed by Ludvigson, Ma and Ng (2015). Our focus on financial proxies of uncertainty is justified both theoretically and empirically.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-06.pdf
ASY.2ETRIC INFORMATION AND BID-ASK SPREADS IN THE EUROCURRENCY MARKETS ...
20 Oct 2014
RDP
PDF
590KB
This simplifies to. C I 2. ma U. 5. The trader will buy (z. ,
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8707.pdf
Inflation in Australia: Causes, Inertia and Policy
18 Apr 2007
RDP
PDF
349KB
The variance decomposition assigns the total variance of the k-step ahead forecast error to innovations in the variables of the system, via the MA representition. ... 181, 115-1 19, June. Blanchard, Olivier Jean and Stanley Fischer (1989), Lectures on
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9105.pdf
An Empirical Examination of the Fisher Effect in Australia
30 Nov 2009
RDP
PDF
96KB
9 In the estimation ηt is assumed to have a MA process of order 1. ... The order of the MA process. is one because the presence of εt1 as well as εt in the error term of equation (7) means thatthe autocorrelation at lag one can
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9410.pdf
Seasonal Adjustment of Chinese Economic Statistics
15 Nov 2015
RDP
PDF
1209KB
4; p andq are lag orders of the AR and MA parameters for the non-seasonal ARIMA; Pand Q are lag orders of the AR and MA parameters for the seasonal
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-13.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Saving Glut of the Rich and the Rise in Household Debt
19 Dec 2019
Research Workshop
PDF
620KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-sufi.pdf