Search: MAS
RBA Glossary definition for MAS
MAS – Monetary Authority of Singapore
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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
The International Environment
4 Aug 2022
SMP
- August 2022
PDF
1543KB
https://www.rba.gov.au/publications/smp/2022/aug/pdf/01-the-international-environment.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
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
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
need less collateral when borrowing (e.g. Lian and Ma forthcoming) and that more conservative. ... more willing to lend collateralised during downturns (Lian and Ma forthcoming; Liberti and.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.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
Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
Do Australian Households Borrow to Keep up with the Joneses? Kim Nguyen. Research Discussion Paper. R DP 2022- 06. ISSN 1448-5109 (Online). The Discussion Paper series is intended to make the results of the current economic research within the
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
Statement on Monetary Policy – May 2014
9 May 2014
SMP
– May 2014
PDF
2599KB
https://www.rba.gov.au/publications/smp/2014/may/pdf/0514.pdf