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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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Monetary Policy Goals for Inflation in Australia

30 Nov 2009 RDP PDF 85KB
If X is asingle variable, the standard result for the relevant variance is:? ... The standard deviation of inflation is the deviation around the target mean of 0.5.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9503.pdf

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
large economic shocks as standard forecast horizons may be too short to fully illustrate how variables. ... standard deviation of the errors in the level equations. This ensures that the drift terms capture low.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 May 2023 RDP PDF 1465KB
central bank and not available to the market. This reintroduces the standard endogeneity issue that. ... interest rates and changes in premia by employing a standard ATSM, which is designed to model.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf

The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

6 Oct 2022 RDP PDF 2224KB
Under the standard approach to Bayesian inference in set-identified SVARs (e.g. ... The standard approach to conducting Bayesian inference in set-identified SVARs involves specifying.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf

The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
standards for data quality and audit obligations.8 Most of the lending data used to calculate the TFF’s. ... 8 Balance sheet reporting is audited. All information provided by a bank under the balance sheet reporting standards.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf

Non-technical summary for 'The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions'

5 Oct 2022 RDP PDF 548KB
RDP 2022-04 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-04/rdp-2022-04-non-technical-summary.pdf

The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment

25 Jan 2023 RDP PDF 1588KB
collateral constraints using standard household survey data from other sources,including the Australian Survey of Income and Housing. ... I adapt the standard user cost framework to include an idiosyncratic discount rate foreach household, i (Equation (2)
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf

Financial Conditions and Downside Risk to Economic Activity in Australia

17 Mar 2021 RDP PDF 1966KB
different effects on different parts of the distribution. However, one problem with using a standard. ... spacing functions differs from a standard QR model. In this framework they represent a semi-.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf

Non-technical summary for 'Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia'

17 Mar 2023 RDP PDF 134KB
RDP 2023-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-03/rdp-2023-03-non-technical-summary.pdf

Do Australian Households Borrow to Keep up with the Joneses?

8 Nov 2022 RDP PDF 1659KB
Effects of a 1 standard deviation increase in Gini coefficient. Total Mortgage Non-mortgage. ... incomes by national standards. Nevertheless, if I categorise households by their positions in the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf