Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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Monetary Policy, Asset-price Bubbles and the Zero Lower Bound
1 Jun 2005
RDP
PDF
601KB
rt = β1(λ αq)yt β. 1qπt (12). where the scalarq is defined byq=(µα (µ2α24µ)1/2. ... 2. For our baseline. parameter values, this becomes. rt = 1.13yt 0.82πt (13).
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-04.pdf
The Intertemporal Government Budget Constraint and Tests for Bubbles
19 Nov 2012
RDP
PDF
650KB
denoting the nominal discount factor by Rt = 1/ (li0 ). (lit), we. can simplify the nominal version of the government's intertemporal.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8809.pdf
Financial Market Volatility and the World-wide Fall in Inflation
1 Dec 2009
RDP
PDF
170KB
Var n Var r Var Cov rT j T j T je. ... 6). We make similar assumptions to those above, that ( ) ( )Var r Var rt j T= and that( ) ( )Var Vart je T jπ γ π= , and also assume that the covariance term
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9513.pdf
The Cross-country Relationship between Interest Rates and Inflation over Three Decades
6 Jul 2007
RDP
PDF
928KB
real component (rt) and inflationary expectations (zet).B. Fisher argued that over the longer term, the real rate of interest is determined mainly by individual time preference and will be approximately ... 8 Continuous compounding is assumed. This
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9104.pdf
Consumption, Investment and International Linkages
1 Dec 2009
RDP
PDF
171KB
denotes expectation conditional oninformation at time t. The consumer is subject to the budget constraint A A L C rt t t t+ = 1 1( )( ) whereA is financial wealth and L
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9512.pdf
Asset-price Bubbles and Monetary Policy
1 Dec 2009
RDP
PDF
63KB
where π t is the deviation of inflation from the central bank’s target, At is thedeviation of the asset price from its fundamental value, Rt is the deviation of thepolicy ... p Rt t+ = 1 φ ϕ ϕ0 (2). The larger is? ,
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9709.pdf
Monetary Policy Goals for Inflation in Australia
30 Nov 2009
RDP
PDF
85KB
L y y r rt t t t t tt.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9503.pdf
External Influences on Output: An Industry Analysis
1 Dec 2009
RDP
PDF
181KB
EXTERNAL INFLUENCES ON OUTPUT:AN INDUSTRY ANALYSIS. Gordon de Brouwer and John Romalis. Research Discussion Paper. 9612. December 1996. Economic Research Department. Reserve Bank of Australia. We thank Malcolm Edey, David Gruen, Ellis Tallman and
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9612.pdf
Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia
2 Dec 2009
RDP
PDF
130KB
maxEt. [T. t=0. (1θ)tu(Ct). ](1). s.t. At1 = (1+ rt)(At Yt Ct) (2). ... 6 This requires a number of assumptions, such as a quadratic utility function, the assumption thatthe interest rate rt is constant and equal to the rate of time preference θ , the
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-07.pdf
The Cost of Capital: Some Issues
19 Nov 2012
RDP
PDF
803KB
THE COST OF CAPITAL: SOME ISSUES. Nigel Dews. Reserve Bank of Australia. Research Discussion Paper. 8807. August 1988. This paper was originally prepared for the "Conference on Australian Monetary Policy Post-Campbell" in Melbourne 7-8 August 1987.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8807.pdf