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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Co-movement in Inflation
28 Jan 2015
RDP
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814KB
Potential drivers of this co-movement pointed to in the literature include international trade, financial conditions and the stance of monetary policy (Canova et al 2007), along with movements in productivity ... First, the G7 represents a reasonably
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-01.pdf
Terms of Trade Shocks and Incomplete Information
2 Feb 2015
RDP
PDF
940KB
Research Discussion Paper. Terms of Trade Shocks and Incomplete Information. Daniel Rees. RDP 2013-09. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank available to other economists.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-09.pdf
Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach
27 Feb 2017
RDP
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1444KB
meeting – observed that financial market participants might find the publication of quantitative uncertainty. ... In late. 2007 and in 2008, for example, they cited unusual financial market stress as creating more uncertainty than normal.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf
Terms of Trade Shocks: What are They and What Do They Do?
21 Dec 2011
RDP
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650KB
dt disturbances. There are three variables in the world block wt = (πxt ,π. ... is estimated to have contributed to the decline – andthe subsequent increase – in export prices during the Asian financial crisis in thelate 1990s.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-05.pdf
Monetary Policy Goals for Inflation in Australia
30 Nov 2009
RDP
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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
Consumption and Permanent Income: The Australian Case
19 Nov 2012
RDP
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865KB
Where et is a white noise disturbance. For steady state consumption to be. ... return on financial assets) and r (the real rate used to discount future.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8808.pdf
Macroeconomic Consequences of Terms of Trade Episodes, Past and Present
4 Feb 2015
RDP
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629KB
Real TWI. Notes: Financial years; shaded regions denote expansionary phases of the terms of trade. ... Net debt. Notes: Federal, state and local governments; financial years; shaded regions denote expansionary phases of the.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-01.pdf
Capital Flows and Exchange Rate Determination
19 Nov 2012
RDP
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1148KB
those which are more related to short-term financial factors, particularly interest rate differentials. ... Table 7. Unanticipated Disturbances and the Exchange Rate. Exchange a Lllu t M•u.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8908.pdf
Stochastic Terms of Trade Volatility in Small Open Economies
2 Feb 2015
RDP
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1080KB
Research Discussion Paper. Stochastic Terms of Trade Volatility in Small Open Economies. Patricia Gómez-González and Daniel Rees. RDP 2013-10. The Discussion Paper series is intended to make the results of the current economic research within the
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-10.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