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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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GDP-linked Bonds
13 Sep 2016
Bulletin
September Quarter 2016
PDF
379KB
https://www.rba.gov.au/publications/bulletin/2016/sep/pdf/rba-bulletin-2016-09-gdp-linked-bonds.pdf
Identifying Global Systemically Important Financial Institutions
17 Dec 2014
Bulletin
December Quarter 2014
PDF
1091KB
https://www.rba.gov.au/publications/bulletin/2014/dec/pdf/bu-1214-8.pdf
New Measures of Financial Stress from Non-traditional Data
8 Dec 2022
Bulletin
– December 2022
Household and business financial stress has significant implications for financial stability and monetary policy.
https://www.rba.gov.au/publications/bulletin/2022/dec/new-measures-of-financial-stress-from-non-traditional-data.html
Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities
18 Apr 2024
Bulletin
– April 2024
This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.
https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.html
Bulletin March Quarter 2017
10 Feb 2020
Bulletin
March Quarter 2017
PDF
6757KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-reserve-bank-bulletin.pdf
The Economic Effects of Low Interest Rates and Unconventional Monetary Policy
17 Sep 2020
Bulletin
- September 2020
PDF
433KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/the-economic-effects-of-low-interest-rates-and-unconventional-monetary-policy.pdf
The Economic Effects of Low Interest Rates and Unconventional Monetary Policy
17 Sep 2020
Bulletin
– September 2020
The cash rate is currently at its effective lower bound and the Reserve Bank has put in place a suite of alternative monetary policy tools.
https://www.rba.gov.au/publications/bulletin/2020/sep/the-economic-effects-of-low-interest-rates-and-unconventional-monetary-policy.html
Inflation Expectations in Advanced Economies
10 Feb 2020
Bulletin
March Quarter 2017
PDF
1560KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-4-inflation-expectations-in-advanced-economies.pdf
Box A: Effects of Low Yields on Life Insurers and Pension Funds
20 Oct 2015
FSR
– October 2015
Funding ratios below 100 per cent typically indicate underfunding and, if persistent, can signal that business models need to change to ensure that liabilities can be met when they fall due. ... Life insurance firms and defined benefit pension funds have
https://www.rba.gov.au/publications/fsr/2015/oct/box-a.html
Overview
25 Apr 2023
FSR
- April 2023
PDF
145KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/overview.pdf