Search: gfc
RBA Glossary definition for GFC
GFC – Global Financial Crisis
Search Results
Trends in Australian Banks' Bond Issuance
15 Sep 2022
Bulletin
– September 2022
Bonds account for around 10 per cent of Australian banks’ funding, and bonds issued by banks account for about half of the non-government bond market.
https://www.rba.gov.au/publications/bulletin/2022/sep/trends-in-australian-banks-bond-issuance.html
Appendix A: Affine Term Structure Model
12 May 2023
RDP
2023-04
Rates then fall around the GFC. In contrast, the bootstrapped model shows long-term expected rates decline over the mid-2000s, and spike during the GFC. ... Similar counterintuitive dynamics are evident for term premia, with the estimated term premia
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-a.html
See 6 more results from "RDP 2023-04"
Bulletin – June 2011
9 Mar 2023
Bulletin
Bulletin June Quarter 2011. Download the complete. Bulletin. 1.52. MB. 300. KB. 149. KB. 258. KB. 337. KB. 221. KB. 242. KB. 559. KB. 122. KB. 91. KB. 537. KB. ISSN 0725–0320 (Print). ISSN 1837–7211 (Online). The materials on this webpage are
https://www.rba.gov.au/publications/bulletin/2011/jun/
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
For. example, premia spiked around policy announcements during the GFC in late 2008, offsetting some. ... reflect the GFC period. Similarly, there is a moderate correlation between the (conditional) volatility.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Wages and concentration
20 Nov 2023
RDP
2023-02
For GFC models, all controls other than firm FE are interacted with period dummies. ... Pre-GFC is 2005–2007. GFC is 2008–2010. Post GFC is 2011 to 2015.
https://www.rba.gov.au/publications/rdp/2023/2023-02/wages-and-concentration.html
A Forward-looking Model of the Australian Dollar
13 Dec 2018
Bulletin
– December 2018
The exchange rate is an important mechanism that helps the economy adjust to external shocks.
https://www.rba.gov.au/publications/bulletin/2018/dec/a-forward-looking-model-of-the-australian-dollar.html
Did Labour Market Concentration Lower Wages Growth Pre-COVID?
28 Feb 2023
RDP
PDF
1812KB
For GFC models, all controls other than firm FE are interacted with period dummies. ... Pre-GFC is 2005-2007. GFC is 2008-2010. Post GFC is 2011 to 2015.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-02.pdf
Read me file for The GFC Investment Tax Break
20 Jun 2018
RDP
PDF
439KB
RDP 2018-07 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-07/rdp-2018-07-read-me.pdf
Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
25 Nov 2021
RDP
PDF
1696KB
Low sentiment and heightened uncertainty weighed on investment during the GFC but have been. ... investment around the time of the GFC, with a recovery from around 2015.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
6.2 Excluding the GFC and Sub-sample Evidence 27. 7. Conclusion 29. ... LHS). 11. Figure 3: SMP Forecasts and the Cash Rate during the GFC.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf