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29 May 2017
RDP
2017-02
James Bishop and Peter Tulip
data. However, our baseline results are not qualitatively affected if we re-estimate our models using cash rate changes in end-quarter Board meetings over this period. ... Since the Bank only began announcing cash rate outcomes from 1990 onwards, for the
https://www.rba.gov.au/publications/rdp/2017/2017-02/appendix-c.html
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12 Apr 2018
Conferences
John Simon
Their main finding is that, while cash rate changes between 2003 and 2012 were fully passed through to the major banks' lending and deposit rates (in aggregate), pass-through since 2012 ... has fallen to around 90 per cent as the major banks' return on
https://www.rba.gov.au/publications/confs/2018/introduction.html
1 Jul 2019
RDP
2019-05
Trent Saunders and Peter Tulip
The optimal control scenario sets interest rates so as to minimise the squared deviations of inflation from its target, the unemployment rate from the NAIRU, and squared changes in the policy ... to the higher cash rate, before it gradually returns to
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
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9 Oct 2019
RDP
2019-10
Nicholas Garvin
They can allocate l between two types of liquid assets – securities ‘s’ and cash ‘c’. ... Banks' total demand for liquidity from the securities market, in cash value, is written L.
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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28 Dec 2022
Conferences
PDF
375KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-tucker.pdf
26 Jul 2021
RDP
2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
Comparing the middle and bottom panels makes clear that mortgage rates move fairly closely with the cash rate. ... given that the cash rate is a very strong determinant of mortgage rates.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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12 Apr 2018
Conferences
Luke Hartigan and James Morley
Interestingly, recursive estimates of factor loadings for real gross domestic product (GDP) growth, CPI inflation, and the overnight cash rate (OCR) suggest a stabilisation rather than an abrupt change with the ... Δlog(x. t. ). No. Overnight cash rate
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
10 Feb 2020
Conferences
PDF
1946KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-brassil-cheshire-muscatello.pdf
21 Jul 1997
Conferences
Figure 3 shows four-quarter moving averages of the real cash rate both on the RBA method and using contemporaneous quarterly deflation.) One wonders what the monetary policy-makers thought they ... This is one of the reasons why the Bank made such heavy
https://www.rba.gov.au/publications/confs/1997/hughes-disc.html
15 May 2024
RDP
2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
However, demand becomes more elastic and flatter as the repo rate falls, indicating that when the repo rate is below other market rates, participants are increasingly willing to accept more cash. ... This measure of the cash rate has been published by
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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