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The Underlying Model
1 Aug 1986
RDP
8611
In Section 4, real short term government debt is introduced into the model. ... The endogenous elements arise in part because government spending and taxation vary with output.
https://www.rba.gov.au/publications/rdp/1986/8611/underlying-model.html
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Attachment C
1 Jul 1979
RDP
7901
RDP 7901: Estimation and Statistical Evaluation of an Economic Model Attachment C. L.A. Moore. July 1979. The specification of the model is as reported in Section 7 of Jonson et al (1977). The t-value for the parameter estimate is given where
https://www.rba.gov.au/publications/rdp/1979/7901/attachment-c.html
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Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities | Consultations
24 Nov 2023
Consultations
Consultation on Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities - November 2023
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
and the spread between the yield on 10-year government bonds and the short-term rate, spread.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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Incorporating Conjunctural Analysis in Structural Models
4 Dec 2008
Research Workshop
PDF
338KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/monti.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
semis) expands, while interest rates against first-best collateral (i.e. Australian Government securities (AGS)) fall noticeably – over 100 basis points in our sample. ... On 28 November, the Australian Government implemented a guarantee on banks'
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Appendix B: Data
1 Oct 1997
RDP
9705
Nominal GDP was needed to construct current account and government fiscal balances as a ratio to GDP. ... and the hard copy of the IMF's Government Financial Statistics (GFS, 1995).
https://www.rba.gov.au/publications/rdp/1997/9705/appendix-b.html
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Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. August 2018. 2.7. MB. Supplementary information. banking, financial markets, interest rates, modelling, money.
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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A Term Structure Decomposition of the Australian Yield Curve
30 Dec 2008
RDP
2008-09
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-09.html
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The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
Research Discussion Paper – RDP 2021-10 The Rise in Household Liquidity. Gianni La Cava and Lydia Wang. November 2021. 1.71. MB. 1. The Rise in Household Liquidity. Households need liquid assets, such as cash, to get through periods of financial
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
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