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Identification and Inference under Narrative Restrictions

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
ε. i. k. (. ϕ. ,. Q. ,. u. k. ). ε. i. j. (. ϕ. ,. Q. ,. u. j. ). A collection of NR can be represented in the general form. ... We call s(y. T. ) a sufficient statistic for the conditional identified set.
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html

The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey

21 Nov 2023 RDP PDF 2354KB
ISSN 1448-5109 (Online). The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank of Australia (RBA) available to other economists. ... The. change occurred because of issues in data collection
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf

Domestic Regulatory Developments

8 Apr 2021 FSR - April 2021 PDF 260KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/04-regulatory-developments.pdf

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

29 Dec 2022 RDP PDF 1886KB
Matthew Read. Research Discussion Paper 2022-09. December 2022. Economic Research Department Reserve Bank of Australia. ... financial conditions. This proxy has been constructed with the purpose of measuring monetary policy.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf

Financial Stability Review - March 2024

26 Mar 2024 FSR - March 2024 PDF 2619KB
https://www.rba.gov.au/publications/fsr/2024/mar/pdf/financial-stability-review-2024-03.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
much of the decline in Australian neutral rates following the global financial crisis (McCririck and. ... Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison; Banks’ websites
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

Financial Stability Review - March 2005

12 Jul 2005 FSR PDF 1040KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/0305.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
transactions data and reporting statistics related to the detection procedure. This a) informs us about. ... entities active in the Australian financial system.15 Its records capture every debt-security movement.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Expectations, Learning and Business Cycle Fluctuations

4 Dec 2008 Research Workshop PDF 423KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/preston.pdf

Data

10 Jul 2019 RDP 2019-06
Fiona Price, Benjamin Beckers and Gianni La Cava
produced by the cross-sectional Household Expenditure Survey from the Australian Bureau of Statistics. ... This is mostly due to differences in data collection procedures (Wilkins and Sun 2010).
https://www.rba.gov.au/publications/rdp/2019/2019-06/data.html
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