Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
PDF
479KB
The equivalent realyield is given by yrt,τ = log(P. rt,τ) where P. ... 25. In this case we have. yit,τ = ynt,τ y. rt,τ. =
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
PDF
1014KB
period t, rt is the yield on a short-term security, and Xt. ... Rt= Rt- Et e (1). where Rt is the long-term rate, e the exchange rate, a indicates a foreign variable and a dot over a variable.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf
Estimation and Solution of Models with Expectations and Structural Changes
28 Jan 2015
RDP
PDF
1110KB
6. xt = (rπ) (rt IEtπt1) IEtxt1 (1ω)(1ρa)at (21)πt = π β. ... IEtπt1π. )ψxt et (22). rt = rρr(rt1 r. )ρπ (πtπ)ρg (gtg)ρxxt εr,t (23).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-08.pdf
Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
PDF
1594KB
Valuing Safety and Privacy in Retail Central Bank Digital Currency. Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney. Research Discussion Paper. R DP 2024- 02. Figures in this publication were generated
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
References
11 Apr 2024
RDP
2024-02
Bishop RC, KJ Boyle, RT Carson, D Chapman, WM Hanemann, B Kanninen, RJ Kopp, JA Krosnick, J List, N Meade, R Paterson, S Presser, VK Smith, R Tourangeau, M Welsh, JM ... Available at <https://news.gallup.com/poll/505439/half-worry-money-safety-banks.aspx>
https://www.rba.gov.au/publications/rdp/2024/2024-02/references.html
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References
31 Dec 2003
RDP
2003-04
Baillie RT and WP Osterberg (1997a), ‘Central bank intervention and risk in the forward market’, Journal of International Economics, 43(3/4), pp 483–497. ... Baillie RT and WP Osterberg (1997b), ‘Why do central banks intervene?’, Journal of
https://www.rba.gov.au/publications/rdp/2003/2003-04/references.html
The Role of International Shocks in Australia’s Business Cycle
2 Dec 2009
RDP
PDF
372KB
rt = ρrrt1 (1ρr)[φ1πt φ2yt ] εr,t (5). where εr,t represents a non-systematic deviation from the reaction function. ... where Yt = [yt ,rt ,πt ,qt ,st ,rt ,yt ,πt ,ψt ,zt ,Uq,t ] is a 11 1 vector containing the.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
Let rt be the instantaneous short rate or cash rate and assume that. ... rt = ρ 1′ xt (1). where 1 = (1,1,1)′, xt = (x1,t ,x2,t ,x3,t)′, and.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
interest rate (rt) is given by. 0 1t tr ρ X (1). ... , ,r rt t n t t n t t nf E r tp .
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
2 Dec 2008
Research Workshop
PDF
440KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/nason.pdf