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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
R D P 2018- 09. Figures in this publication were generated using Mathematica. ... part determined by the programming language used – the algorithm presented here is written in R.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Valuing Safety and Privacy in Retail Central Bank Digital Currency
11 Apr 2024
RDP
2024-02
s. t. r. a. c. V. i. s. i. 0.10. (0.32, 0.12). (. ... c. R. b. a. V. i. s. i. 0.07. (0.02, 0.16). (.
https://www.rba.gov.au/publications/rdp/2024/2024-02/full.html
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Economic Outlook
3 Nov 2022
SMP
- November 2022
PDF
632KB
https://www.rba.gov.au/publications/smp/2022/nov/pdf/05-economic-outlook.pdf
Read me file for Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
168KB
RDP 2022-03 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-03/rdp-2022-03-read-me.pdf
Hoarding
1 Dec 2018
RDP
2018-12
A. v. e. r. a. g. e. h. o. u. s. ... e. h. o. l. d. h. o. a. r. d. i.
https://www.rba.gov.au/publications/rdp/2018/2018-12/hoarding.html
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Central Bank Communication: One Size Does Not Fit All
24 May 2021
RDP
2021-05
You can find a sample survey in this link (https://www.surveymonkey.com/r/EC_G1). ... Figure 2: Distribution of Survey Scores. Count of paragraphs. Note: The distribution panel is generated using the density function in R.
https://www.rba.gov.au/publications/rdp/2021/2021-05/full.html
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Appendix C: Description of Numerical Algorithms
11 Oct 2022
RDP
2022-04
e. ′. i. ,. n. Σ. t. r. q. j. ... q. ′. j. Σ. t. r. 1. u. t. The restriction that the monetary policy shock was the ‘overwhelming’ contributor to the observed unexpected change in the federal funds rate means that
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-c.html
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Monetary Policy, Equity Markets and the Information Effect
23 Mar 2021
RDP
2021-04
s. 1. R. t. s. ]. where:. P. t. is the equity price at time t. ... R represents the relevant discount rate for equities; this includes the zero coupon (or risk-free) rate, term premia and the equity risk premium.
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html
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The Effect of Zoning on Housing Prices
1 Mar 2018
RDP
2018-03
0.02. R. 2. 0.75. 0.79. 0.88. 0.87. Medium equation. (c). Log land area coefficient. ... 0.02. R. 2. 0.81. 0.83. 0.89. 0.88. Number of observations. 25,480.
https://www.rba.gov.au/publications/rdp/2018/2018-03/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
Research Discussion Paper. R D P 2021- 03. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf