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References
23 Apr 2019
RDP
2019-03
Baxter M and MA Kouparitsas (2005), ‘Determinants of Business Cycle Comovement: A Robust Analysis’, Journal of Monetary Economics, 52(1), pp 113–157. ... Kose MA, C Otrok and CH Whiteman (2003), ‘International Business Cycles: World, Region, and
https://www.rba.gov.au/publications/rdp/2019/2019-03/references.html
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References
14 Jun 2016
RDP
2016-04
Journal of Housing Economics. , 26, pp 81–93. Davis MA, A Lehnert and RF Martin (2008), ‘The Rent-Price Ratio for the Aggregate Stock of Owner-Occupied Housing’,. ... The Review of Income and Wealth. , 54(2), pp 279–284. Davis MA and F
https://www.rba.gov.au/publications/rdp/2016/2016-04/references.html
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An Empirical Examination of the Fisher Effect in Australia
30 Nov 2009
RDP
PDF
96KB
9 In the estimation ηt is assumed to have a MA process of order 1. ... The order of the MA process. is one because the presence of εt1 as well as εt in the error term of equation (7) means thatthe autocorrelation at lag one can
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9410.pdf
Appendix B: The Variances of Output and Inflation
1 Jul 1998
RDP
9806
Thus E follows a vector MA(1) process with parameters determined by the underlying parameters of the model.
https://www.rba.gov.au/publications/rdp/1998/1998-06/appendix-b.html
Competition, Efficiency and Innovation in Banking | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
6.5 Banking Competition and Financial Stability. There is an extensive body of literature on the relationship between competition for banking services and financial stability (Beck 2008; Freixas and Ma 2013). ... Bulletin. , September, pp 39–46.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/competition-efficiency-and-innovation.html
Appendix A: A Test for the Rationality of Inflation Expectations
1 Feb 1998
RDP
9803
inflation series is an annual rate, estimating a regression on a quarterly frequency induces an MA(3) process in the residual.
https://www.rba.gov.au/publications/rdp/1998/1998-03/appendix-a.html
References
1 May 1992
RDP
9204
Blanchard and Stanley Fischer, MIT Press, Cambridge, MA., 351–94.
https://www.rba.gov.au/publications/rdp/1992/9204/references.html
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The GFC Investment Tax Break
16 Jan 2019
RDP
PDF
1792KB
The GFC Investment Tax Break. David Rodgers and Jonathan Hambur. Research Discussion Paper. R D P 2018- 07. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced, sold or distributed
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-07.pdf
References
31 Dec 2013
RDP
2013-13
Petersen MA and RG Rajan (1997), ‘Trade Credit: Theories and Evidence’,.
https://www.rba.gov.au/publications/rdp/2013/2013-13/references.html