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References
1 Jun 1993
RDP
9306
Lectures in Macroeconomics. , MIT Press, Cambridge, MA. Blinder, Alan (1986), ‘Can the Production Smoothing Model of Inventory Behaviour be Saved?’,.
https://www.rba.gov.au/publications/rdp/1993/9306/references.html
References
22 Jun 2018
RDP
2018-07
Cattaneo MD, M Jansson and X Ma (2017), ‘Simple Local Polynomial Density Estimators’, Unpublished Manuscript, 27 September. ... Available at <http://www-personal.umich.edu/cattaneo/papers/Cattaneo-Jansson-Ma_2017_LocPolDensity.pdf>. Clark JM (1917),
https://www.rba.gov.au/publications/rdp/2018/2018-07/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
The Effects of Monetary Policy Shocks
12 May 2023
RDP
2023-04
A. 0. D. A. ′. 0. Y. t. has a structural moving average (MA) representation. ... 2. ,.,B. p. ) and C. k. (B) highlight the dependence of the MA coefficients on the autoregressive coefficients in B, that is.
https://www.rba.gov.au/publications/rdp/2023/2023-04/the-effects-of-monetary-policy-shocks.html
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Appendix C: Further Results on Risk Management-driven Policy Decisions
1 Oct 2017
RDP
2017-06
Cambodia, Kent State. FOMC MA 26/05/1970 meeting. ‘Attitudes in financial markets generally are being affected by the widespread uncertainties arising from recent international and domestic events … in view of ... Notes: FOMC HM: FOMC Historical
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-c.html
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An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?
1 Sep 1998
RDP
9812
September 1998. 395. KB. Endnote. Vice President and Economist, Research Department, Federal Reserve Bank of Boston, Boston, MA, 02106; Visiting Economist, Economic Research Department, Reserve Bank of Australia, September 1998;
https://www.rba.gov.au/publications/rdp/1998/1998-12/
Financial Deregulation and the Monetary Transmission Mechanism
19 Nov 2012
RDP
PDF
718KB
The variance decomposition of the k-step ahead forecast is the proportion of the total forecast variance of one component of Ytk associated with shocks to the MA representation of another
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9008.pdf
References
14 Feb 2018
RDP
2018-01
Cucuringu M, P Rombach, SH Lee and MA Porter (2016), ‘Detection of Core-Periphery Structure in Networks Using Spectral Methods and Geodesic Paths’, European Journal of Applied Mathematics, 27(6), pp
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html
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Inflation in Australia: Causes, Inertia and Policy
18 Apr 2007
RDP
PDF
349KB
The variance decomposition assigns the total variance of the k-step ahead forecast error to innovations in the variables of the system, via the MA representition. ... 181, 115-1 19, June. Blanchard, Olivier Jean and Stanley Fischer (1989), Lectures on
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9105.pdf
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