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Valuing Safety and Privacy in Retail Central Bank Digital Currency

11 Apr 2024 RDP 2024-02
Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney
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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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

Identification and Inference under Narrative Restrictions

20 Oct 2023 RDP PDF 1128KB
1 can be set to yk.Given ϕϕϕ , the set of yk R. ... 2 satisfying the NR is the half-space{yk R. 2 : (σ11σ22)1(.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf

Central Bank Communication: One Size Does Not Fit All

24 May 2021 RDP 2021-05
Joan Huang and John Simon
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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Hoarding

1 Dec 2018 RDP 2018-12
Richard Finlay, Andrew Staib and Max Wakefield
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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Monetary Policy, Equity Markets and the Information Effect

23 Mar 2021 RDP 2021-04
Calvin He
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
Ross Kendall and Peter Tulip
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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Appendix C: Description of Numerical Algorithms

11 Oct 2022 RDP 2022-04
Matthew Read
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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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

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