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References
6 Jun 2017
RDP
2017-03
Journal of Financial Econometrics. , 11(3), pp 486–521. Ferson WE and CR Harvey (1991), ‘The Variation in Economic Risk Premiums’,.
https://www.rba.gov.au/publications/rdp/2017/2017-03/references.html
See 1 more results from "RDP 2017-03"
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
spreads:. 1 1 |ˆˆ ˆ ˆ ˆfc. t t t h t t tcr cr m Y β CS γ (15).
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
22 Dec 2023
RDP
2023-09
cr: cash rate changes – RBA statistical table F1.1 Interest Rates and Yields – Money Market – Monthly.
https://www.rba.gov.au/publications/rdp/2023/2023-09/read-me.html
Read me file for Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
10 Dec 2023
RDP
PDF
160KB
RDP 2023-09 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-09/rdp-2023-09-read-me.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Indicators of Inflationary Pressure
31 Jan 2006
RDP
PDF
402KB
currency (cr). velocity of currency (v). unemployment rate (U). capacity utilisation. ... gross domestic product (q). currency (cr). unemployment rate (u). capacity utilisation (cap).
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9207.pdf
Consumption and Permanent Income: The Australian Case
19 Nov 2012
RDP
PDF
865KB
1r ) t+ t. 2 = exp ( cr /2). and E(X 1lr ) = E(log x. ... be shown that (10) holds. (10). 2 cr 12. where k = e = 1 since cr =. 01 k can be interpreted as a linearization error which we will ignore.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8808.pdf
Empirical Evidence
21 Dec 2009
RDP
2009-08
CRX and CRTCI are interactive terms, where CR is S&P sovereign foreign currency credit rating in 2007. ... CR=0 corresponds to a AAA rating, 1 for AA+, and so on, to 12 for BB.
https://www.rba.gov.au/publications/rdp/2009/2009-08/empirical-evidence.html
How Australians Pay: Evidence from the 2016 Consumer Payments Survey
24 Jul 2017
RDP
PDF
1438KB
How Australians Pay: Evidence from the 2016 Consumer Payments Survey. Mary-Alice Doyle, Chay Fisher, Ed Tellez and Anirudh Yadav. Research Discussion Paper. R DP 2017- 04. Figures in this publication were generated using Mathematica. The contents of
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-04.pdf
Cost-benefit Analysis of Leaning against the Wind
5 Jul 2019
RDP
PDF
1512KB
Cost-benefit Analysis of Leaning against the Wind. Trent Saunders and Peter Tulip. Research Discussion Paper. R D P 2019 - 05. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced,
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-05.pdf