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BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
r. M. ,. t. 1. z. t. 1. ). that enters the losses equation (Equation (15)). ... z. t. we assume the relevant interest rate for credit growth is r.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html

Online Appendix

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
is treated as a random walk. r. C,t. is the cash rate. ... M. U. 0.00095606. r. M. 2. 0.0057204. r. M. 2. U.
https://www.rba.gov.au/publications/rdp/2022/2022-01/online-appendix.html

MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
How we incorporate this information into the BA-MARTIN equation for debt funding costs ( r. ... r. M. ,. t. 1. z. t. 1. ). that enters the losses equation (Equation (15)).
https://www.rba.gov.au/publications/rdp/2022/2022-01/full.html

References

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
Bilston T, R Johnson and M Read (2015), ‘Stress Testing the Australian Household Sector Using the HILDA Survey’, RBA Research Discussion Paper No 2015-01. ... Christiano LJ, R Motto and M Rostagno (2014), ‘Risk Shocks’, The American Economic
https://www.rba.gov.au/publications/rdp/2022/2022-01/references.html