Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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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
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
MODELLING THE AUSTRALIAN EXCHANGE RATE, LONGBOND YIELD AND INFLATIONARY EXPECTATIONS. Alison Tarditi. Research Discussion Paper. 9608. November 1996. Economic Analysis Department. Reserve Bank of Australia. This is a revised version of a paper
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
Estimation and Solution of Models with Expectations and Structural Changes
28 Jan 2015
RDP
PDF
1110KB
6. xt = (rπ) (rt IEtπt1) IEtxt1 (1ω)(1ρa)at (21)πt = π β. ... IEtπt1π. )ψxt et (22). rt = rρr(rt1 r. )ρπ (πtπ)ρg (gtg)ρxxt εr,t (23).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-08.pdf
More Potent Monetary Policy? Insights from a Threshold Model
30 Jul 2007
RDP
PDF
201KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2007. -07. RESEARCHDISCUSSIONPAPER. More Potent Monetary Policy? Insights from a Threshold Model. Jarkko Jääskelä. RDP 2007-07. MORE POTENT MONETARY POLICY?
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-07.pdf
Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy
4 Apr 2011
RDP
PDF
518KB
Mrt1 BrL,tL WtN. rt T. rt D. rt. Pt= Crt. BrL,t(RL,t). ... ut (1λ )Λ. rt (A5). πt = β IEtπt1 λ̃mct (A6)mct = (χ φ2)ytφ1yt1βφ1IEtyt1φ0ât (1+ χ)ẑt (A7)mut = µ1m.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-02.pdf
The Transmission of Monetary Policy through Banks' Balance Sheets
10 Feb 2020
Conferences
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1946KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-brassil-cheshire-muscatello.pdf
Monetary Policy and the Exchange Rate: Evaluation of VAR Models
30 Sep 2010
RDP
PDF
334KB
follows:. xt = Etxt1. 1σ. (rt Etπt1)φ1(1ρ. a )at. 1ρxσ. vx,t (2). ... Foreign monetary policy follows a Taylor rule of the form:. rt = ρr rt1 α.
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-07.pdf
References
31 Dec 2013
RDP
2013-14
Journal of International Economics. , 83(2), pp 168–184. Bohn H and RT Deacon (2000), ‘Ownership Risk, Investment, and the Use of Natural Resources’,.
https://www.rba.gov.au/publications/rdp/2013/2013-14/references.html
The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?
18 Apr 2007
RDP
PDF
250KB
those countries. The individual elements of rt+, are given by:. US r t is similarly defined, without the exchange rate ratio.
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9103.pdf
Monetary Policy Frameworks Away from the ELB
20 Dec 2023
Conferences
PDF
4375KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-de-fiore-mojon-rees-sandri.pdf