Search: AM
RBA Glossary definition for AM
AM – Member of the Order of Australia
Search Results
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Some preliminary work investigating the ‘reversal rate’ in Australia was conducted with Peter Rickards as part of previous research; I am very grateful for the head start this preliminary work gave ... I am grateful to Luci Ellis, Rachael Fitzpatrick,
https://www.rba.gov.au/publications/rdp/2022/2022-08/sections.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
As far as I am aware, there is little empirical evidence of a reversal rate having been reached in any jurisdiction:. ... t. z. t. Given that I am exploring the existence of the reversal rate, I want to explore scenarios in which pass-through is as low
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
References
21 Dec 2022
RDP
2022-08
Schularick M and AM Taylor (2012), ‘Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008’, The American Economic Review, 102(2), pp 1029–1061.
https://www.rba.gov.au/publications/rdp/2022/2022-08/references.html
Investigating the ‘Reversal Rate’ in Australia
21 Dec 2022
RDP
2022-08
As far as I am aware, there is little empirical evidence of a reversal rate having been reached in any jurisdiction:. ... t. z. t. Given that I am exploring the existence of the reversal rate, I want to explore scenarios in which pass-through is as low
https://www.rba.gov.au/publications/rdp/2022/2022-08/investigating-the-reversal-rate-in-australia.html
The Literature through the Lens of Banks' Balance Sheets
21 Dec 2022
RDP
2022-08
Because I am imposing a coefficient of one (rather than estimating the value) and the regression residuals are stationary, the spurious regression risk associated with potentially non-stationary variables is low.
https://www.rba.gov.au/publications/rdp/2022/2022-08/the-literature-through-the-lens-of-banks-balance-sheets.html