Search: Blackout Financial Instruments
RBA Glossary definition for Blackout Financial Instruments
Blackout Financial Instruments – Blackout Financial Instruments� include interest rate products (including but not limited to bonds, bills, notes, certificates of deposit and term deposits), shares, warrants, options, corporate bonds and foreign exchange (except for travel purposes), active investment choice modifications to any superannuation fund account, and the rolling over of superannuation funds into a complying fund.
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References
3 Jan 2023
RDP
2022-09
Braun R and R Brüggemann (forthcoming), ‘Identification of SVAR Models by Combining Sign Restrictions with External Instruments’, Journal of Business & Economic Statistics. ... Finlay R and D Olivan (2012), ‘Extracting Information from Financial
https://www.rba.gov.au/publications/rdp/2022/2022-09/references.html
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Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
cast asan external instrument (or ‘narrative proxy’) and used to point identify impulse responses in alocal projection. ... or restrictions arising from external instruments (Mertens and Ravn 2013; Stock andWatson 2018; Aria, Rubio-Ramírez and
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
We primarily use data collected under APRA's Economic and Financial Statistics (EFS) collection. ... Our first choice of instrument is the availability of self-securitised assets prior to the TFF.
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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Identification and Inference under Narrative Restrictions
26 Oct 2023
RDP
2023-07
Plagborg-Møller and Wolf (2021b) note that shock-sign restrictions could in principle be cast as an external instrument (or ‘narrative proxy’) and used to point identify impulse responses in a ... These include ‘short-run’ zero restrictions
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
Following Gertler and Karadi (2015), we identify the policy shock using an external instrument. ... than the monetary policy shock. The key identification assumption in the external instrument.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Wages and concentration
20 Nov 2023
RDP
2023-02
Some papers use instruments to help identify exogenous changes in market power/supply elasticity. ... Another approach would be to try to instrument using some ‘direct’ measure of changes in competition, such as mergers.
https://www.rba.gov.au/publications/rdp/2023/2023-02/wages-and-concentration.html
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
27 Nov 2023
RDP
2023-08
The Reserve Bank's rules are aimed at supporting the efficiency of the payments system, by ensuring that consumers are encouraged to use the lowest cost payment instrument.
https://www.rba.gov.au/publications/rdp/2023/2023-08/full.html
Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
PDF
1594KB
with financial institutions (Office of the Australian Information Commissioner 2023). But the broader. ... 2. [Australia’s financial crime. authority only]. or. 3. [Only {insert account providing.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Market Intelligence’s SNL Financial, which use strict criteria to ensure all variables are consistently. ... 2008 financial crisis is another factor that is likely to cause cross-country heterogeneity in the.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
This is consistent with monetary policy influencing firms' investment in part by influencing financial constraints. ... the next quarter or full financial year beginning in a quarter's time).
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html