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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Implementation Effects
24 May 2022
RDP
2022-02
An F-test on the instrument equation rejects the null of weak instruments at the 1 per cent level for all models, while the Wu-Hausman test fails to reject the ... An F-test on the instrument equation rejects the null of weak instruments for the market
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html
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Appendix E: Model Regressors for Predictive Model
11 Sep 2015
RDP
2015-03
RDP 2015-03: The Value of Payment Instruments: Estimating Willingness to Pay and Consumer Surplus Appendix E: Model Regressors for Predictive Model. ... Reduced categories. Main financial institution. Separate dummy variables of: ANZ; Bank of Queensland;
https://www.rba.gov.au/publications/rdp/2015/2015-03/appendix-e.html
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Central Counterparty Loss Allocation and Transmission of Financial Stress
18 Mar 2015
RDP
2015-02
Research Discussion Paper – RDP 2015-02 Central Counterparty Loss Allocation and Transmission of Financial Stress Abstract. ... This paper looks more closely at the implications of these reforms for the stability of the financial network.
https://www.rba.gov.au/publications/rdp/2015/2015-02.html
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Research Discussion Papers – 1989
31 Dec 1989
RDP
Jeremy Smith and David Gruen. RDP 8905 Monetary Policy Instruments: A Theoretical Analysis. ... Malcolm Edey. RDP 8904 Changes in the Behaviour of Banks and their Implications for Financial Aggregates.
https://www.rba.gov.au/publications/rdp/1989/
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
More generally, there can be a disconnect between private discount rates and market interest rates because of personal preferences and experiences, including exposure to market instruments (Glaeser, Gottlieb and Gyourko 2012).
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
m. t. ρ. 2. Z. t. Accordingly, the obtained instrument for the policy shock. ... 3.2 Is the Response to Credit Market Conditions Anticipated by Financial Markets?
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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Estimation Results
3 Mar 1999
RDP
1999-02
6.2 Instrument Validity. Another important factor to be considered when assessing the results is the validity of the instruments which have been used. ... Given that we have two instruments, the log of family income and family size, and only one variable
https://www.rba.gov.au/publications/rdp/1999/1999-02/estimation-results.html
The Efficiency of Central Clearing: A Segmented Markets Approach
2 Nov 2016
RDP
2016-07
James Hansen and Angus Moore. October 2016. 2.00. MB. central clearing, financial markets, payments. ... When margin requirements are not set optimally, central clearing can result in too much or too little financial trade.
https://www.rba.gov.au/publications/rdp/2016/2016-07.html
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Consumption, Investment and International Linkages
1 Dec 2009
RDP
PDF
171KB
Therefore we use as instruments for yt, variables which arecorrelated with yt but not with δt. ... Good explanatory powerof the instruments may be associated with higher endogeneity, thus reducing their value.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9512.pdf
External Debt and Liabilities of Industrial Countries
1 Nov 1994
RDP
9405
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9405.html
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