Search: FRB/US
RBA Glossary definition for FRB/US
FRB/US – Model of the US Economy used by the Board of Governors of the Federal Reserve System
RBA Glossary definition for US$
US$ – US dollar
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References
8 Mar 2017
RDP
2017-01
Brayton F, T Laubach and D Reifschneider (2014), ‘The FRB/US Model: A Tool for Macroeconometric Analysis’, Board of Governors of the Federal Reserve System, FEDS Notes, April.
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html
See 3 more results from "RDP 2017-01"
A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
variables are weakly exogenous. Given that the future does not determine the past, that strikes us. ... hand side. As noted earlier, we do not prove this, but it strikes us as a natural interpretation.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
References
31 Dec 2003
RDP
2003-07
Brayton F and P Tinsley (1996), ‘A guide to FRB/US: a macroeconomic model of the United States’, Federal Reserve System Finance and Economics Discussion Series No 1996– 42.
https://www.rba.gov.au/publications/rdp/2003/2003-07/references.html
References
1 Oct 2000
RDP
2000-07
Reifschneider D, R Tetlow and J Williams (1999), ‘Aggregate Distrubances, Monetary Policy and the Macroeconomy: the FRB/US Perspective’, Federal Reserve Bulletin, 85(1), pp 1–19.
https://www.rba.gov.au/publications/rdp/2000/2000-07/references.html
Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia
2 Dec 2009
RDP
PDF
130KB
This compares with estimated MPCs from total wealth of around 0.03 to0.07 for the US. ... 18 For example, Ludvigson and Steindel (1999) for the US and Tan and Voss (2003) for Australia.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-07.pdf
The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?
1 Dec 2009
RDP
PDF
277KB
US: Reifschneider, Tetlow and Williams (1999)UK: Bank of England (1999). 3.4 Data uncertainty. ... Commodity Prices. 0= tcpsdr. US Real Output. 00625.0= USty. 29. Nominal Exchange Rate.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-07.pdf