Search: FX

Sort by: Relevance Date
21–30 of 37 search results for FX

RBA Glossary definition for FX

FX – Foreign exchange

Search Results

Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles

1 Dec 2009 RDP PDF 148KB
x. When ε fx = 0, Australia’s exports are. insensitive to the business cycle in that country. ... For ε fx > 0 , Australia’s exports. and that country’s business cycle will be positively correlated.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9607.pdf

References

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Andersen TG, T Bollerslev, FX Diebold and P Labys (1999), ‘The Distribution of Exchange Rate Volatility’, Wharton Financial Institutions Center Working Paper No 99–08, University of Pennsylvania.
https://www.rba.gov.au/publications/rdp/2001/2001-03/references.html

The Decline in Australian Output Volatality

1 Dec 2009 RDP PDF 151KB
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation ofDuration Dependence in the American Business Cycle’, Journal of PoliticalEconomy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-01.pdf

Combining Multivariate Density Forecasts Using Predictive Criteria

14 May 2008 RDP PDF 352KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2008. -02. RESEARCHDISCUSSIONPAPER. Combining Multivariate Density Forecasts Using Predictive Criteria. Hugo Gerard andKristoffer Nimark. RDP 2008-02. COMBINING
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-02.pdf

Financial Reform in Australia and China

4 Feb 2015 RDP PDF 1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf

References

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
Hunt, B. (1987), ‘Propheteering in the Australian FX Market’, Working Paper No.
https://www.rba.gov.au/publications/rdp/1989/8906/references.html

References

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,. Journal of Business & Economic Statistics. ,
https://www.rba.gov.au/publications/rdp/2012/2012-07/references.html

Author Index

31 Dec 2001 RDP 2001-10
Susan Hornby and Ivan Roberts
Brock H, 25. Browne FX, 4, 5. Bullock ML, 3, 5, 18, 30.
https://www.rba.gov.au/publications/rdp/2001/2001-10/author-index.html
See 1 more results from "RDP 2001-10"

Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
Research Discussion Paper. Modelling the Australian Dollar. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. RDP 2015-12. The contents of this publication shall not be reproduced, sold or distributed without
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf

Estimates of Uncertainty around the RBA's Forecasts

28 Jan 2015 RDP PDF 689KB
Research Discussion Paper. Estimates of Uncertainty around the RBA’s Forecasts. Peter Tulip and Stephanie Wallace. RDP 2012-07. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-07.pdf