Search: HAC Rule

Sort by: Relevance Date
11–20 of 593 search results for HAC Rule
Did you mean accrue?

RBA Glossary definition for HAC Rule

HAC Rule – Honour All Cards Rule

Search Results

Two Risk-Based Capital Rules

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
As with an LV rule, regulators would need to determine an acceptable value of FP. ... Comparing (8) and (14), the indifference curves are flatter than the LV rule boundary if. ;
https://www.rba.gov.au/publications/rdp/1992/9210/two-risk-based-capital-rules.html
See 5 more results from "RDP 9210"

Tests of Simple Targeting Rules for Monetary Policy

2 Dec 2008 Research Workshop PDF 353KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/otto.pdf

Optimal Monetary Policy Rules

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
The settings of the optimised rules are similar. Figure 6 shows the loss function as we depart from the optimal value of one of the parameters in the policy rule – holding ... For some preferences long-term interest rate rules perform as well as the
https://www.rba.gov.au/publications/rdp/2011/2011-02/opt-monetary-policy-rules.html
See 11 more results from "RDP 2011-02"

Policy Rule Changes or Deviations?

1 Apr 2021 RDP 2021-04
Calvin He
However, it remains unclear whether the monetary policy surprises identified reflect deviations from a policy rule. (. ... To evaluate if the ‘surprises’ should be interpreted as policy rule changes or deviations, I test if the policy reaction
https://www.rba.gov.au/publications/rdp/2021/2021-04/policy-rule-changes-or-deviations.html
See 8 more results from "RDP 2021-04"

Choosing an Optimal Policy Rule

1 Jul 1989 RDP 8905
Malcolm L. Edey
RDP 8905: Monetary Policy Instruments: A Theoretical Analysis 3. Choosing an Optimal Policy Rule. ... A pure interest rate rule (one that is not expressible as an inverted money rule) arises in the case where ρ.
https://www.rba.gov.au/publications/rdp/1989/8905/choosing-an-optimal-policy-rule.html
See 9 more results from "RDP 8905"

Research Workshop – 2008

16 Dec 2008 Research Workshop
The Reserve Bank of Australia 2008 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2008/

Welfare-Maximizing Monetary Policy under Parameter Uncertainty

13 Dec 2007 Research Workshop PDF 312KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/edge.pdf

Policy Rules for Open Economies

1 Dec 2009 RDP PDF 138KB
2.2 Calibration 4. 3. Efficient Instrument Rules 5. 3.1 The Variables in the Rule 5. ... 5. 3. Efficient Instrument Rules. Following Taylor (1994), the optimal policy rule is defined as the one that minimisesa weighted sum of output variance and
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9806.pdf

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

7 Jan 2024 RDP PDF 1715KB
measures the shock as a deviation from a Taylor Rule, augmented with measures of financial. ... from that implied by the rule. He produces two main measures: a preferred measure that also.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf

The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economy

2 Dec 2008 Research Workshop PDF 303KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/edge.pdf