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RBA Glossary definition for HAC Rule
HAC Rule – Honour All Cards Rule
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Implementation Effects
24 May 2022
RDP
2022-02
Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical significance at the 10, 5 and 1 per cent levels, respectively. ... It was also consistent with the Reserve Bank retaining operational
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html
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Anticipatory Monetary Policy and the ‘Price Puzzle’
1 May 2017
RDP
2017-02
In Approach 4, we restrict our sample to begin in 1996:Q1, a period for which the coefficients on the policy rule were arguably more stable. ... The resulting series should identify a narrower set of monetary shocks, namely innovations to the policy rule
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html
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Policy Rules for Open Economies
1 Jul 1998
RDP
9806
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9806.html
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Term Structure Rules for Monetary Policy
1 Apr 2006
RDP
2006-02
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2006/2006-02.html
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Introduction for RDP 7903: Monetary Rules: A Preliminary Analysis
1 Sep 1979
RDP
7903
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1979/7903.html
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Policy Rules
1 Aug 1986
RDP
8605
RDP 8605: On Some Recent Developments in Monetary Economics 5. Policy Rules. ... These relationships therefore cannot be a solid basis for the actual conduct of policy using rigid rules when economic relationships are changing, because of changes in the
https://www.rba.gov.au/publications/rdp/1986/8605/policy-rules.html
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Two Risk-Based Capital Rules
1 Sep 1992
RDP
9210
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
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Optimal Monetary Policy Rules
31 Dec 2011
RDP
2011-02
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
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Policy Rule Changes or Deviations?
1 Apr 2021
RDP
2021-04
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
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Choosing an Optimal Policy Rule
1 Jul 1989
RDP
8905
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
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