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RBA Glossary definition for HAC Rule
HAC Rule – Honour All Cards Rule
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Payments System Board Annual Report 2004 -Glossary
22 Sep 2005
PSB Annual Report
2004
PDF
40KB
https://www.rba.gov.au/publications/annual-reports/psb/2004/pdf/glossary.pdf
Payments System Board Annual Report 2004 - Competition and Efficiency
22 Sep 2005
PSB Annual Report
2004
PDF
67KB
https://www.rba.gov.au/publications/annual-reports/psb/2004/pdf/competition.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Payments System Board Annual Report 2004
15 Nov 2004
Annual Report
PDF
465KB
It also viewed the ‘no surcharge’ rule as detrimental to the effi cient and competitive functioning of the credit card payment system. ... A large group of merchants, led by Wal-Mart, sued MasterCard and Visa over their activities related to their
https://www.rba.gov.au/publications/annual-reports/psb/2004/pdf/2004-psb-ann-report.pdf
An Empirical BVAR-DSGE Model of the Australian Economy
2 Feb 2015
RDP
PDF
657KB
deviations from steadystate) of inflation and value-added output, vat , as well as growth in value-addedoutput.5 The rule is:. ... 8 We do not allow a role for the exchange rate in the Taylor rule, reflecting the findings of Lubikand Schorfheide (2007).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
PDF
2157KB
These coefficients are large, statistically significant and ‘incorrectly’ signed. The effect essentially occurs with a one-quarter lag, which rules out interpretations implying delayed or gradual responses. ... The resulting series should identify a
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.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
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
Specifically, Beckers (2020) estimates an augmented Taylor rule that includes a forecast for. ... that implied by the rule. As such, this approach removes the anticipatory component of monetary.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Firms’ Price-setting Behaviour: Insights from Earnings Calls
6 Nov 2023
RDP
PDF
1677KB
Within. a Bayesian framework, these modifications are done mechanically according to Bayes’ rule. ... representations through dictionary look-up and date–time detection rules. It maps phrases such as.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-06.pdf