Search: IRFs
RBA Glossary definition for IRFs
IRFs – Impulse Response Functions
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Appendix B: Cross-country Evidence on Liquidity Buffers
10 Nov 2021
RDP
2021-10
Sources: Authors' calculations; Jordà, Schularick and Taylor (2017); OECD. To more clearly explore the effect of changes in interest rates on buffers, we estimate IRFs using the LP method of (Jordà
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-b.html
The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
Research Discussion Paper – RDP 2021-10 The Rise in Household Liquidity. Gianni La Cava and Lydia Wang. November 2021. 1.71. MB. 1. The Rise in Household Liquidity. Households need liquid assets, such as cash, to get through periods of financial
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
The Rise in Household Liquidity and Falling Interest Rates
10 Nov 2021
RDP
2021-10
For this, we estimate a series of impulse response functions (IRFs) using the local projections (LP) method of Jordà (2005). ... To isolate the effect of interest rates on liquidity through the housing market we repeat the same exercise and estimate
https://www.rba.gov.au/publications/rdp/2021/2021-10/the-rise-in-household-liquidity-and-falling-interest-rates.html