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RBA Glossary definition for IRS

IRS – Interest rate swaps

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Consumption Behavior across the Distribution of Liquid Assets

19 Dec 2023 Research Workshop PDF 2239KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-graham-mcdowall.pdf

Are Inflationary Shocks Regressive? A Feasible Set Approach

19 Dec 2023 Research Workshop PDF 842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf

The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

8 Jun 2023 RDP PDF 1310KB
Finally,. the coefficient 8 on the triple interaction term t t ir low large  indicates the differential impact of.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf

Online Appendix: MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model

13 Jan 2022 RDP PDF 378KB
RDP 2022-01 online appendix
https://www.rba.gov.au/publications/rdp/2022/2022-01/rdp-2022-01-online-appendix.pdf

Central Bank Communication: One Size Does Not Fit All

24 Oct 2021 RDP PDF 2180KB
Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. Research Discussion Paper. R DP 2021- 05. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series is
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-05.pdf

The Saving Glut of the Rich and the Rise in Household Debt

19 Dec 2019 Research Workshop PDF 620KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-sufi.pdf

Monetary Policy Transmission

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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China’s Evolving Monetary Policy Framework in International Context

4 Dec 2019 RDP PDF 1923KB
China’s Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. Research Discussion Paper. R D P 2019 -11. Figures in this publication were generated using Mathematica. The contents of this publication shall not
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf

Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf

On the Risk of Leaving the Euro∗ Manuel Macera† ...

2 Dec 2018 Research Workshop PDF 545KB
of internal rationality (IR) for policy analysis. Departures from RE are still controversial,. ... The answer is no. All that our IR agent could do is to plug.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-nicolini.pdf