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IT – Information Technology

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The Relationship between Financial Indicators and Economic Activity: 1968-1987

1 Aug 1988 RDP 8805
Michele Bullock, Dirk Morris and Glenn Stevens
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1988/8805.html
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Appendix A: Survey Methodology

27 Nov 2023 RDP 2023-08
Tanya Livermore, Jack Mulqueeney, Thuong Nguyen and Benjamin Watson
has the logo of an international network on the front and has the eftpos logo on the back) …. Does it matter to you which network on your card(s) processes your
https://www.rba.gov.au/publications/rdp/2023/2023-08/appendix-a.html
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Credit Spreads, Monetary Policy and the Price Puzzle

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Inflation does not rise in response to an increase in the policy rate but, instead, the central bank raises its policy rate when it expects inflation to increase in the future. ... To identify the true causal effects of monetary policy on inflation, it
https://www.rba.gov.au/publications/rdp/2020/2020-01.html
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A History of Australian Equities

19 Jun 2019 RDP 2019-04
Thomas Mathews
iv) the current industry composition of the stock exchange is atypical relative to history, despite it being dominated by essentially the same companies for the past century; and v)
https://www.rba.gov.au/publications/rdp/2019/2019-04.html
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Start Spreading the News: News Sentiment and Economic Activity in Australia

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
It captures key macroeconomic events, such as economic downturns, and typically moves ahead of survey-based measures of sentiment.
https://www.rba.gov.au/publications/rdp/2020/2020-08.html
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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
The CCP must be able to meet its obligations on OTC derivatives it clears. ... This did not substantially change the qualitative results, although it naturally affected the quantitative results.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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The Apartment Shortage

5 Aug 2020 RDP 2020-04
Keaton Jenner and Peter Tulip
We estimate that home buyers will pay an average of $873,000 for a new apartment in Sydney though it only costs $519,000 to supply, a gap of $355,000
https://www.rba.gov.au/publications/rdp/2020/2020-04.html
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https://www.rba.gov.au/publications/rdp/2015/2015-14/additional-files/okun_update.prg

25 Feb 2020 RDP
csv files, then retrieving it when we get back to Eviews is a clunky way of doing this.
https://www.rba.gov.au/publications/rdp/2015/2015-14/additional-files/okun_update.prg

Research Discussion Papers – 2022

1 Jan 2022 RDP
Anthony Brassil. RDP 2022-07 The Term Funding Facility: Has It Encouraged Business Lending?.
https://www.rba.gov.au/publications/rdp/2022/

Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
This paper provides and assesses an algorithm for extracting loan-level repo data from over-the-counter securities transactions data, and applies it to securities transactions data from Austraclear.
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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