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M&A – mergers and acquisitions
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The Intertemporal Government Budget Constraint and Tests for Bubbles
19 Nov 2012
RDP
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650KB
a deter.ministic ter.m integrated of order greater than one. The. (11). ... and Engle two-step Oxford Bulletin of. Hamilton, J.D. and M.A.Flavin (1986) "On the Limitations of Government Borrowing: A Framework for Empirical Testing" American Economic
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8809.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
References 40. 1. Introduction. This paper presents a model of the Australian economy. ... MARTIN is a macroeconometric model of the Australian economy. It describes relationships between.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Monetary Transmission in a Deregulated Financial System
19 Nov 2012
RDP
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825KB
22. REFERENCES. Akhtar, M.A., (1983), "Financial Innovations and their Implications for Monetary. ... Policy", BIS Economic Papers, No.9, December. Akhtar, M.A. and E.S. Harris, (1987), "Monetary Policy Influence on the Economy.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8811.pdf
A Weekly Model of the Floating Australian Dollar
19 Nov 2012
RDP
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1139KB
where6. and d =. 2 d •. 2 d. T. j-1 = t = (1-A) A tl-j. ... 7). (8). 7. Muth (1961) demonstrated that a non-zero covariance between 11' and ,, a'll', 2 2 would merely alter the definition of a in (5) to a /(a o ).
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8612.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
5. Further Robustness 27. 6. Conclusion 27. Appendix A : Interbank Market Infrastructure 29. ... intermediation by a central counterparty, which obscures the analysis of collateral in market.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
THE 1930'S AND THE 1980'S: SOME FACTS P.D. Jonson ...
23 Feb 2017
RDP
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1608KB
A ,. I' Lf. I. 1::. I I I I I I I I. ... Boeha, E.A., Twentieth Century Economic Development in Australia, 1980. Butlin, N.M., "A Preliminary Annual Database 1900/01 to 1973/7411, Research Discussion Paper 7701, Reserve Bank of Australia, May
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8303.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
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2093KB
Figure 2: Market Illiquidity m, a Bank’s Capacity to Handle It, and ib. ... haircut set by the authority. If banks would fail without an intervention, then h < m is a necessary.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Inflation Regimes and Inflation Expectations
1 Dec 2009
RDP
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173KB
Baillie, R.T., C.-F. Chung and M.A. Tieslau (1996), ‘Analysing Inflation by theFractionally Integrated ARFIMA-GARCH Model’, Journal of AppliedEconometrics, 11(1), pp. ... 749-754. Chapman, D.A. and M. Ogaki (1993), ‘Cotrending and the Stationarity
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9701.pdf
FINANCIAL INNOVATION BIBLIOGRAPHY compiled by Lindsay F. Boultori and ...
14 Oct 2014
RDP
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2298KB
Review of Economics and Statistics, vol. 60, 1978, pp.541-546. AKHTAR, M.A. ... Journal of Monetary Economics, vol. 12, 1983, pp.127-158. KLEIN, M.A. "A Theory of the Banking Firm".
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8402.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
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1923KB
exceptions mostly a result of China’s unique institutional arrangements. Fourth, our empirical. ... framework has been characterised as ineffective in shaping expectations due to a contemporaneous.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf