Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
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1715KB
of the Australian economy such as the RBA’s MARTIN (Ballantyne et al 2019) and DSGE (Gibbs,. ... 900 basis points in Beckers (2020) and only around half that in the DSGE, while in MARTIN interest.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Firms’ Price-setting Behaviour: Insights from Earnings Calls
6 Nov 2023
RDP
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1677KB
Firms’ Price-setting Behaviour: Insights from Earnings Calls. Callan Windsor and Max Zang. Research Discussion Paper. R DP 2023- 06. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-06.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
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1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
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1310KB
Terhi Jokipii and Javier Rodriguez-Martin (Switzerland). Research Discussion Paper. R DP 2023- 05. ... Simona Malovana (Czech Republic); Stefano Ungaro (France); Henrike Michaelis (Germany); Cao Jin (Norway); Gajewski Krzysztof (Poland); Li Jieying
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Non-technical summary for 'Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions'
30 Dec 2022
RDP
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535KB
RDP 2022-09 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-09/rdp-2022-09-non-technical-summary.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
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1886KB
helpful feedback. I also thank Shayan Omidi for providing estimates from the MARTIN model. ... multi-sector and MARTIN models (Gibbs, Hambur and Nodari 2018; Ballantyne et al 2019).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
With the new banking sector addition to MARTIN (Brassil et al 2022) – henceforth, BA-MARTIN – it. ... its existence. BA-MARTIN is more detailed than the highly stylised model of Brunnermeier and.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Non-technical summary for 'The Consequences of Low Interest Rates for the Australian Banking Sector'
16 Dec 2022
RDP
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434KB
RDP 2022-08 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-08/rdp-2022-08-non-technical-summary.pdf
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
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1647KB
unchanged. To put this in context, the RBA’s macroeconometric model MARTIN predicts that.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
Read me file for MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
13 Jan 2022
RDP
PDF
411KB
RDP 2022-01 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-01/rdp-2022-01-read-me.pdf