Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
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Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter
19 Apr 2007
RDP
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487KB
We are grateful to Martin Parkinson for his copy of the Kalman filter program and for suggestions on preliminary drafts of our paper.
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9111.pdf
Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
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578KB
of introducing hybrid features on liquidity demand and settlement delays; while Martin and McAndrews (2008) and Galbiati and Soramäki (2010) use theoretical models to analyse the impact of hybrid features on
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf
The Demand for Money in Australia: New Tests on an Old Topic
30 Nov 2009
RDP
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135KB
5Lim and Martin (1991), on the other hand, conclude that M3 and GDP arecointegrated even after deregulation. ... 16. that inferences drawn from such dynamic specifications are not misleading (see alsoLim and Martin (1992)).8.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9314.pdf
Are Terms of Trade Rises Inflationary?
1 Dec 2009
RDP
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330KB
1988), Martin and Nguyen (1989) and. Teal (1989). 20 This estimate is over the period from 1984:Q1 to 1992:Q3. ... 309-363. Martin, W. and D.T. Nguyen (1989), The Terms of Trade and Real Exchange Rates, presented at the 18th Conference of Economists,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9508.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
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1706KB
Is the Phillips Curve Still a Curve? Evidence from the Regions. James Bishop and Emma Greenland. Research Discussion Paper. R DP 2021- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
A Re-examination of the Determinants of Australia’s Imports
30 Nov 2009
RDP
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69KB
See Gregory and Martin (1976) for adiscussion of this with respect to the 25 per cent tariff reduction of 1973.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9312.pdf
Alternative Concepts of the Real Exchange Rate: A Reconciliation
30 Nov 2009
RDP
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117KB
Martin (1987) and Dwyer (1991). 5. Thus Rr (the relative price form of the real exchange rate) can be recognised as aterm in the numerator of this expression for Rp (that ... 1980; Nguyen and Martin 1987). However, the validityof this assumption has been
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9309.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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1861KB
Craine and Martin (2008), and Ehrmann and Fratzscher (2009) for equity markets.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
25 Nov 2021
RDP
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1696KB
Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment. Gianni La Cava. Research Discussion Paper. R DP 2021-11. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf
Housing Prices, Mortgage Interest Rates and the Rising Share of Capital Income in the United States
25 May 2016
RDP
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1165KB
with housing prices (e.g. Davis, Lehnert and Martin 2008; Sommer et al 2013) even if rents are.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-04.pdf