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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
17. where ( )1 2, , , pB B B=B and ( )kC B highlight the dependence of the MA coefficients on the.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Central Bank Communication: One Size Does Not Fit All
24 Oct 2021
RDP
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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
Central Bank Communication: One Size Does Not Fit All
24 May 2021
RDP
2021-05
Research Discussion Paper – RDP 2021-05 Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. May 2021. 2,051. KB. 1. Introduction. Central banking used to be a rather secretive business. As Janet Yellen (2012) noted in
https://www.rba.gov.au/publications/rdp/2021/2021-05/full.html
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References
31 Dec 2015
RDP
2015-12
Journal of International Money and Finance. , 24(7), pp 1150–1175. Clark PB and R MacDonald (1999), ‘Exchange Rates and Economic Fundamentals: A Methodological Comparison of BEERs and FEERs’, in R
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html
Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
Research Discussion Paper. Modelling the Australian Dollar. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. RDP 2015-12. The contents of this publication shall not be reproduced, sold or distributed without
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf
MODELLING RECENT DEVELOPMENTS IN AUSTRALIAN ASSET MARKETS: SOME PRELIMINARY ...
18 Apr 2015
RDP
PDF
632KB
follows. The estimated demand function for bonds is. log Pb = log b+ log P log y 840rb BAlrm.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8403.pdf
DEVIATIOUS FROM PURCHASIWG POWER PARITY : THE AUSTRALIM CASE ...
20 Oct 2014
RDP
PDF
632KB
DI f a. DI 0. N Pb DICD CD o '0 o C, PD.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8711.pdf
THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...
15 Oct 2014
RDP
PDF
878KB
introduction of Australian Savings Bonds. That is:. DlogB = 013 log(Pb/B) 038 log(Pm/M) 8 39 qSB. ... N = No {W(1.O_tl)/PdwQe4}37 Z. Non-Bank Holdings of Government Securities. 010gB = 013 log(Pb/B) B38 loQ(Prn/M) 839 QSB.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf
Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach
2 Dec 2009
RDP
PDF
217KB
AUSTRALIA’S MEDIUM-RUN EXCHANGE RATE: A MACROECONOMIC BALANCE APPROACH. Nikola Dvornak, Marion Kohler and Gordon Menzies. Research Discussion Paper 2003-03. March 2003. Economic Group Reserve Bank of Australia. We wish to thank Adam Cagliarini,
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-03.pdf
An Exploration of Marginal Attachment to the Australian Labour Market
2 Dec 2009
RDP
PDF
646KB
AN EXPLORATION OF MARGINAL ATTACHMENT TO THE AUSTRALIAN LABOUR MARKET. Matthew Gray, Alexandra Heath and Boyd Hunter. Research Discussion Paper 2002-07. November 2002. Australian Institute of Family Studies, Economic Research Department, Reserve
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-07.pdf