Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
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Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
s. u. r. e. C. o. s. t. The next step is to formulate PDs to align with each bucket-level LGD (denote them PD. ... that obtained at the end of the last period) and the current period by weighting the appropriate model-generated PDs and LGDs with the
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
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Method
11 Sep 2015
RDP
2015-01
The second step uses the financial margin to calculate each household's probability of default (PD):. ... For the purposes of this model, households with a PD of one are assumed to default with certainty.
https://www.rba.gov.au/publications/rdp/2015/2015-01/method.html
References
31 Dec 2005
RDP
2005-05
Marques CR, PD Neves and AG da Silva (2002), ‘Why should central banks avoid the use of the underlying inflation indicator?’,. ... Economics Letters. , 75(1), pp 17–23. Marques CR, PD Neves and LM Sarmento (2000), ‘Evaluating core inflation
https://www.rba.gov.au/publications/rdp/2005/2005-05/references.html
The Model's Properties
1 Nov 1995
RDP
9510
s. Figure 10: Actual CPI p (—), the static solution ps (), and the dynamic solution pd (– –). Figure 11: Deviations between the actual CPI and the static solution p – ps () and between the ... actual CPI and the dynamic solution p — pd (– –)
https://www.rba.gov.au/publications/rdp/1995/9510/models-properties.html
References
31 Dec 2006
RDP
2006-10
Marques CR, PD Neves and LM Sarmento (2003), ‘Evaluating Core Inflation Indicators’, Economic Modelling, 20(4), pp 765–775.
https://www.rba.gov.au/publications/rdp/2006/2006-10/references.html
References
31 Dec 2014
RDP
2014-07
International Review of Economics & Finance. , 14(3), pp 305–316. Miller RE and PD Blair (2009),.
https://www.rba.gov.au/publications/rdp/2014/2014-07/references.html
References
30 Nov 2016
RDP
2016-09
Allison PD (2010), ‘Survival Analysis’, in GR Hancock and RO Mueller (eds), The Reviewer's Guide to Quantitative Methods in the Social Sciences, Routledge, New York, pp 413–424.
https://www.rba.gov.au/publications/rdp/2016/2016-09/references.html
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References
31 Dec 2001
RDP
2001-04
Download the Paper 248. KB. Anderson GH, NV Karamouzis and PD Skaperdas (1987), ‘A New Effective Exchange Rate for the Dollar and Its Implications for U.S.
https://www.rba.gov.au/publications/rdp/2001/2001-04/references.html
References
31 Dec 2005
RDP
2005-03
Journal of Econometrics. , 72(1–2), pp 197–229. Linneman PD and SM Wachter (1989), ‘The impacts of borrowing constraints on homeownership’,.
https://www.rba.gov.au/publications/rdp/2005/2005-03/references.html
References
31 Dec 2000
RDP
2000-04
Groenewegen PD (1983), ‘John Maynard Keynes 1883–1946’, Paper from the 12.
https://www.rba.gov.au/publications/rdp/2000/2000-04/references.html
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