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RBA Glossary definition for Pillar 3
Pillar 3 – The New Basel Capital Accord, issued by the Basel Committee on Banking Supervision, aims to improve the flexibility and risk sensitivity of the existing Accord. The New Accord consists of three mutually reinforcing pillars. Pillar 3 recommends requirements aimed at enhancing market discipline through effective disclosure of information to market participants.
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Estimating the Models
31 Dec 2013
RDP
2013-07
RDP 2013-07: An Empirical BVAR-DSGE Model of the Australian Economy 3. ... 0.012. α. 1. Weight on capital in domestic goods production. 0.3.
https://www.rba.gov.au/publications/rdp/2013/2013-07/estimating-models.html
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Empirics
1 May 1994
RDP
9402
Table 3: Estimation Results (Size Groupings). †. Estimated Equation:. Estimation Period: 1982–1992; 66 Companies. ... 0.028. (3.993). () Significantly different from zero at the 5(1) per cent level respectively.
https://www.rba.gov.au/publications/rdp/1994/9402/empirics.html
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The Models
1 Dec 1995
RDP
9512
RDP 9512: Consumption, Investment and International Linkages 3. The Models. Guy Debelle and Bruce Preston.
https://www.rba.gov.au/publications/rdp/1995/9512/models.html
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Methodology
31 Dec 2003
RDP
2003-12
In Sections 3.2 and 3.3 we then describe a number of simple, alternative benchmark models for forecasting inflation. ... 3.3 Two Further Benchmarks for Comparison. As a further reference point for assessing the performance of our suite of Phillips
https://www.rba.gov.au/publications/rdp/2003/2003-12/methodology.html
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Empirical Assessment
31 Dec 2006
RDP
2006-07
RDP 2006-07: Household Saving and Asset Valuations in Selected Industrialised Countries 3. ... h. 3.955. 1.282. 0.00. 2.266. 1.178. 0.06. Canada. 1970:Q3–2002:Q4. UK. 1970:Q3–2002:Q4.
https://www.rba.gov.au/publications/rdp/2006/2006-07/empirical-assessment.html
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Testing for Long-Run and Short-Run Fisher Effects
1 Dec 1994
RDP
9410
Table 3 contains the results of these tests. To determine which lags of Δπ. ... Table 3: Cointegration Tests. Sample period. Test statistics for. unit root in π.
https://www.rba.gov.au/publications/rdp/1994/9410/testing-for-long-run.html
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Loan-level Determinants of Housing Loan Arrears
31 Dec 2014
RDP
2014-13
Home improvement. 3.5. na. 1.9. Property purchase. 49.6. na. 53.7. Refinance. ... The estimation results reported in Section 2.3 are exponentiated coefficients (i.e.
https://www.rba.gov.au/publications/rdp/2014/2014-13/loan-level-determinants.html
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Appendix 3: Data used in the Study
1 Sep 1988
RDP
8806
RDP 8806: Employment, Output and Real Wages Appendix 3: Data used in the Study. ... c). Sep. 69. 98.7. 100.4. 98.3. 93.9. Dec. 69. 98.1. 99.9.
https://www.rba.gov.au/publications/rdp/1988/8806/appendix-3.html
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The Response to News
31 Dec 2001
RDP
2001-03
Table 2 and Table 3 present mean-difference tests of the significance of the differences between these measures. ... 1.77. 3.59. 0.78. 3.01. –. Bond prices. Pre-news. –. 0.11. 1.44.
https://www.rba.gov.au/publications/rdp/2001/2001-03/response-to-news.html
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Comparability of Data
1 Nov 1994
RDP
9405
RDP 9405: External Debt and Liabilities of Industrial Countries 3. Comparability of Data. ... To the extent that the IMF guidelines are followed, each country's statistics should include the same range of financial instruments (see footnote 3).
https://www.rba.gov.au/publications/rdp/1994/9405/com-dat.html
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