Search: RBA
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
Research Discussion Paper – RDP 2022-04 The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. Matthew Read. October 2022. 2.2. MB. 548. KB. Supplementary information. global economy, interest rates, modelling, monetary
https://www.rba.gov.au/publications/rdp/2022/2022-04.html
Appendix A: Derivations for Bivariate SVAR
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix A: Derivations for Bivariate SVAR. Matthew Read. October 2022. Download the Paper 2,225. KB. A.1 Sign restrictions on impulse responses. This
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-a.html
Framework
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions 2. Framework. Matthew Read. October 2022. Download the Paper 2,225. KB. This section describes the SVAR model, outlines the concepts of identifying
https://www.rba.gov.au/publications/rdp/2022/2022-04/framework.html
Appendix C: Description of Numerical Algorithms
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix C: Description of Numerical Algorithms. Matthew Read. October 2022. Download the Paper 2,225. KB. This section describes the numerical algorithms
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-c.html
Appendix D: Additional Empirical Results
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix D: Additional Empirical Results. Matthew Read. October 2022. Download the Paper 2,225. KB. Figure D1 presents additional results obtained under
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-d.html
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
Research Discussion Paper – RDP 2022-04 The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. Matthew Read. October 2022. 2.17. MB. 1. Introduction. Estimating the response of the economy to macroeconomic shocks (such
https://www.rba.gov.au/publications/rdp/2022/2022-04/full.html
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
Research Discussion Paper – RDP 2022-04 The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. Matthew Read. October 2022. 2,225. KB. I thank Christiane Baumeister, Benjamin Beckers, Anthony Brassil, Thomas Cusbert,
https://www.rba.gov.au/publications/rdp/2022/2022-04/sections.html
Conclusion
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions 7. Conclusion. Matthew Read. October 2022. Download the Paper 2,225. KB. In SVARs that are set identified using sign and/or zero restrictions, the
https://www.rba.gov.au/publications/rdp/2022/2022-04/conclusion.html
References
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions References. Matthew Read. October 2022. Download the Paper 2,225. KB. Amir-Ahmadi P and T Drautzburg (2021), ‘Identification and Inference with Ranking
https://www.rba.gov.au/publications/rdp/2022/2022-04/references.html
Read me file
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Read me file. Matthew Read. October 2022. This ‘read me’ file contains instructions about how to replicate the results in RDP 2022-04. The data are
https://www.rba.gov.au/publications/rdp/2022/2022-04/read-me.html