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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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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
26 Aug 2019
RDP
2019-07
forecasting, interest rates, modelling, money. This paper introduces MARTIN – the Reserve Bank of Australia's (RBA) current model of the Australian economy. ... Most of the model's equations align closely with the way RBA staff typically interpret the
https://www.rba.gov.au/publications/rdp/2019/2019-07.html
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
RBA. RSTAR. Neutral interest rate. Per cent. Real. RBA. ta. Trend labour productivity. ... Household net wealth. Log. Real. ABS, RBA. hoy. Household non-labour disposable income.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
Supplementary Information for RDP 2019-07: MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael
https://www.rba.gov.au/publications/rdp/2019/2019-07/supplementary-information.html
Appendix A: Estimation of Time-varying Constants in Error Correction Equations
23 Aug 2019
RDP
2019-07
RDP 2019-07: MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy Appendix A: Estimation of Time-varying Constants in Error Correction Equations. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur
https://www.rba.gov.au/publications/rdp/2019/2019-07/appendix-a.html
Conclusion
23 Aug 2019
RDP
2019-07
Since its development, MARTIN has become a valuable input into the RBA staff's forecasting toolkit, in particular by helping staff to interpret recent economic developments and gauge the consequences of ... Models are only one among many sources of
https://www.rba.gov.au/publications/rdp/2019/2019-07/conclusion.html
Model Dynamics
23 Aug 2019
RDP
2019-07
To provide some context for the results, we compare MARTIN's responses in the cash rate and exchange rate exercises to those from the RBA's DSGE model, MSM. ... The RBA has been broadly successful in meeting its inflation target over recent decades and
https://www.rba.gov.au/publications/rdp/2019/2019-07/model-dynamics.html
Core Equations
23 Aug 2019
RDP
2019-07
RBA. RSTAR. Neutral interest rate. Per cent. Real. RBA. ta. Trend labour productivity. ... Household net wealth. Log. Real. ABS, RBA. hoy. Household non-labour disposable income.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael
https://www.rba.gov.au/publications/rdp/2019/2019-07/sections.html
References
23 Aug 2019
RDP
2019-07
Cusbert T (2017), ‘Estimating the NAIRU and the Unemployment Gap’, RBA Bulletin, June, pp 13–22. ... Evidence from Australian Company-Level Data’, RBA Research Discussion Paper No 2018-05.
https://www.rba.gov.au/publications/rdp/2019/2019-07/references.html
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Anyone who uses the code should cite the paper. The version of MARTIN used at the RBA makes use of a number of proprietary data sources that are not available for
https://www.rba.gov.au/publications/rdp/2019/2019-07/read-me.html