Search: RP
RBA Glossary definition for RP
RP – Repurchase Agreement. The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.
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Appendix B: Log-linearised Equations of the DSGE Model
31 Dec 2013
RDP
2013-06
Rp of domestic goods. ø. t. Risk premium. Rp of imports. ... ε. g. Preference. ψ. F. Law on one price gap. Note: Rp denotes relative price to consumption.
https://www.rba.gov.au/publications/rdp/2013/2013-06/appendix-b.html
Appendix D: BVAR-DSGE Estimates
31 Dec 2013
RDP
2013-06
0.5. 0.25. 0.74. 0.48–0.94. ρ. rp. Risk premium. B. 0.8. 0.1. ... 0.74–3.06. σ. rp. Risk premium. IG. 1. 1. 0.51. 0.30–0.70. σ.
https://www.rba.gov.au/publications/rdp/2013/2013-06/appendix-d.html
Empirical Application
31 Dec 2013
RDP
2013-06
cp, F. Cost-push imports. B. 0.5. 0.25. 0.60. 0.39–0.81. ρ. rp. ... IG. 1. 1. 2.69. 1.68–3.74. σ. rp. Risk premium. IG. 1.
https://www.rba.gov.au/publications/rdp/2013/2013-06/empirical-application.html