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31–40 of 129 search results for RTS

RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

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Explaining Forward Discount Bias: Is it Anchoring?

30 Nov 2009 RDP PDF 119KB
EXPLAINING FORWARD DISCOUNT BIAS:IS IT ANCHORING? David W. R. Gruen and Marianne C. Gizycki. Research Discussion Paper9307. June 1993. Economic Research Department. Reserve Bank of Australia. We are grateful to seminar participants at the Reserve
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9307.pdf

Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

22 Feb 2018 RDP PDF 1672KB
interest rate (rt) is given by. 0 1t tr   ρ X (1). ...  , ,r rt t n t t n t t nf E r tp   .
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf

International Interest Rate Linkages and Monetary Policy: The Case of Australia

19 Nov 2012 RDP PDF 1014KB
period t, rt is the yield on a short-term security, and Xt. ... Rt= Rt- Et e (1). where Rt is the long-term rate, e the exchange rate, a indicates a foreign variable and a dot over a variable.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf

References

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
Journal of International Economics. , 83(2), pp 168–184. Bohn H and RT Deacon (2000), ‘Ownership Risk, Investment, and the Use of Natural Resources’,.
https://www.rba.gov.au/publications/rdp/2013/2013-14/references.html

The Role of International Shocks in Australia’s Business Cycle

2 Dec 2009 RDP PDF 372KB
rt = ρrrt1 (1ρr)[φ1πt φ2yt ] εr,t (5). where εr,t represents a non-systematic deviation from the reaction function. ... where Yt = [yt ,rt ,πt ,qt ,st ,rt ,yt ,πt ,ψt ,zt ,Uq,t ] is a 11 1 vector containing the.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf

A Term Structure Decomposition of the Australian Yield Curve

28 Dec 2008 RDP PDF 578KB
Let rt be the instantaneous short rate or cash rate and assume that. ... rt = ρ 1′ xt (1). where 1 = (1,1,1)′, xt = (x1,t ,x2,t ,x3,t)′, and.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf

References

31 Dec 2013 RDP 2013-07
Sean Langcake and Tim Robinson
Journal of Macroeconomics. , 33(1), pp 102–120. Clemen RT (1989), ‘Combining Forecasts: A Review and Annotated Bibliography’,.
https://www.rba.gov.au/publications/rdp/2013/2013-07/references.html

References

12 Sep 2014 RDP 2014-06
Ryan Fox and Peter Tulip
Technical Paper No 04/RT/13.
https://www.rba.gov.au/publications/rdp/2014/2014-06/references.html

Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations

1 Dec 2009 RDP PDF 170KB
MODELLING THE AUSTRALIAN EXCHANGE RATE, LONGBOND YIELD AND INFLATIONARY EXPECTATIONS. Alison Tarditi. Research Discussion Paper. 9608. November 1996. Economic Analysis Department. Reserve Bank of Australia. This is a revised version of a paper
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf

References

31 Dec 2013 RDP 2013-10
Patricia Gómez-González and Daniel Rees
Journal of Environmental Economics and Management. , 51(3), pp 354–370. Macklem RT (1993), ‘Terms-Of-Trade Disturbances and Fiscal Policy in a Small Open Economy’,.
https://www.rba.gov.au/publications/rdp/2013/2013-10/references.html