Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
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1878KB
log tD ) less the log level of the discount factor (log(Rt)) which is approximately equal to the.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
More Potent Monetary Policy? Insights from a Threshold Model
30 Jul 2007
RDP
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201KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2007. -07. RESEARCHDISCUSSIONPAPER. More Potent Monetary Policy? Insights from a Threshold Model. Jarkko Jääskelä. RDP 2007-07. MORE POTENT MONETARY POLICY?
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-07.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
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2157KB
t t tX r eθ= (2). where πt is the inflation rate in period t, rt is the cash rate announced in period t, Xt – 1 is a determinant of inflation
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
Monetary Policy and the Exchange Rate: Evaluation of VAR Models
30 Sep 2010
RDP
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334KB
follows:. xt = Etxt1. 1σ. (rt Etπt1)φ1(1ρ. a )at. 1ρxσ. vx,t (2). ... Foreign monetary policy follows a Taylor rule of the form:. rt = ρr rt1 α.
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-07.pdf
Estimation and Solution of Models with Expectations and Structural Changes
28 Jan 2015
RDP
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1110KB
6. xt = (rπ) (rt IEtπt1) IEtxt1 (1ω)(1ρa)at (21)πt = π β. ... IEtπt1π. )ψxt et (22). rt = rρr(rt1 r. )ρπ (πtπ)ρg (gtg)ρxxt εr,t (23).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-08.pdf
Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy
4 Apr 2011
RDP
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518KB
Mrt1 BrL,tL WtN. rt T. rt D. rt. Pt= Crt. BrL,t(RL,t). ... ut (1λ )Λ. rt (A5). πt = β IEtπt1 λ̃mct (A6)mct = (χ φ2)ytφ1yt1βφ1IEtyt1φ0ât (1+ χ)ẑt (A7)mut = µ1m.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-02.pdf
The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?
18 Apr 2007
RDP
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250KB
those countries. The individual elements of rt+, are given by:. US r t is similarly defined, without the exchange rate ratio.
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9103.pdf
Ageing, Retirement and Savings: A General Equilibrium Analysis
2 Dec 2009
RDP
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406KB
This saved consumption unit can be convertedinto Rt units of consumption in the following period, raising lifetime utilityby βRtc. ... rt = αAkα1t (8). wt = (1α)Akαt (9). wherekt = Kt /Lt is capital per efficient worker.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-06.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
Here, tπ is the rate of inflation in period t, rt is the cash rate announced in t, Zt – 1 is a variable (or vector of variables) that helps the central
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
A Small BVAR-DSGE Model for Forecasting the Australian Economy
10 Feb 2009
RDP
PDF
599KB
Output is denoted by yt , Rt denotes the quarterly gross interest rate, qt is the. ... Forsimplicity we have expressed the budget constraint in terms of bond holdings Btand their return Rt.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-04.pdf