Search: RTS

Sort by: Relevance Date
3140 of 118 search results for RTS

RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

Search Results

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

Estimation and Solution of Models with Expectations and Structural Changes

28 Jan 2015 RDP PDF 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

More Potent Monetary Policy? Insights from a Threshold Model

30 Jul 2007 RDP PDF 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

Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy

4 Apr 2011 RDP PDF 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

Monetary Policy and the Exchange Rate: Evaluation of VAR Models

30 Sep 2010 RDP PDF 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

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 Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?

18 Apr 2007 RDP PDF 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

Valuing Safety and Privacy in Retail Central Bank Digital Currency

4 Apr 2024 RDP PDF 1594KB
Valuing Safety and Privacy in Retail Central Bank Digital Currency. Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney. Research Discussion Paper. R DP 2024- 02. Figures in this publication were generated
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.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

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