Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
664KB
Table 3. rtl - Rt n 13(Rt-rt) etl. Parameter Estimates PEH Stability. ... Table 4. rtl - rt a (Rt-rt) etl. Parameter Estimates PEH Stability.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
Reserves of Natural Resources in a Small Open Economy
2 Feb 2015
RDP
PDF
862KB
The second constraint is the law of motion for reserves:. Rt1 = Rt ωt1DtλXt. ... V(Kt1,Rt1. )dΦ(ξt1 | ξt. )}. R̃t 1. 0 Rt (i)di. (1).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-14.pdf
The Impact of Superannuation on Household Saving
3 Mar 2004
RDP
PDF
151KB
THE IMPACT OF SUPERANNUATION ONHOUSEHOLD SAVING. Ellis Connolly and Marion Kohler. Research Discussion Paper2004-01. March 2004. Economic Research DepartmentReserve Bank of Australia. The views expressed in this paper are those of the authors and do
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-01.pdf
Monetary Policy Instruments: A Theoretical Analysis
19 Nov 2012
RDP
PDF
571KB
Rt is the nominal interest rate. All variables are measured as deviations from steady state values. ... 1 Rt = ( Pt - Pt ),. where the target value is constant and normalised to zero.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8905.pdf
Assessing Some Models of the Impact of Financial Stress upon Business Cycles
19 Dec 2011
RDP
PDF
264KB
6.2 Recessions and Financial Crises. We can investigate the dependence of recessions upon the external financepremium by taking advantage of the binary nature of the recession indicator Rt(Rt = 1 ... The latter equals. E{1(yt1 < 0,2yt2 < 0)|Rt = 0,Rt1 = 0
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-04.pdf
How Should Monetary Policy Respond to Asset-price Bubbles?
2 Dec 2009
RDP
PDF
191KB
The path of interest rates, rt , t 0, is the optimalpath chosen by the sceptical policy-maker.9. ... rt , set by the twopolicy-makers; the middle and bottom panels show the outcomes for the outputgap, yt , and the inflation rate, πt.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-11.pdf
Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
This involves running the Kalman filter and RTS smoother recursions and getting a new estimate of the common factors denoted by. ... t. acts a selector matrix and ensures only the available data are used in the Kalman filter and RTS smoother recursions.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Direct Effects of Money on Aggregate Demand: Another Look at the Evidence
26 Aug 2010
RDP
PDF
179KB
If Yt is the vector of jump variables, (yt ,Λt ,rt ,nt ,xt ,µt). ′, ... Xt is the vectorof state variables, (at ,kt ,zt ,ct ,Rt ,πt ,πt1,mt). ′,
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-05.pdf
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change
2 Feb 2015
RDP
PDF
586KB
4. where πt is inflation, xt is the log of output (or real marginal cost) and rt is thenominal interest rate. ... πt = απt1 γEtπt1 δxt ε1t (A1)xt = ρ1xt1 d(rt1πt1) ε2t (A2)rt = λ1rt1 λ2xt λ3πt ε3t (A3).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-11.pdf
Box A: Risks in International Housing Markets
20 Oct 2017
FSR
– October 2017
See, for example, McCann F (2014), ‘Modelling Default Transitions in the UK Mortgage Market’, Central Bank of Ireland Research Technical Paper 18/RT/14 and Haughwout A et al (2011), ‘Real
https://www.rba.gov.au/publications/fsr/2017/oct/box-a.html