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RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

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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 2000 RDP 2000-09
Alvin Tan and Graham Voss
Macklem RT (1994), ‘Aggregate wealth in Canada’, Canadian Journal of Economics, 30(1), pp 152–168.
https://www.rba.gov.au/publications/rdp/2000/2000-09/references.html

Ageing, Retirement and Savings: A General Equilibrium Analysis

2 Dec 2009 RDP PDF 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 PDF 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

The Performance of Exchange Rate Forecasts

19 Nov 2012 RDP PDF 692KB
a weekly forecasting model, the following equation was specified:. where (rt- rt) is the current three month interest differential (i.e., the gap between u.s. ... 2.00 1.02 Et 0.15 <rt - rt). (-0.81) (0.03) (0.08).
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8609.pdf

Terms of Trade Shocks: What are They and What Do They Do?

21 Dec 2011 RDP PDF 650KB
Com-mktspec shock. Globalisation shock. Expo. rt pr. ices. Impo. rt pr. ... 1.5. -8. 0. 8. 16. 20001990201020001990. Dom. estic. shoc. ks. td rt.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-05.pdf

Is Pitchford Right? Current Account Adjustment, Exchange Rate Dynamics and Macroeconomic Policy

19 Nov 2012 RDP PDF 954KB
where Rt is the domestic real interest rate, A is a target level of. ... assumed to reduce desired savings one for one. Rt is determined by the interest parity condition.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9001.pdf

References

2 Oct 2008 RDP 2008-05
Ken Kuttner and Tim Robinson
Lawless M and K Whelan (2007), ‘Understanding the Dynamics of Labour Shares and Inflation’, Central Bank and Financial Services Authority of Ireland Research Technical Paper No 4/RT/07.
https://www.rba.gov.au/publications/rdp/2008/2008-05/references.html

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

The Implementation of Monetary Policy in Australia

1 Dec 2009 RDP PDF 190KB
r r r r rt i t ii. Ki t i. ... 1 01 1 , (1). where rt is the actual cash rate and r t is the target cash rate.7 The equation wasestimated using daily data and over two time periods:
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9703.pdf