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RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

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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

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

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

Wage Contracts, Sticky Prices and Exchange Rate Volatility: Evidence from Nine Industrial Countries

19 Nov 2012 RDP PDF 906KB
where 'rt represents disturbances that cause divergences between domestic and foreign wages e.g. ... to foreign prices v pft' and the shocks to domestic and foreign wages, llt and -rt?
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9006.pdf

Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates

19 Nov 2012 RDP PDF 451KB
RISK EFFECTS VERSUS MONETARY EFFECTS IN THE DETERMINATION OF SHORT-TERM INTEREST RATES. Malcolm L. Edey. Reserve Bank of Australia. Research Discussion Paper 8708. October 1987. I wish to thank Charles Bean, Warwick McKibbin, Rob Trevor and David
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8708.pdf

A Note on Aggregate Investment in Australia

19 Nov 2012 RDP PDF 430KB
H -rt. [(1-L)(Y-WL) - J(l0.5(J/K)))e A(J- 6K). Define. At A. e-(r)t t.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8709.pdf

The Intertemporal Government Budget Constraint and Tests for Bubbles

19 Nov 2012 RDP PDF 650KB
denoting the nominal discount factor by Rt = 1/ (li0 ). (lit), we. can simplify the nominal version of the government's intertemporal.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8809.pdf

The Cost of Capital: Some Issues

19 Nov 2012 RDP PDF 803KB
THE COST OF CAPITAL: SOME ISSUES. Nigel Dews. Reserve Bank of Australia. Research Discussion Paper. 8807. August 1988. This paper was originally prepared for the "Conference on Australian Monetary Policy Post-Campbell" in Melbourne 7-8 August 1987.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8807.pdf

Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts

19 Nov 2012 RDP PDF 1213KB
5. where rt is the change in the interest rate following the announcement in.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8602.pdf

Policy Analysis with the MSG2 Model

19 Nov 2012 RDP PDF 1127KB
Foreign assets accumulate according to:. (1.38) dA/dt = -TBat (rt-n)At. As with the government debt accumulation equation, this can be.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8712.pdf