Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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The Performance of Exchange Rate Forecasts
19 Nov 2012
RDP
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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
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
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
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
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
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
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
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
Solving Linear Rational Expectations Models with Predictable Structural Changes
30 Dec 2008
RDP
PDF
311KB
1βα). ((1βααβ )παπt1 ψσ ŷt. ψ ẑt βEtπt1 êt) (22). rt = (1ρr)r ρrrt1 ρπ(πtπ)ρyŷt ρgĝt εr,t (23). ... While some variables are expressed in percentage deviations from their steady-state values, others, like πt and rt , are
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-10.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
MODELLING RECENT DEVELOPMENTS IN AUSTRALIAN ASSET MARKETS: SOME PRELIMINARY ...
18 Apr 2015
RDP
PDF
632KB
level for reserves, RT, which reflects their intended. intervention in each period; in the pure float modelled in. ... target level:. R = RT = Rc in this paper) (221 ). The identity which is used in the estimated model to determine.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8403.pdf