Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
Search Results
Explaining Forward Discount Bias: Is it Anchoring?
30 Nov 2009
RDP
PDF
119KB
EXPLAINING FORWARD DISCOUNT BIAS:IS IT ANCHORING? David W. R. Gruen and Marianne C. Gizycki. Research Discussion Paper9307. June 1993. Economic Research Department. Reserve Bank of Australia. We are grateful to seminar participants at the Reserve
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9307.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
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
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
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
Let rt be the instantaneous short rate or cash rate and assume that. ... rt = ρ 1′ xt (1). where 1 = (1,1,1)′, xt = (x1,t ,x2,t ,x3,t)′, and.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.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
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
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
PDF
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
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
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