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RBA Glossary definition for SSF

SSF – Securities settlement facility

RBA Glossary definition for SSF Standards

SSF Standards – Financial Stability Standards for Securities Settlement Facilities

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Appendix D: Technical Issues Involved in Estimating the Kalman Filter

31 Jan 1999 RDP 1999-01
David Gruen, Adrian Pagan and Christopher Thompson
where. and var(ε. t. ) = r. Because of the ability to represent the equations as a SSF, most researchers using this approach to account for a time-varying NAIRU have estimated ... xt. and H. t. ϕ. t. , where the weights are the inverse of the standard
https://www.rba.gov.au/publications/rdp/1999/1999-01/appendix-d.html
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International Trade Costs, Global Supply Chains and Value-added Trade in Australia

4 Feb 2015 RDP PDF 977KB
13. about 82 per cent (Figure 7).10 This is relatively high by international standards;the share of value-added in world exports is about 69 per cent. ... In contrast, the supply chains of the G7 countries tend tobe relatively downstream and less
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-07.pdf

The Phillips Curve in Australia

1 Dec 2009 RDP PDF 491KB
Since that time Phillips curves have appeared formany countries under many guises, have found their way into textbooks andconferences, and have become part of the standard set of tools available tomacroeconomists ... The implied natural rateover the
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-01.pdf

A Contingent Claim Analysis of Risk-based Capital Standards for Banks

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9210.html
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Appendix 1: Data Means and Standard Deviations

1 Dec 1994 RDP 9411
Richard De Abreu Lourenco and Philip Lowe
RDP 9411: Demand Shocks, Inflation and the Business Cycle Appendix 1: Data Means and Standard Deviations. ... Mean. Standard. Deviation. Mean. Standard. Deviation. Prices. 32.47. 23.48. 37.77. 21.18.
https://www.rba.gov.au/publications/rdp/1994/9411/appendix-1.html
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Capital Standards

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
While it is important to maintain a suitably conservative and easy-to-understand capital standard, it is possible there may be more efficient methods of capturing credit exposure than the proposed ... Estrella (1992) sets out the mathematical functional
https://www.rba.gov.au/publications/rdp/1994/9409/capital-standards.html
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Appendix B: Identifying the Separate Effects of Liquidity and Lending Standards Shocks

31 Dec 2013 RDP 2013-05
Gianni La Cava
standards. I assume that the cost of screening is given by a convex function. ... j. ) and bank-specific fixed effects to control for the unobservable lending standards shocks (ψ.
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-b.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
monetary policy, productivity, technology. Recent papers have argued that monetary policy and economic conditions can influence the amount of innovative activity in the economy, and therefore productivity and living standards in
https://www.rba.gov.au/publications/rdp/2024/2024-01.html
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Appendix 2: Test Procedures

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
The augmented Dickey-Fuller (ADF) test is a standard test for the existence of a unit root and is estimated in the form,. ... The standard t-ratio tests do not apply, with critical values taken from Fuller (1976).
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
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Framework

3 Jan 2023 RDP 2022-09
Matthew Read
j. ,. n. is the j th column of Q. Given the normalisation that the structural shocks have unit standard deviation, these impulse responses represent responses to standard deviation shocks. ... i. ,. j. ,. h. (. ϕ. ,. Q. ). :. Q. 𝒬. (. ϕ. |. S. ). }.
https://www.rba.gov.au/publications/rdp/2022/2022-09/framework.html
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