Search: Seasonally adjusted
RBA Glossary definition for Seasonally adjusted
Seasonally adjusted – A seasonally adjusted series involves estimating and removing seasonal patterns from the original data.
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
VAR MP effects R&D.wf1. lgdp: log real gross domestic product, seasonally adjusted – ABS Australian National Accounts: National Income, Expenditure and Product. ... lrd: log real gross fixed capital formation, seasonally adjusted, intellectual property
https://www.rba.gov.au/publications/rdp/2024/2024-01/read-me.html
Read me file for Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Adminstrative Data
13 Feb 2024
RDP
PDF
206KB
RDP 2024-01 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-read-me.pdf
Read me file
12 May 2023
RDP
2023-04
Input dataVAR data‘orthog_series.csv’. – Unemployment rate – ABS Labour Force Statistics, Australia, seasonally adjusted, %. – Employment – ABS Labour Force Statistics, Australia, seasonally adjusted, log100. – ... Aust GDP – Real gross
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Appendix B: Data
3 Jan 2023
RDP
2022-09
Real GDP. Chain volume measure, $m, seasonally adjusted. ABS Cat No 5206.0 ‘Australian National Accounts: National Income, Expenditure and Product’. ... US real GDP. Chain volume measure, $b, seasonally adjusted. Federal Reserve Bank of St.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
Notes: (a) Adjusted for cross-currency hedging. (b) Covered bonds trade at yields on average about 5 basis points below senior unsecured (domestic) bonds since 2019, but this has varied over ... In addition, we use non-seasonally adjusted data so month-to
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
Three-year funding, marginal, RBA estimates. Notes: (a) Adjusted for cross-currency hedging.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Reflecting this, we find that most of the yield effect of the bond purchase program occurred as market prices adjusted in anticipation of the announcement, and our key results come from ... Adjusted R. 2. 0.56. 0.56. 0.54. 0.50. 0.89. 0.89. 0.29. 0.28.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
market prices adjusted in anticipation of the announcement, and our key results come from an event. ... offered yield relative to prevailing mid-market rates. It is possible that counterparties adjusted the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf