Search: Trend
RBA Glossary definition for Trend
Trend – A trend series is a seasonally adjusted series that has been further adjusted to remove irregular effects and �smooth� out the series to show the overall �trend� of the data over time. This series is usually provided by the Australian Bureau of Statistics.
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
This is done using housing price trends observed in the local area for each property since the loan was originated and our assumed profile for housing prices.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Research Discussion Paper – RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. May 2022. 1.89. MB. 1. Introduction. This paper focuses on three
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
The Yield and Market Function Effects of the Reserve Bank of Australia’s. Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. Research Discussion Paper. R DP 2022- 02. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
BA-MARTIN in Detail
18 Jan 2022
RDP
2022-01
nominal neutral cash rate plus steady state spread) and log housing price gap (to its stochastic trend) – details of how these gap variables are constructed are provided in theα.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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Online Appendix: MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
13 Jan 2022
RDP
PDF
378KB
RDP 2022-01 online appendix
https://www.rba.gov.au/publications/rdp/2022/2022-01/rdp-2022-01-online-appendix.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
8. steady state spread) and log housing price gap (to its stochastic trend) – details of how these gap. ... Housing price-to-trend ratio. 0.4 0.6 0.8 1.0 1.2 -5-8. -6. -4.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
Research Discussion Papers 2021–2024
23 Dec 2021
RDP
Nicholas Garvin, Alex Kearney and Corrine Rosé. RDP 2021-06 What Is Driving Participation and Diversity Trends in Economics?
https://www.rba.gov.au/publications/rdp/2021-2030.html
Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
30 Nov 2021
RDP
2021-11
For instance, the net balance of positive words shows a clear downward trend over time based on the raw (unadjusted) data (top panel of Figure 4). ... b) Residuals from OLS regression of corporate sentiment on company dummies and a linear trend.
https://www.rba.gov.au/publications/rdp/2021/2021-11/full.html
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Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
25 Nov 2021
RDP
PDF
1696KB
corporate disclosures. For instance, the net balance of positive words shows a clear downward trend. ... b) Residuals from OLS regression of corporate sentiment on company dummies and a linear trend.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-11.pdf
The Rise in Household Liquidity
24 Nov 2021
RDP
PDF
1793KB
trend decline in interest rates, have also allowed households to build liquidity buffers by increasing. ... We find. similar trends when looking across other OECD countries – see Appendix B.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-10.pdf