Search: financial disturbance
RBA Glossary definition for financial disturbance
financial disturbance – An event or incident, which causes a significant loss of confidence by depositors or investors in a financial institution or a disruption to financial markets.
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
6.1 Model Misspecification – The Role of Financial Variables for Policy Transmission 26. ... to publicly available financial market information, considerable profits could be earned by better.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Okun's Law and Potential Output
1 Dec 2015
RDP
PDF
987KB
fully utilised; the level of output at which inflation is stable; the level of output at which some other criterion (like financial sustainability) is satisfied; and so on. ... But this correlation seems to reflect reverse causation. In particular,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-14.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
We model each of these quantities in nominal terms. Household assets consist of non-financial and financial assets. ... In the short run, trend real growth and movements in equity prices also influence financial assets.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
1 Jun 2006
RDP
2006-05
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2006/2006-05.html
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
3.2 Is the Response to Credit Market Conditions Anticipated by Financial Markets? ... Second, they are anticipated by financial market participants and hence give rise to the .
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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References
1 Jan 1987
RDP
8701
Economica. , 48, 1981. Porter, M.G., “Monetary Targeting”, Committee of Inquiry into the Australian Financial System,. ... Watt, P.A., “Tests of Equality Between Sets of Coefficients in Two Linear Regressions When Disturbance Variances are Unequal:
https://www.rba.gov.au/publications/rdp/1987/8701/references.html
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References
31 Dec 2013
RDP
2013-10
Economic Record. , 87(276), pp 11–36. Justiniano A and B Preston (2010), ‘Can Structural Small Open-Economy Models Account for the Influence of Foreign Disturbances?’,. ... Journal of Environmental Economics and Management. , 51(3), pp 354–370.
https://www.rba.gov.au/publications/rdp/2013/2013-10/references.html
The Well-meaning Economist
5 Sep 2019
RDP
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2044KB
for central bankers, and models of financial returns, for pension fund managers.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-08.pdf
The Well-meaning Economist
1 Sep 2019
RDP
2019-08
Prime examples are models of inflation, for central bankers, and models of financial returns, for pension fund managers. ... This approach has been common in other fields too. Barten (1977, p 37), for instance, laments that ‘Disturbances are usually
https://www.rba.gov.au/publications/rdp/2019/2019-08/full.html
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Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter
19 Apr 2007
RDP
PDF
487KB
Instead, they propose that real disturbances may be a major source of exchange rate volatility. ... This technique relies on choosing a proxy (or "instrument") which, while highly correlated with its unobservable equivalent, is not correlated with the
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9111.pdf