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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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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Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
of 6–18 months. JEL Classification Numbers: G13, Q02. Keywords: commodity prices, financial markets. ... some other financial markets for much of this period (Domanski and Heath 2007).
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
PDF
2157KB
As discussed in Section 2.1, SMP forecasts are finalised after Board decisions are announced and thus incorporate financial market and other reactions to the announcement. ... Previous studies that have estimated macroeconomic effects of monetary shocks
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
This growth exceeded growth in physical commodity markets and in some other financial markets for much of this period (Domanski and Heath 2007). ... The marked increase in the size of commodity-related financial markets is typically referred to as the
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Anticipatory Monetary Policy and the ‘Price Puzzle’
1 May 2017
RDP
2017-02
As discussed in Section 2.1, SMP forecasts are finalised after Board decisions are announced and thus incorporate financial market and other reactions to the announcement. ... Previous studies that have estimated macroeconomic effects of monetary shocks
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html
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Estimation Results
8 Mar 2017
RDP
2017-01
More recently, RMSE's increased substantially following the global financial crisis, especially for real GDP growth and the unemployment rate. ... For example, our estimates implicitly assume that a financial crisis like that observed from 2007 to 2009
https://www.rba.gov.au/publications/rdp/2017/2017-01/estimation-results.html
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach
27 Feb 2017
RDP
PDF
1444KB
meeting – observed that financial market participants might find the publication of quantitative uncertainty. ... In late. 2007 and in 2008, for example, they cited unusual financial market stress as creating more uncertainty than normal.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf
FINANCIAL INNOVATIONS AND MONETARY POLICY1 A PRELIMINARY SURVEY* Carolyn ...
23 Feb 2017
RDP
PDF
542KB
system, the public might hold fewer financial assets for a given level of. ... financial variables in formulating monetary policy. Neither financial innovation nor analysis of its.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8301.pdf
The Slowdown in US Productivity Growth: Breaks and Beliefs
26 Oct 2016
RDP
PDF
1630KB
economic activity and financial stability simultaneously. This failure could occur in an environment. ... growth rate of TFP and z,t represent disturbances to the growth rate of TFP.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-08.pdf
The Slowdown in US Productivity Growth: Breaks and Beliefs
1 Oct 2016
RDP
2016-08
controls the persistence of disturbances to the growth rate of TFP and ε. ... z,t. represent disturbances to the growth rate of TFP. These disturbances follow an independently and identically distributed process with zero mean and constant variance.
https://www.rba.gov.au/publications/rdp/2016/2016-08/full.html
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