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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Identification and Inference under Narrative Restrictions
26 Oct 2023
RDP
2023-07
Research Discussion Paper – RDP 2023-07 Identification and Inference under Narrative Restrictions. Raffaella Giacomini. , Toru Kitagawa. and Matthew Read. October 2023. 1.10. MB. 1. Introduction. Understanding the dynamic causal effects of
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html
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Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment
30 Nov 2021
RDP
2021-11
broad-based weakness in business investment observed since the global financial crisis (GFC). ... The end-of-year financial report is typically released a couple of months after the relevant financial year.
https://www.rba.gov.au/publications/rdp/2021/2021-11/full.html
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The Cash Rate Response to Credit Market Conditions
28 Jan 2020
RDP
2020-01
3.2 Is the Response to Credit Market Conditions Anticipated by Financial Markets? ... and credit market conditions, unless financial market participants are already aware of this systematic response.
https://www.rba.gov.au/publications/rdp/2020/2020-01/the-cash-rate-response-to-credit-market-conditions.html
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The Institutional Design Framework for Monetary Policy
9 Dec 2019
RDP
2019-11
However, the combination of grave internal disturbances and foreign occupation meant that China's thriving financial system of the 1920s. – ... with Shanghai a financial centre of global repute – ground to a halt through the 1930s and 1940s.
https://www.rba.gov.au/publications/rdp/2019/2019-11/the-institutional-design-framework-for-monetary-policy.html
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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
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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
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
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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
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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
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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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