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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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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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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Macroeconomic Consequences
9 Dec 2014
RDP
2014-01
These two later episodes were affected by a disruptive negative international shock (the oil price shock and the global financial crisis). ... The relationship between the terms of trade and the livestock investment series is not strong, probably
https://www.rba.gov.au/publications/rdp/2014/2014-01/macroeco-consequences.html
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The Main Questions
1 Dec 1988
RDP
8812
Whereas a fixed or quasi-fixed exchange rate makes it very difficult to insulate domestic financial conditions from those abroad, a flexible exchange rate allows disturbances to be taken on the ... rates. While greater integration of financial markets
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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The Market for Negotiable Certificates of Deposit in Australia: 1973–1980
1 Jan 1982
RDP
8202
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1982/8202.html
Introduction
1 Dec 1992
RDP
9212
To a large extent, these changes derive from the deregulation of financial markets. ... strong asset price inflation;. rapid growth in corporate borrowing from financial intermediaries; and.
https://www.rba.gov.au/publications/rdp/1992/9212/introduction.html
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The Model
1 May 1986
RDP
8602
t. is a Normally distributed white noise disturbance term. Under the null hypothesis of efficient financial markets, the parameters α and γ should be zero. ... Finally the definition of the “M1” monetary aggregate, which is announced each week in
https://www.rba.gov.au/publications/rdp/1986/8602/model.html
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Conclusions
31 Dec 2010
RDP
2010-06
However, support for the approach of responding only after damaging asset price declines are underway has diminished in light of the fall-out from the global financial crisis. ... to reducing their severity and hence the cost of any subsequent financial
https://www.rba.gov.au/publications/rdp/2010/2010-06/conclusions.html
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Empirical Application
31 Dec 2013
RDP
2013-06
One possibility is that this reflects the rapid series of interest rate cuts that occurred in Australia during the global financial crisis. ... For example, Dungey and Pagan (2000) find that foreign financial shocks are particularly important.
https://www.rba.gov.au/publications/rdp/2013/2013-06/empirical-application.html
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References
1 Dec 1993
RDP
9313
Masulis (1980), ‘Optimal Capital Structure Under Corporate and Personal Taxation’,. Journal of Financial Economics. , ... Journal of Financial Economics. , 13, 187–221. Newey, W.K. and K.D.
https://www.rba.gov.au/publications/rdp/1993/9313/references.html
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