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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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References

31 Dec 2001 RDP 2001-05
Glenn Otto, Graham Voss and Luke Willard
Cole HL and M Obstfeld (1991), ‘Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?’, Journal of Monetary Economics, 28(1), pp 3–24. ... Stockman A (1988), ‘Sectoral and National Aggregate Disturbances to
https://www.rba.gov.au/publications/rdp/2001/2001-05/references.html
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Superannuation and the Financial Sector

1 Dec 1991 RDP 9112
Malcolm Edey, Robin Foster and Ian Macfarlane
Graph 5: Shares of Total Assets of All Financial Institutions. Source: See Appendix. ... of the major sectors – the household as well as the corporate and financial sectors. –
https://www.rba.gov.au/publications/rdp/1991/9112/superannuation-and-the-financial-sector.html
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Measuring the Effects of Terms of Trade Shocks

31 Dec 2011 RDP 2011-05
Jarkko Jääskelä and Penelope Smith
and domestic. disturbances. There are three variables in the world block. ... As this shock also captures financial investment in commodities and precautionary demand, its impact on world output may be positive or negative.
https://www.rba.gov.au/publications/rdp/2011/2011-05/measuring-effects-terms-trade.html
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Interactions Between Flows

21 Dec 2009 RDP 2009-09
Chris Becker and Clare Noone
Indeed, intervention during the Asian financial crisis was squarely aimed at mitigating the sudden reversal of bank and money market flows. ... This is indicative of a relatively high degree of financial integration among industrialised economies, while
https://www.rba.gov.au/publications/rdp/2009/2009-09/interactions-between-flows.html
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A Small Open Economy DSGE Model

18 Dec 2008 RDP 2008-08
Philip Liu
is the foreign output gap; and z. t. represents technology disturbances that follow an AR(1) process. ... International Financial Statistics (IFS) database.
https://www.rba.gov.au/publications/rdp/2008/2008-08/sma-ope-eco-model.html
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Estimation Methodology

31 Dec 2011 RDP 2011-06
James Hansen
t. is total non-equity wealth (such as housing, consumer durables, and other forms of financial non-equity wealth), and H. ... where Ψ(L) is an infinite-order lag polynomial. In this model, transitory mispricing disturbances in ν.
https://www.rba.gov.au/publications/rdp/2011/2011-06/estimation-methodology.html
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Three Vector Autoregressive Models

1 Jan 1988 RDP 8802
Robert G. Trevor and Susan J. Thorp
We added several financial variables (money supply, a short-term interest rate, an exchange rate and stock market prices) which we thought might contain information relevant to future movements in the ... and slope (γ. t. ) component evolving over time.
https://www.rba.gov.au/publications/rdp/1988/8802/three-vector-autoregressive-models.html
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Facts and Figures | RDP 7701 abridged: A Preliminary Annual Database 1900/01 to 1973/74 Abridged Version

1 May 1977 RDP 7701
M.W. Butlin
All investment series appear to be strongly affected by cyclical disturbances, and major wars. ... For much of the period, given the pattern of Australian trade, and the structure of Australian financial institutions, the Australian/U.K.
https://www.rba.gov.au/publications/rdp/1977/7701a/facts-and-figures.html
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Price Level Determination in a Simple Model

1 Jul 1989 RDP 8905
Malcolm L. Edey
The equilibrium price level is thus equal to a discounted sum of expected future money supplies, plus a sum of current real and financial shocks. ... so that the price level is proportional to the money stock, and fluctuates randomly around the steady
https://www.rba.gov.au/publications/rdp/1989/8905/price-level-determination-in-a-simple-model.html
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A Comparison of Indicators of Financial System Stability

31 Dec 1999 RDP 1999-06
Chay Fisher and Christopher Kent
We refer to financial instability in terms of the ex ante probability of a financial system disturbance of sufficient size that it implies noticeable macroeconomic effects (Kent and Debelle 1999). ... They define financial stability as depending on the
https://www.rba.gov.au/publications/rdp/1999/1999-06/comparison-of-indicators-of-financial-system-stability.html
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