Search: original
RBA Glossary definition for original
original – An original time series shows the actual movements in the data over time, not seasonally adjusted.
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27 Feb 2018
RDP
2018-02
Footnotes. Although the pricing factors used in the final model are generated by the Kalman filter, and therefore, in principal, can differ substantially from the original factors (including in that we ... no longer enforce orthogonality), in practice
https://www.rba.gov.au/publications/rdp/2018/2018-02/results.html
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The Well-meaning Economist
1 Sep 2019
RDP
2019-08
Mapping this arithmetic mean back onto the original space produces the quasilinear mean of Y.
https://www.rba.gov.au/publications/rdp/2019/2019-08/full.html
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Econometric Perspectives on Economic Measurement
19 Jul 2018
RDP
PDF
1725KB
In A3’ the switch to uncorrelated errors is for realism. In Diewert’s original formulation the errors. ... related contributions. Theil (1967) provides a derivation of the Törnqvist index using an original set-up.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-08.pdf
The Algorithm
15 Dec 2016
RDP
2016-11
For example, Furfine's original work allowed for an implied interest rate 50 basis points above the highest rate that was reported on each day, and 50 basis points below the
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
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Seasonal Adjustment of Chinese Economic Statistics
15 Nov 2015
RDP
PDF
1209KB
Thepurpose of seasonal adjustment is to filter, or ‘look through’, the volatility resultingfrom the effects of seasonality in original data. ... 2011200820052002. Sources: Authors’ calculations; CEIC Data. A general alternative to seasonal
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-13.pdf
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
In the event, the Reserve Bank announced that it would purchase an additional $100 billion of bonds once the original $100 billion of bond purchases was completed in mid-April 2021.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
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Start Spreading the News: News Sentiment and Economic Activity in Australia
21 Dec 2020
RDP
PDF
1524KB
Figure 15 suggests. that the NSI constructed using this approach is virtually the same as the original one.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf
The Response of the Current Account to Terms of Trade Shocks: A Panel-data Study
1 Dec 2009
RDP
PDF
163KB
by demeaning the firstdifference of the original series; TOT s is the shock or innovation (see below) tothe annual growth rate of the terms of trade; and GDPs is the shock ... Exact details of the original series and their sources areprovided in Appendix
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9705.pdf