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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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
Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
PDF
193KB
In doing so, we place in a broader perspectivethe concerns of the ‘original sin’ literature. ... The way around ‘original sin’ is to insurethrough a different contingency, and we suggest several examples.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
Read me file for Monetary Policy, Equity Markets and the Information Effect
20 Apr 2021
RDP
PDF
567KB
RDP 2021-04 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-04/rdp-2021-04-read-me.pdf
Results
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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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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Monetary Policy, Equity Markets and the Information Effect
23 Mar 2021
RDP
2021-04
Instead, these files only contain transformed data (where the reconstruction of original raw data is impossible).
https://www.rba.gov.au/publications/rdp/2021/2021-04/read-me.html
The Apartment Shortage
5 Aug 2020
RDP
2020-04
The original developer would suffer a capital loss and be unable to proceed, at least for a while, but other developers would find the project viable. ... In net terms they tend to be offsetting. As can be seen in Table 2, our final estimates are quite
https://www.rba.gov.au/publications/rdp/2020/2020-04/full.html
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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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