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RBA Glossary definition for FX

FX – Foreign exchange

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Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles

1 Dec 2009 RDP PDF 148KB
x. When ε fx = 0, Australia’s exports are. insensitive to the business cycle in that country. ... For ε fx > 0 , Australia’s exports. and that country’s business cycle will be positively correlated.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9607.pdf

Value-at-risk

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
Table 2: Portfolio Value as at 5 June 1996. Spot FX rate. ... Table 3 shows the change in the portfolio given a 1 per cent move in each of the spot FX rates.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html

A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018

12 Apr 2018 Conferences
Luke Hartigan and James Morley
RBA Annual Conference – 2018 A Factor Model Analysis of the Effects of Inflation Targeting on the Australian EconomyLuke Hartigan and James Morley. 1.6. MB. A quick look at the data in Figure 1 makes it clear that the introduction of inflation
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html

Appendix 1: Summary of Deregulation in Banking and in Deposit and Loan Markets

1 Sep 1995 RDP 9506
Gordon de Brouwer
November 1980. prescribed interest rate band widened; interest rates on bank debentures, NCDs, FX deposits and interbank call loans liberalised.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-1.html

Combining Multivariate Density Forecasts Using Predictive Criteria

14 May 2008 RDP PDF 352KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2008. -02. RESEARCHDISCUSSIONPAPER. Combining Multivariate Density Forecasts Using Predictive Criteria. Hugo Gerard andKristoffer Nimark. RDP 2008-02. COMBINING
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-02.pdf

Setting Monetary Policy in East Asia: Goals, Developments and Institutions

26 Nov 2006 Conferences PDF 297KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/mccauley.pdf

References

31 Dec 2014 RDP 2014-09
David Genesove and James Hansen
The Review of Economic Studies. , 58(3), pp 529–546. Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,.
https://www.rba.gov.au/publications/rdp/2014/2014-09/references.html

Financial Innovation: What Have We Learnt? | Conference – 2008

14 Jul 2008 Conferences
Nigel Jenkinson, Adrian Penalver and Nicholas Vause
2005:H1–2007:H1. (a). 2007:H1–2007:H2. 2007:H2–2008:Q1. (b). OTC derivatives (notional principal outstanding). FX forwards and swaps. ... 8.1. 18.8. FX options. 11.0. 8.0. Interest rate swaps. 28.1. 13.7.
https://www.rba.gov.au/publications/confs/2008/jenkinson-penalver-vause.html

The Decline in Australian Output Volatality

1 Dec 2009 RDP PDF 151KB
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation ofDuration Dependence in the American Business Cycle’, Journal of PoliticalEconomy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-01.pdf

Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017

16 Mar 2017 Conferences
Adam Cagliarini and Fiona Price
RBA Annual Conference – 2017 Exploring the Link between the Macroeconomic and Financial Cycles Adam Cagliarini and Fiona Price. 1.40. MB. The global financial crisis prompted an increased focus on the role of financial factors in driving real
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html