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RBA Glossary definition for HAC Rule

HAC Rule – Honour All Cards Rule

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Implementation Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical significance at the 10, 5 and 1 per cent levels, respectively. ... It was also consistent with the Reserve Bank retaining operational
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases

19 May 2022 RDP PDF 1938KB
Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf

An Empirical BVAR-DSGE Model of the Australian Economy

2 Feb 2015 RDP PDF 657KB
deviations from steadystate) of inflation and value-added output, vat , as well as growth in value-addedoutput.5 The rule is:. ... 8 We do not allow a role for the exchange rate in the Taylor rule, reflecting the findings of Lubikand Schorfheide (2007).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

18 May 2017 RDP PDF 2157KB
These coefficients are large, statistically significant and ‘incorrectly’ signed. The effect essentially occurs with a one-quarter lag, which rules out interpretations implying delayed or gradual responses. ... The resulting series should identify a
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

1 May 2017 RDP 2017-02
James Bishop and Peter Tulip
In Approach 4, we restrict our sample to begin in 1996:Q1, a period for which the coefficients on the policy rule were arguably more stable. ... The resulting series should identify a narrower set of monetary shocks, namely innovations to the policy rule
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html
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Policy Rules for Open Economies

1 Jul 1998 RDP 9806
Laurence Ball
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9806.html
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Term Structure Rules for Monetary Policy

1 Apr 2006 RDP 2006-02
Mariano Kulish
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2006/2006-02.html
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Introduction for RDP 7903: Monetary Rules: A Preliminary Analysis

1 Sep 1979 RDP 7903
P.D. Jonson and R.G. Trevor
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1979/7903.html
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Policy Rules

1 Aug 1986 RDP 8605
P.D. Jonson and R.W. Rankin
RDP 8605: On Some Recent Developments in Monetary Economics 5. Policy Rules. ... These relationships therefore cannot be a solid basis for the actual conduct of policy using rigid rules when economic relationships are changing, because of changes in the
https://www.rba.gov.au/publications/rdp/1986/8605/policy-rules.html
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Two Risk-Based Capital Rules

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
As with an LV rule, regulators would need to determine an acceptable value of FP. ... Comparing (8) and (14), the indifference curves are flatter than the LV rule boundary if. ;
https://www.rba.gov.au/publications/rdp/1992/9210/two-risk-based-capital-rules.html
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