Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
helpful feedback. I also thank Shayan Omidi for providing estimates from the MARTIN model. ... multi-sector and MARTIN models (Gibbs, Hambur and Nodari 2018; Ballantyne et al 2019).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
References
21 Jun 2023
RDP
2023-05
Baldo L, B Hallinger, C Helmus, N Herrala, D Martins, F Mohing, F Petroulakis, M Resinek, O Vergote, B Usciati and Y Wang (2017), ‘The Distribution of Excess Liquidity in the
https://www.rba.gov.au/publications/rdp/2023/2023-05/references.html
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Public Sector Growth and the Current Account in Australia: A Longer Run Perspective
1 Jul 1990
RDP
9002
The authors thank Barry Bosworth, Paul Brennan, John Edwards, Hans Genberg, David Gruen, Fred Gruen, Ross Milbourne, Martin Parkinson, Ed Shann, Rob Trevor, and especially Max Corden for helpful comments.
https://www.rba.gov.au/publications/rdp/1990/9002/
A Weekly Model of the Floating Australian Dollar
1 Aug 1986
RDP
8612
I am grateful to Rob Trevor and Martin Evans for helpful suggestions and discussions.
https://www.rba.gov.au/publications/rdp/1986/8612/
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Terhi Jokipii and Javier Rodriguez-Martin (Switzerland). Research Discussion Paper. R DP 2023- 05. ... Simona Malovana (Czech Republic); Stefano Ungaro (France); Henrike Michaelis (Germany); Cao Jin (Norway); Gajewski Krzysztof (Poland); Li Jieying
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
Examples include Jovanoski, Stoney and Downes (1997), Powell and Murphy (1997) or the Reserve Bank of Australia's (RBA's) new MARTIN model (Cusbert and Kendall 2018). ... AUS-M and MARTIN also show large effects through housing prices, though the
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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References
20 Sep 2022
RDP
2022-03
Ballantyne A, T Cusbert, R Evans, R Guttman, J Hambur, A Hamilton, E Kendall, R McCririck, G Nodari and D Rees (2019), ‘MARTIN Has Its Place: A Macroeconomic Model of the ... Brassil A, M Major and P Rickards (2022), ‘MARTIN Gets a Bank Account:
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
This is a common measure of. counterparty risk in interbank markets, used by, for example, Cocco, Gomes and Martins (2009) and. ... European repo markets against high-quality securities (Copeland, Martin and Walker 2014; Mancini.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Monthly Movements in the Australian Dollar and Real Short-Term Interest Differentials: An Application of the Kalman Filter
1 Nov 1991
RDP
9111
We are grateful to Martin Parkinson for his copy of the Kalman filter program and for suggestions on preliminary drafts of our paper.
https://www.rba.gov.au/publications/rdp/1991/9111/