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RBA Glossary definition for MARTIN

MARTIN – the RBA's macro econometric model

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The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
This is a common measure of counterparty risk in interbank markets, used by, for example, Cocco, Gomes and Martins (2009) and Afonso et al (2011). ... The Australian repo market expansion is consistent with the resiliency documented in US and European
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
be drawn. Copeland, Martin and Walker (2014) analyse daily data on collateral held against repos.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

A Model of the Australian Housing Market

5 Mar 2019 RDP PDF 1639KB
Reserve Bank of Australia’s (RBA’s) new MARTIN model (Cusbert and Kendall 2018). ... MARTIN finds that interest rates have highly persistent effects on real GDP growth.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf

Cost-benefit Analysis of Leaning against the Wind

1 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Research Discussion Paper – RDP 2019-05 Cost-benefit Analysis of Leaning against the Wind. Trent Saunders and Peter Tulip. July 2019. 1.47. MB. 1. Introduction. ‘Leaning against the wind’ is the policy of setting interest rates higher than a
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
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References

25 Oct 2022 RDP 2022-05
Kim Nguyen
Ballantyne A, T Cusbert, R Evans, R Guttmann, J Hambur, A Hamilton, E Kendall, R McCririck, G Nodari and DM Rees (2020), ‘MARTIN Has Its Place: A Macroeconometric Model of the
https://www.rba.gov.au/publications/rdp/2022/2022-05/references.html
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The Real Effects of Debt Covenants: Evidence from Australia

24 Oct 2022 RDP PDF 1647KB
unchanged. To put this in context, the RBA’s macroeconometric model MARTIN predicts that.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf

References

30 Nov 2021 RDP 2021-11
Gianni La Cava
Jiang F, J Lee, X Martin and G Zhou (2019), ‘Manager Sentiment and Stock Returns’, Journal of Financial Economics, 132(1), pp 126–149.
https://www.rba.gov.au/publications/rdp/2021/2021-11/references.html
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Results with Tax Data on Actual Investment

19 Dec 2023 RDP 2023-09
Sources: ABS; Authors' calculations. The timing of the lags with which monetary policy affects investment is consistent with macro models of the Australian economy such as the RBA's MARTIN (Ballantyne ... However, the response of investment in our
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html

Non-technical summary for 'Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions'

30 Dec 2022 RDP PDF 535KB
RDP 2022-09 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-09/rdp-2022-09-non-technical-summary.pdf

How Risky is Australian Household Debt?

25 Aug 2020 RDP 2020-05
Jonathan Kearns, Mike Major and David Norman
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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