Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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References
31 Dec 2003
RDP
2003-01
Curtin RT (2000), ‘Psychology and macroeconomics: fifty years of the surveys of consumers’, University of Michigan, available at <http://www.sca.isr.umich.edu>.
https://www.rba.gov.au/publications/rdp/2003/2003-01/references.html
Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
PDF
479KB
The equivalent realyield is given by yrt,τ = log(P. rt,τ) where P. ... 25. In this case we have. yit,τ = ynt,τ y. rt,τ. =
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
Explaining Forward Discount Bias: Is it Anchoring?
30 Nov 2009
RDP
PDF
119KB
EXPLAINING FORWARD DISCOUNT BIAS:IS IT ANCHORING? David W. R. Gruen and Marianne C. Gizycki. Research Discussion Paper9307. June 1993. Economic Research Department. Reserve Bank of Australia. We are grateful to seminar participants at the Reserve
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9307.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
Let rt be the instantaneous short rate or cash rate and assume that. ... rt = ρ 1′ xt (1). where 1 = (1,1,1)′, xt = (x1,t ,x2,t ,x3,t)′, and.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
interest rate (rt) is given by. 0 1t tr ρ X (1). ... , ,r rt t n t t n t t nf E r tp .
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
PDF
1014KB
period t, rt is the yield on a short-term security, and Xt. ... Rt= Rt- Et e (1). where Rt is the long-term rate, e the exchange rate, a indicates a foreign variable and a dot over a variable.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf
The Role of International Shocks in Australia’s Business Cycle
2 Dec 2009
RDP
PDF
372KB
rt = ρrrt1 (1ρr)[φ1πt φ2yt ] εr,t (5). where εr,t represents a non-systematic deviation from the reaction function. ... where Yt = [yt ,rt ,πt ,qt ,st ,rt ,yt ,πt ,ψt ,zt ,Uq,t ] is a 11 1 vector containing the.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
MODELLING THE AUSTRALIAN EXCHANGE RATE, LONGBOND YIELD AND INFLATIONARY EXPECTATIONS. Alison Tarditi. Research Discussion Paper. 9608. November 1996. Economic Analysis Department. Reserve Bank of Australia. This is a revised version of a paper
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
Estimation and Solution of Models with Expectations and Structural Changes
28 Jan 2015
RDP
PDF
1110KB
6. xt = (rπ) (rt IEtπt1) IEtxt1 (1ω)(1ρa)at (21)πt = π β. ... IEtπt1π. )ψxt et (22). rt = rρr(rt1 r. )ρπ (πtπ)ρg (gtg)ρxxt εr,t (23).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-08.pdf
More Potent Monetary Policy? Insights from a Threshold Model
30 Jul 2007
RDP
PDF
201KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2007. -07. RESEARCHDISCUSSIONPAPER. More Potent Monetary Policy? Insights from a Threshold Model. Jarkko Jääskelä. RDP 2007-07. MORE POTENT MONETARY POLICY?
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-07.pdf