Search: Seasonally adjusted
RBA Glossary definition for Seasonally adjusted
Seasonally adjusted – A seasonally adjusted series involves estimating and removing seasonal patterns from the original data.
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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
market prices adjusted in anticipation of the announcement, and our key results come from an event. ... offered yield relative to prevailing mid-market rates. It is possible that counterparties adjusted the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
PDF
1706KB
Figure 1: Unemployment Rate. Seasonally adjusted, monthly. Source: ABS. This paper attempts to overcome this lack of historical experience by examining the relationship.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures
2 Dec 2009
RDP
PDF
232KB
Accordingly, our measure appears in Table 4 to be a significant improvement over the seasonally adjusted measure. ... 4, changes in the median and seasonally adjusted median are volatile with relatively high RMSEs.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-04.pdf
Appendix 1: Data
1 Dec 1993
RDP
9314
Seasonally-adjusted using the SAS X-11Q seasonal adjustment procedure. Source: Unadjusted data from Reserve Bank of Australia. ... Seasonally-adjusted using the SAS X-11Q seasonal adjustment procedure. Definition: Non-currency component of money base.
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-1.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Reflecting this, we find that most of the yield effect of the bond purchase program occurred as market prices adjusted in anticipation of the announcement, and our key results come from ... Adjusted R. 2. 0.56. 0.56. 0.54. 0.50. 0.89. 0.89. 0.29. 0.28.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
occupier credit (analysed in Section 7.3), or whether the limit applied to raw or seasonally adjusted credit growth figures.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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Appendix D: Variable List
8 Oct 2019
RDP
2019-01
inc’ deflated using seasonally adjusted trimmed mean CPI (‘tcpi’). rinc_per_capita. Real household disposable income per adult (15+ years). ... 36. ABS Cat No 6,401.0. ‘rent_cpi’ deflated using seasonally adjusted trimmed mean CPI (‘tcpi’).
https://www.rba.gov.au/publications/rdp/2019/2019-01/appendix-d.html
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The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
Notes: (a) Adjusted for cross-currency hedging. (b) Covered bonds trade at yields on average about 5 basis points below senior unsecured (domestic) bonds since 2019, but this has varied over ... In addition, we use non-seasonally adjusted data so month-to
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
19 Nov 2012
RDP
PDF
1506KB
6 For models with seasonally adjusted data, two lags performed as well as four. ... Table A2: Tests for Unit Roots and Time Trends1 (not seasonally adjusted data).
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf
Read me
1 Jan 2020
RDP
2020-01
CPI – Trimmed Mean Excl Interest and Tax Changes: Index, seasonally adjusted, quarterly (ABS Cat No 6401.0 ‘Consumer Price Index, Australia’). ... Unemployment Rate: %, seasonally adjusted, monthly (ABS Cat No 6202.0 ‘Labour Force, Australia’).
https://www.rba.gov.au/publications/rdp/2020/2020-01/read-me.html
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