Search: AM

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RBA Glossary definition for AM

AM – Member of the Order of Australia

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The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Some preliminary work investigating the ‘reversal rate’ in Australia was conducted with Peter Rickards as part of previous research; I am very grateful for the head start this preliminary work gave ... I am grateful to Luci Ellis, Rachael Fitzpatrick,
https://www.rba.gov.au/publications/rdp/2022/2022-08/sections.html

References

21 Dec 2022 RDP 2022-08
Anthony Brassil
Schularick M and AM Taylor (2012), ‘Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008’, The American Economic Review, 102(2), pp 1029–1061.
https://www.rba.gov.au/publications/rdp/2022/2022-08/references.html

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
As far as I am aware, there is little empirical evidence of a reversal rate having been reached in any jurisdiction:. ... t. z. t. Given that I am exploring the existence of the reversal rate, I want to explore scenarios in which pass-through is as low
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html

Investigating the ‘Reversal Rate’ in Australia

21 Dec 2022 RDP 2022-08
Anthony Brassil
As far as I am aware, there is little empirical evidence of a reversal rate having been reached in any jurisdiction:. ... t. z. t. Given that I am exploring the existence of the reversal rate, I want to explore scenarios in which pass-through is as low
https://www.rba.gov.au/publications/rdp/2022/2022-08/investigating-the-reversal-rate-in-australia.html

The Literature through the Lens of Banks' Balance Sheets

21 Dec 2022 RDP 2022-08
Anthony Brassil
Because I am imposing a coefficient of one (rather than estimating the value) and the regression residuals are stationary, the spurious regression risk associated with potentially non-stationary variables is low.
https://www.rba.gov.au/publications/rdp/2022/2022-08/the-literature-through-the-lens-of-banks-balance-sheets.html