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RBA Glossary definition for HAC Rule

HAC Rule – Honour All Cards Rule

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Implementation Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical significance at the 10, 5 and 1 per cent levels, respectively. ... It was also consistent with the Reserve Bank retaining operational
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html
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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
Notes: Heteroskedasticity and autocorrelation corrected (HAC) standard errors in parentheses; , and denote statistical.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf

An Empirical BVAR-DSGE Model of the Australian Economy

2 Feb 2015 RDP PDF 657KB
deviations from steadystate) of inflation and value-added output, vat , as well as growth in value-addedoutput.5 The rule is:. ... 8 We do not allow a role for the exchange rate in the Taylor rule, reflecting the findings of Lubikand Schorfheide (2007).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

18 May 2017 RDP PDF 2157KB
These coefficients are large, statistically significant and ‘incorrectly’ signed. The effect essentially occurs with a one-quarter lag, which rules out interpretations implying delayed or gradual responses. ... The resulting series should identify a
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

1 May 2017 RDP 2017-02
James Bishop and Peter Tulip
In Approach 4, we restrict our sample to begin in 1996:Q1, a period for which the coefficients on the policy rule were arguably more stable. ... The resulting series should identify a narrower set of monetary shocks, namely innovations to the policy rule
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html
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Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model

20 Nov 2009 Research Workshop PDF 727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf

Central Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf

Discussion on Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997

21 Jul 1997 Conferences
All the rules are constrained to be backward-looking, by which I mean they do not include any expected future values of the variables in the rule. ... an explicit open-economy dimension in the monetary rule; and the potential for forward-looking rules to
https://www.rba.gov.au/publications/confs/1997/macklem.html

Policy Rules for Open Economies

1 Jul 1998 RDP 9806
Laurence Ball
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9806.html
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Term Structure Rules for Monetary Policy

1 Apr 2006 RDP 2006-02
Mariano Kulish
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2006/2006-02.html
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