Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
Search Results
Tables in Is Our Current International Economic Environment Unusually Crisis Prone? | Conference – 1999
9 Aug 1999
Conferences
Klovland (1999), Llona (1990), Macedo (1999), Martin-Acena (1995), Nordvik (1995), Reis (1995), Thorp (1926), Triner (1999). ... Kindleberger (1989), Klovland (1999), Llona (1990), Macedo (1999), Martin-Acena (1995), Nordvik (1995), Reis (1995), Thorp
https://www.rba.gov.au/publications/confs/1999/bordo-eichengreen-tables.html
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
Examples include Jovanoski, Stoney and Downes (1997), Powell and Murphy (1997) or the Reserve Bank of Australia's (RBA's) new MARTIN model (Cusbert and Kendall 2018). ... AUS-M and MARTIN also show large effects through housing prices, though the
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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References
20 Sep 2022
RDP
2022-03
Ballantyne A, T Cusbert, R Evans, R Guttman, J Hambur, A Hamilton, E Kendall, R McCririck, G Nodari and D Rees (2019), ‘MARTIN Has Its Place: A Macroeconomic Model of the ... Brassil A, M Major and P Rickards (2022), ‘MARTIN Gets a Bank Account:
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
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Introduction | Conference – 1991
21 Jun 1991
Conferences
In October 1990, the Treasurer announced a Parliamentary Inquiry into the Banking Industry (the Martin Inquiry). ... Inevitably, there is some overlap between some of the conference papers and some of the deliberations of the Martin Inquiry, even though
https://www.rba.gov.au/publications/confs/1991/ian-macfarlane.html
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
This is a common measure of. counterparty risk in interbank markets, used by, for example, Cocco, Gomes and Martins (2009) and. ... European repo markets against high-quality securities (Copeland, Martin and Walker 2014; Mancini.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Expectations and the Neutrality of Interest Rates
27 Nov 2023
Conferences
PDF
477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf
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
Monthly Movements in the Australian Dollar and Real Short-Term Interest Differentials: An Application of the Kalman Filter
1 Nov 1991
RDP
9111
We are grateful to Martin Parkinson for his copy of the Kalman filter program and for suggestions on preliminary drafts of our paper.
https://www.rba.gov.au/publications/rdp/1991/9111/
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
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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