Search: MARTIN

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RBA Glossary definition for MARTIN

MARTIN – the RBA's macro econometric model

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References

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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

Contagion Modelling and Feedback Loops

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Our model also lacks the macroeconometric sophistication of the MARTIN model used in Brassil et al, which limits our ability to formally model the size of the feedback loops that could ... We then use the relationship between GDP and the cash rate in the
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html