Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
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Discussion of Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence
29 Dec 2022
Conferences
PDF
432KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-fry-mckibbin-mckinnon-martin-discussion.pdf
Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence
29 Dec 2022
Conferences
PDF
495KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-fry-mckibbin-mckinnon-martin.pdf
Gazing at r*: A Hysteresis Perspective
29 Dec 2022
Conferences
PDF
1668KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-beaudry-kartashova-meh.pdf
Appendix A: Pass-through Lower Bound in BA-MARTIN
21 Dec 2022
RDP
2022-08
lending rate pass-through lower bound with the baseline BA-MARTIN calibration remains above zero in a low-for-long scenario. ... λ. parameter in BA-MARTIN) if lending rates remaining constant following the cash rate reduction was the optimal response:.
https://www.rba.gov.au/publications/rdp/2022/2022-08/appendix-a.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
With the new banking sector addition to MARTIN (Brassil et al 2022) – henceforth, BA-MARTIN – it. ... its existence. BA-MARTIN is more detailed than the highly stylised model of Brunnermeier and.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Non-technical summary for 'The Consequences of Low Interest Rates for the Australian Banking Sector'
16 Dec 2022
RDP
PDF
434KB
RDP 2022-08 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-08/rdp-2022-08-non-technical-summary.pdf
References
25 Oct 2022
RDP
2022-05
Ballantyne A, T Cusbert, R Evans, R Guttmann, J Hambur, A Hamilton, E Kendall, R McCririck, G Nodari and DM Rees (2020), ‘MARTIN Has Its Place: A Macroeconometric Model of the
https://www.rba.gov.au/publications/rdp/2022/2022-05/references.html
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The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
unchanged. To put this in context, the RBA’s macroeconometric model MARTIN predicts that.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
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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Research Workshop – 2022
31 May 2022
Research Workshop
The Reserve Bank of Australia 2022 research workshop, 'Quantitative Macroeconomics'
https://www.rba.gov.au/publications/workshops/research/2022/