Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
Search Results
A Weekly Model of the Floating Australian Dollar
1 Aug 1986
RDP
8612
I am grateful to Rob Trevor and Martin Evans for helpful suggestions and discussions.
https://www.rba.gov.au/publications/rdp/1986/8612/
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
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
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
See 2 more results from "RDP 2022-03"
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
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
See 4 more results from "RDP 2021-01"
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
Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
Research Discussion Paper – RDP 2019-05 Cost-benefit Analysis of Leaning against the Wind. Trent Saunders and Peter Tulip. July 2019. 1.47. MB. 1. Introduction. ‘Leaning against the wind’ is the policy of setting interest rates higher than a
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
See 2 more results from "RDP 2019-05"
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