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41–50 of 338 search results for MARTIN

RBA Glossary definition for MARTIN

MARTIN – the RBA's macro econometric model

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A Model of the Australian Housing Market

1 Mar 2019 RDP 2019-01
Trent Saunders and Peter Tulip
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
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
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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
Ian Macfarlane
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

Monthly Movements in the Australian Dollar and Real Short-Term Interest Differentials: An Application of the Kalman Filter

1 Nov 1991 RDP 9111
Alison Tarditi and Gordon Menzies
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
Nicholas Garvin, David W Hughes and José-Luis Peydró
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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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