Search: RTS
RBA Glossary definition for RTS
RTS – Regulatory Technical Standard
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A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy
10 Feb 2020
Conferences
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1902KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-hartigan-morley.pdf
The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?
18 Apr 2007
RDP
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250KB
those countries. The individual elements of rt+, are given by:. US r t is similarly defined, without the exchange rate ratio.
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9103.pdf
The Role of International Shocks in Australia’s Business Cycle
2 Dec 2009
RDP
PDF
372KB
rt = ρrrt1 (1ρr)[φ1πt φ2yt ] εr,t (5). where εr,t represents a non-systematic deviation from the reaction function. ... where Yt = [yt ,rt ,πt ,qt ,st ,rt ,yt ,πt ,ψt ,zt ,Uq,t ] is a 11 1 vector containing the.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-08.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
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1672KB
interest rate (rt) is given by. 0 1t tr ρ X (1). ... , ,r rt t n t t n t t nf E r tp .
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
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1014KB
period t, rt is the yield on a short-term security, and Xt. ... Rt= Rt- Et e (1). where Rt is the long-term rate, e the exchange rate, a indicates a foreign variable and a dot over a variable.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf
Explaining Forward Discount Bias: Is it Anchoring?
30 Nov 2009
RDP
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119KB
EXPLAINING FORWARD DISCOUNT BIAS:IS IT ANCHORING? David W. R. Gruen and Marianne C. Gizycki. Research Discussion Paper9307. June 1993. Economic Research Department. Reserve Bank of Australia. We are grateful to seminar participants at the Reserve
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9307.pdf
Solving Linear Rational Expectations Models with Predictable Structural Change
3 Dec 2008
Research Workshop
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187KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/cagliarini.pdf
More Potent Monetary Policy? Insights from a Threshold Model
30 Jul 2007
RDP
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201KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2007. -07. RESEARCHDISCUSSIONPAPER. More Potent Monetary Policy? Insights from a Threshold Model. Jarkko Jääskelä. RDP 2007-07. MORE POTENT MONETARY POLICY?
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-07.pdf
Estimation and Solution of Models with Expectations and Structural Changes
28 Jan 2015
RDP
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1110KB
6. xt = (rπ) (rt IEtπt1) IEtxt1 (1ω)(1ρa)at (21)πt = π β. ... IEtπt1π. )ψxt et (22). rt = rρr(rt1 r. )ρπ (πtπ)ρg (gtg)ρxxt εr,t (23).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-08.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
Let rt be the instantaneous short rate or cash rate and assume that. ... rt = ρ 1′ xt (1). where 1 = (1,1,1)′, xt = (x1,t ,x2,t ,x3,t)′, and.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf