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18 of 8 collapsed search results for CPS

RBA Glossary definition for CPS

CPS – Consumer Payments Survey

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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

1 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Adjacency matrices provide a convenient way to represent a core/periphery (henceforth, CP) structure. ... Specifically, the correlation estimator finds the CP split that maximises the following function:.
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html

Existing Core/Periphery Estimators

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
they would all identify the ideal CP structure as being the CP structure of the network). ... Specifically, the correlation estimator finds the CP split that maximises the following function:.
https://www.rba.gov.au/publications/rdp/2018/2018-01/existing-core-periphery-estimators.html

Appendix C: The Two-step Cucuringu et al (2016) Estimator

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
For any given ranking, determining the CP split requires evaluating at most N 1 possible splits (i.e. ... However, if the global optimum is not one of the CP splits over which the second step searches, the Cucuringu et al (2016) estimator cannot find the
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-c.html

Appendix A: The Maximum Likelihood Estimator

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Therefore, if we ignore the components of Equation (A1) that correspond to the off-diagonal blocks, the true CP split of an ideal CP network produces the largest possible value of
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-a.html

The Network Structure of the IBOC Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Adjacency matrices provide a convenient way to represent a core/periphery (henceforth, CP) structure. ... The CP model can be adjusted to consider each node as having some amount of ‘coreness’.
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-network-structure-of-the-iboc-market.html

Numerical Analysis of Core/Periphery Estimators

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
details the process for constructing simulation draws. With 40 banks, the number of potential CP splits is 2. ... error function value), it randomly chooses the estimated CP split from among these options.
https://www.rba.gov.au/publications/rdp/2018/2018-01/numerical-analysis-of-core-periphery-estimators.html

The Density-based Estimator

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Therefore, the DB estimator is the CP split that minimises the following error function:.
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-density-based-estimator.html

The Core/Periphery Structure of the IBOC Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Since the ideal CP structure only requires the off-diagonal blocks to be row and column regular, changes in the densities of these blocks (beyond some minimum density) have no effect ... In 2008:Q3, our optimisation algorithm for the DB estimator found
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-core-periphery-structure-of-the-iboc-market.html