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110 of 23 search results for FRB/US

RBA Glossary definition for FRB/US

FRB/US – Model of the US Economy used by the Board of Governors of the Federal Reserve System

RBA Glossary definition for US$

US$ – US dollar

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RBAFOI-232428 - Documents for Release

16 Jan 2024 PDF 2781KB
3 historical documents requested in full
https://www.rba.gov.au/information/foi/disclosure-log/pdf/232428.pdf

Statement on Monetary Policy

12 Feb 2023 SMP - February 2023 PDF 7754KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/statement-on-monetary-policy-2023-02.pdf

Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy

9 Feb 2023 SMP - February 2023 PDF 311KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/box-a-mortgage-interest-payments-in-advanced-economies.pdf

Central Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf

MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model

12 Jan 2022 RDP PDF 1774KB
Having a banking sector in MARTIN allows us to explore important policy questions. ... 2. crises in Australia prevents us from using time series data to estimate the necessary relationships.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf

Robust Design Principles for Monetary Policy Committees

10 Feb 2020 Conferences PDF 1517KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-archer-levin.pdf

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
mechanism. Most equations are modelled in an error correction framework, which allows us to. ... models that are similar to MARTIN. Leading examples include the Federal Reserve’s FRB/US model,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

A Model of the Australian Housing Market

5 Mar 2019 RDP PDF 1639KB
variables are weakly exogenous. Given that the future does not determine the past, that strikes us. ... hand side. As noted earlier, we do not prove this, but it strikes us as a natural interpretation.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf

Meet Martin The Rbas New Macroeconomic Model

17 Sep 2018 Bulletin - March 2018 PDF 366KB
https://www.rba.gov.au/publications/bulletin/2018/mar/pdf/meet-martin-the-rbas-new-macroeconomic-model.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

18 May 2017 RDP PDF 2157KB
2 The recursive inflation equation includes contemporaneous observations of US real GDP, commodity prices and real. ... Bernanke, Boivin and Eliasz (2005) show that a FAVAR removes the price puzzle from US data.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf