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RBA Glossary definition for IRFs

IRFs – Impulse Response Functions

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Appendix B: Cross-country Evidence on Liquidity Buffers

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
Sources: Authors' calculations; Jordà, Schularick and Taylor (2017); OECD. To more clearly explore the effect of changes in interest rates on buffers, we estimate IRFs using the LP method of (Jordà
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-b.html

The Rise in Household Liquidity

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
Research Discussion Paper – RDP 2021-10 The Rise in Household Liquidity. Gianni La Cava and Lydia Wang. November 2021. 1.71. MB. 1. The Rise in Household Liquidity. Households need liquid assets, such as cash, to get through periods of financial
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html

The Rise in Household Liquidity and Falling Interest Rates

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
For this, we estimate a series of impulse response functions (IRFs) using the local projections (LP) method of Jordà (2005). ... To isolate the effect of interest rates on liquidity through the housing market we repeat the same exercise and estimate
https://www.rba.gov.au/publications/rdp/2021/2021-10/the-rise-in-household-liquidity-and-falling-interest-rates.html