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RBA Glossary definition for MARTIN

MARTIN – the RBA's macro econometric model

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

26 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. ... MARTIN is an economy-wide model used to produce forecasts and conduct counterfactual scenario analysis.
https://www.rba.gov.au/publications/rdp/2019/2019-07.html

Appendix A: Estimation of Time-varying Constants in Error Correction Equations

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Download the Paper 1,572. KB. Several of the error correction equations in MARTIN feature time-varying constants. ... A leading example of where these types of developments occur is in MARTIN's trade block.
https://www.rba.gov.au/publications/rdp/2019/2019-07/appendix-a.html

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

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
MARTIN captures many features of the Australian economy and monetary policy transmission mechanism. ... However, differences between the equations in MARTIN and the single-equation models exist.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html

Conclusion

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
RDP 2019-07: MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy 6. ... Download the Paper 1,572. KB. MARTIN has many of the required features of a central bank's core macroeconomic model.
https://www.rba.gov.au/publications/rdp/2019/2019-07/conclusion.html

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

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. ... Many of our colleagues at the Reserve Bank of Australia helped us to build MARTIN.
https://www.rba.gov.au/publications/rdp/2019/2019-07/sections.html

Introduction

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
RDP 2019-07: MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy 1. ... MARTIN captures many features of the Australian economy and monetary policy transmission mechanism.
https://www.rba.gov.au/publications/rdp/2019/2019-07/introduction.html

What is MARTIN and What is it Used for?

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
RDP 2019-07: MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy 2. ... However, differences between the equations in MARTIN and the single-equation models exist.
https://www.rba.gov.au/publications/rdp/2019/2019-07/what-is-martin-and-what-is-it-used-for.html

Model Dynamics

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
The relevant price for determining import volumes in MARTIN is the import price deflator. ... Table 2: Model and Data Moments. MARTIN. Data (1998–2018). Mean. Standard deviation.
https://www.rba.gov.au/publications/rdp/2019/2019-07/model-dynamics.html

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

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. ... The MARTIN model object is called M_MARTIN and located within martin_public.wf1.
https://www.rba.gov.au/publications/rdp/2019/2019-07/read-me.html

References

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
RDP 2019-07: MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy References. ... Cusbert T and E Kendall (2018), ‘Meet MARTIN, the RBA's New Macroeconomic Model’, RBA Bulletin, March, viewed 17 July 2019.
https://www.rba.gov.au/publications/rdp/2019/2019-07/references.html