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RBA Glossary definition for MARTIN

MARTIN – the RBA's macro econometric model

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Non-technical summary for ‘MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model’

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
To fill this gap in the RBA's modelling repertoire, we add a simplified banking sector to the RBA's macroeconometric model (MARTIN). ... And so it goes on compounding. Having a banking sector in MARTIN allows us to explore important policy questions.
https://www.rba.gov.au/publications/rdp/2022/2022-01/non-technical-summary.html

References

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
RDP 2022-01: MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model References. ... Ballantyne A, T Cusbert, R Evans, R Guttmann, J Hambur, A Hamilton, E Kendall, R McCririck, G Nodari and D Rees (2019), ‘MARTIN Has Its
https://www.rba.gov.au/publications/rdp/2022/2022-01/references.html

Online Appendix

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
RDP 2022-01: MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model Online Appendix. ... p. H. Equation (A2) produces a variable that slowly converges to MARTIN's log housing price cointegrating relationship. (.
https://www.rba.gov.au/publications/rdp/2022/2022-01/online-appendix.html

How Might COVID-19 Have Affected the Banking Sector and What Feedback Would This Have Had on the Real Economy?

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
We then compare how the endogenous variables evolve in BA-MARTIN with how they evolved in MARTIN. ... Figure 9: Forecast Scenario Outcomes. May 2020 SMP with additional BA-MARTIN outcomes.
https://www.rba.gov.au/publications/rdp/2022/2022-01/how-might-covid-19-have-affected-the-banking-sector-and-what-feedback-would-this-have-had-on-the-real-economy.html

How Does the Pass-through of Monetary Policy Change with the State of the Economy?

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
These policies can be accounted for in BA-MARTIN by exogenously lowering debt funding costs. ... funding. MARTIN assumes all loans are variable-rate loans, so this pass-through immediately affects all outstanding loans.
https://www.rba.gov.au/publications/rdp/2022/2022-01/how-does-the-pass-through-of-monetary-policy-change-with-the-state-of-the-economy.html