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RBA Glossary definition for RDP
RDP – Research Discussion Paper. One of a series which makes the results of current economic research within the Reserve Bank of Australia (RBA) available to the public. Papers present preliminary results of research to encourage discussion and comment. The contents represent views of the authors and not necessarily those of the RBA.
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
Research Discussion Paper – RDP 2022-04 The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions.
https://www.rba.gov.au/publications/rdp/2022/2022-04.html
Appendix A: Derivations for Bivariate SVAR
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix A: Derivations for Bivariate SVAR.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-a.html
Read me file
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Read me file. ... Data used to plot the figures can be found in ‘rdp-2022-04- graph-data.xlsx’.
https://www.rba.gov.au/publications/rdp/2022/2022-04/read-me.html
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
Research Discussion Paper – RDP 2022-04 The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions.
https://www.rba.gov.au/publications/rdp/2022/2022-04/sections.html
Appendix D: Additional Empirical Results
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix D: Additional Empirical Results.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-d.html
Appendix B: Proofs of Propositions
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix B: Proofs of Propositions.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-b.html
Conclusion
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions 7.
https://www.rba.gov.au/publications/rdp/2022/2022-04/conclusion.html
References
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions References.
https://www.rba.gov.au/publications/rdp/2022/2022-04/references.html
Appendix C: Description of Numerical Algorithms
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions Appendix C: Description of Numerical Algorithms.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-c.html
Framework
11 Oct 2022
RDP
2022-04
RDP 2022-04: The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions 2.
https://www.rba.gov.au/publications/rdp/2022/2022-04/framework.html