Search: RDP
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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Modelling the Australian Dollar
31 Dec 2015
RDP
2015-12
Research Discussion Paper – RDP 2015-12 Modelling the Australian Dollar. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/
Modelling the Australian Dollar
8 Oct 2015
RDP
2015-12
Research Discussion Paper – RDP 2015-12 Modelling the Australian Dollar Abstract.
https://www.rba.gov.au/publications/rdp/2015/2015-12.html
Introduction
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 1. Introduction. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/introduction.html
Incorporating Unconventional Monetary Policy
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 6. Incorporating Unconventional Monetary Policy.
https://www.rba.gov.au/publications/rdp/2015/2015-12/incorporating-unconventional-monetary-policy.html
Conclusion
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 7. Conclusion. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/conclusion.html
Appendix B: Markov-switching Model Output
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar Appendix B: Markov-switching Model Output.
https://www.rba.gov.au/publications/rdp/2015/2015-12/appendix-b.html
Appendix A: Out-of-sample Forecasting
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar Appendix A: Out-of-sample Forecasting. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/appendix-a.html
A Markov-switching Model
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 4. A Markov-switching Model. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/a-markov-switching-model.html
The Baseline ECM
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar 3. The Baseline ECM. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html
References
31 Dec 2015
RDP
2015-12
RDP 2015-12: Modelling the Australian Dollar References. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright.
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html