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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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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Research Discussion Paper – RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04.html

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 Apr 2023 RDP 2023-04
Jonathan Hambur
https://www.rba.gov.au/publications/rdp/2023/2023-04/sections.html

Conclusion

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/conclusion.html

Appendix A: Affine Term Structure Model

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-a.html

Appendix B: Additional Results

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-b.html

Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? ... May 2023. This ‘read me’ file details the replication files for RDP 2023-04.
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html

References

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/references.html

Supplementary Information for RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its …

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Research Discussion Paper – RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/supplementary-information.html

Related Literature

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RDP 2023-04: Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04/related-literature.html

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 Apr 2023 RDP 2023-04
Jonathan Hambur
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html