Search: RDP

Sort by: Date Relevance
1–10 of 18 collapsed search results for 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.

Search Results

The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

11 Oct 2022 RDP 2022-04
Matthew Read
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
Matthew Read
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
Matthew Read
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
Matthew Read
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

Conclusion

11 Oct 2022 RDP 2022-04
Matthew Read
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
Matthew Read
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 B: Proofs of Propositions

11 Oct 2022 RDP 2022-04
Matthew Read
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

Framework

11 Oct 2022 RDP 2022-04
Matthew Read
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

Appendix D: Additional Empirical Results

11 Oct 2022 RDP 2022-04
Matthew Read
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 C: Description of Numerical Algorithms

11 Oct 2022 RDP 2022-04
Matthew Read
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