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RBA Glossary definition for RTS

RTS – Regulatory Technical Standard

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9 Jun 2023
A glossary of terms used on the RBA website

The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia

19 Nov 2012 RDP PDF 664KB
Table 3. rtl - Rt n 13(Rt-rt) etl. Parameter Estimates PEH Stability. ... Table 4. rtl - rt a (Rt-rt) etl. Parameter Estimates PEH Stability.

Assessing Some Models of the Impact of Financial Stress upon Business Cycles

19 Dec 2011 RDP PDF 264KB
6.2 Recessions and Financial Crises. We can investigate the dependence of recessions upon the external financepremium by taking advantage of the binary nature of the recession indicator Rt(Rt = 1 ... The latter equals. E{1(yt1 < 0,2yt2 < 0)|Rt = 0,Rt1 = 0

Reserves of Natural Resources in a Small Open Economy

2 Feb 2015 RDP PDF 862KB
The second constraint is the law of motion for reserves:. Rt1 = Rt ωt1DtλXt. ... V(Kt1,Rt1. )dΦ(ξt1 | ξt. )}. R̃t 1. 0 Rt (i)di. (1).

The Impact of Superannuation on Household Saving

3 Mar 2004 RDP PDF 151KB
THE IMPACT OF SUPERANNUATION ONHOUSEHOLD SAVING. Ellis Connolly and Marion Kohler. Research Discussion Paper2004-01. March 2004. Economic Research DepartmentReserve Bank of Australia. The views expressed in this paper are those of the authors and do

Appendix A: Estimating a Financial Conditions Index for Australia

1 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
This involves running the Kalman filter and RTS smoother recursions and getting a new estimate of the common factors denoted by. ... t. acts a selector matrix and ensures only the available data are used in the Kalman filter and RTS smoother recursions.
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Monetary Policy Instruments: A Theoretical Analysis

19 Nov 2012 RDP PDF 571KB
Rt is the nominal interest rate. All variables are measured as deviations from steady state values. ... 1 Rt = ( Pt - Pt ),. where the target value is constant and normalised to zero.

Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change

2 Feb 2015 RDP PDF 586KB
4. where πt is inflation, xt is the log of output (or real marginal cost) and rt is thenominal interest rate. ... πt = απt1 γEtπt1 δxt ε1t (A1)xt = ρ1xt1 d(rt1πt1) ε2t (A2)rt = λ1rt1 λ2xt λ3πt ε3t (A3).

Direct Effects of Money on Aggregate Demand: Another Look at the Evidence

26 Aug 2010 RDP PDF 179KB
If Yt is the vector of jump variables, (yt ,Λt ,rt ,nt ,xt ,µt). ′, ... Xt is the vectorof state variables, (at ,kt ,zt ,ct ,Rt ,πt ,πt1,mt). ′,

How Should Monetary Policy Respond to Asset-price Bubbles?

2 Dec 2009 RDP PDF 191KB
The path of interest rates, rt , t 0, is the optimalpath chosen by the sceptical policy-maker.9. ... rt , set by the twopolicy-makers; the middle and bottom panels show the outcomes for the outputgap, yt , and the inflation rate, πt.