Content
2006
- rdp2006-04 Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures
by Nalini Prasad & Anthony Richards - rdp2006-03 Australian House Prices: A Comparison of Hedonic and Repeat-sales Measures
by James Hansen - rdp2006-02 Term Structure Rules for Monetary Policy
by Mariano Kulish - rdp2006-01 Modelling Manufactured Exports: Evidence from Australian States
by David Norman
2005
- rdp2005-12 Financial Constraints, the User Cost of Capital and Corporate Investment in Australia
by Gianni La Cava - rdp2005-11 A Small Model of the Australian Macroeconomy: An Update
by Andrew Stone & Troy Wheatley & Louise Wilkinson - rdp2005-10 Housing and the Household Wealth Portfolio: The Role of Location
by Marion Kohler & Kylie Smith - rdp2005-09 The US Current Account Deficit: A Re-examination of the Role of Private Saving
by Charles Engel - rdp2005-08 Declining Output Volatility: What Role for Structural Change?
by Christopher Kent & Kylie Smith & James Holloway - rdp2005-07 The Australian Business Cycle: A Coincident Indicator Approach
by Christian Gillitzer & Jonathan Kearns & Anthony Richards - rdp2005-06 Credit and Monetary Policy: An Australian SVAR
by Leon Berkelmans - rdp2005-05 Underlying Inflation: Concepts, Measurement and Performance
by Ivan Roberts - rdp2005-04 Monetary Policy, Asset-price Bubbles and the Zero Lower Bound
by Tim Robinson & Andrew Stone - rdp2005-03 Property Owners in Australia: A Snapshot
by Marion Kohler & Anthony Rossiter - rdp2005-02 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
by Jonathan Kearns & Phil Manners - rdp2005-01 Long-term Patterns in Australia’s Terms of Trade
by Christian Gillitzer & Jonathan Kearns
2004
- rdp2004-11 Trade Openness: An Australian Perspective
by Simon Guttmann & Anthony Richards - rdp2004-10 News and Interest Rate Expectations: A Study of Six Central Banks
by Ellis Connolly & Marion Kohler - rdp2004-09 Co-movement of Australian State Business Cycles
by David Norman & Thomas Walker - rdp2004-08 Housing Construction Cycles and Interest Rates
by Laura Berger-Thomson & Luci Ellis - rdp2004-07 The Profitability of Speculators in Currency Futures Markets
by Jonathan Kearns & Phil Manners - rdp2004-06 Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float
by Chris Becker & Michael Sinclair - rdp2004-05 Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
by Anthony Richards - rdp2004-04 Inflation Convergence Across Countries
by Markus Hyvonen - rdp2004-03 Fear of Sudden Stops: Lessons from Australia and Chile
by Ricardo J Caballero & Kevin Cowan & Jonathan Kearns - rdp2004-02 The Impact of Rating Changes in Australian Financial Markets
by Adam Creighton & Luke Gower & Anthony Richards - rdp2004-01 The Impact of Superannuation on Household Saving
by Ellis Connolly & Marion Kohler
2003
- rdp2003-12 The Real-time Forecasting Performance of Phillips Curves
by Tim Robinson & Andrew Stone & Marileze van Zyl - rdp2003-11 How Should Monetary Policy Respond to Asset-price Bubbles?
by David Gruen & Michael Plumb & Andrew Stone - rdp2003-10 Productivity and Inflation
by Tim Bulman & John Simon - rdp2003-09 Housing Leverage in Australia
by Luci Ellis & Jeremy Lawson & Laura Roberts-Thomson - rdp2003-08 A Tale of Two Surveys: Household Debt and Financial Constraints in Australia
by Gianni La Cava & John Simon - rdp2003-07 Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia
by Nikola Dvornak & Marion Kohler - rdp2003-06 The Characteristics and Trading Behaviour of Dual-listed Companies
by Jaideep Bedi & Anthony Richards & Paul Tennant - rdp2003-05 What Do Financial Market Data Tell Us about Monetary Policy Transparency?
by Jonathan Coppel & Ellis Connolly - rdp2003-04 Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
by Jonathan Kearns & Roberto Rigobon - rdp2003-03 Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach
by Nikola Dvornak & Marion Kohler & Gordon Menzies - rdp2003-02 Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
by Mark Gugiatti & Anthony Richards - rdp2003-01 Business Surveys and Economic Activity
by Chris Aylmer & Troy Gill
2002
- rdp2002-08 Currency Crises and Macroeconomic Performance
by Luke Gower & Alan Krause - rdp2002-07 An Exploration of Marginal Attachment to the Australian Labour Market
by Matthew Gray & Alexandra Heath & Boyd Hunter - rdp2002-06 Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?
by David Gruen & Tim Robinson & Andrew Stone - rdp2002-05 Real-time National Accounts Data
by Andrew Stone & Sharon Wardrop - rdp2002-04 Labour Market Adjustment in Regional Australia
by Jeremy Lawson & Jacqueline Dwyer - rdp2002-03 International Financial Liberalisation and Economic Growth
by Ben McLean & Sona Shrestha - rdp2002-02 Australian Use of Information Technology and its Contribution to Growth
by John Simon & Sharon Wardrop - rdp2002-01 Inflation Targeting and the Inflation Process: Some Lessons from an Open Economy
by Guy Debelle & Jenny Wilkinson
2001
- rdp2001-10 A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
by Susan Hornby & Ivan Roberts - rdp2001-09 What do Sentiment Surveys Measure?
by Ivan Roberts & John Simon - rdp2001-08 City Sizes, Housing Costs, and Wealth
by Luci Ellis & Dan Andrews - rdp2001-07 A History of Last-resort Lending and Other Support for Troubled Financial Institutions in Australia
by Bryan Fitz-Gibbon & Marianne Gizycki - rdp2001-06 The Effect of Macroeconomic Conditions on Banks’ Risk and Profitability
by Marianne Gizycki - rdp2001-05 Understanding OECD Output Correlations
by Glenn Otto & Graham Voss & Luke Willard - rdp2001-04 Measuring the Real Exchange Rate: Pitfalls and Practicalities
by Luci Ellis - rdp2001-03 The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
by Luci Ellis & Eleanor Lewis - rdp2001-02 Changes in the Determinants of Inflation in Australia
by Jacqueline Dwyer & Kenneth Leong - rdp2001-01 The Decline in Australian Output Volatility
by John Simon
2000
- rdp2000-10 Monetary Policy-making in the Presence of Knightian Uncertainty
by Adam Cagliarini & Alexandra Heath - rdp2000-09 Consumption and Wealth
by Alvin Tan & Graham Voss - rdp2000-08 Nominal Wage Rigidity in Australia
by Jacqueline Dwyer & Kenneth Leong - rdp2000-07 The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?
by Guy Debelle & Adam Cagliarini - rdp2000-06 Inflation Targeting and Exchange Rate Fluctuations in Australia
by Chris Ryan & Christopher Thompson - rdp2000-05 A Small Model of the Australian Macroeconomy
by Meredith Beechey & Nargis Bharucha & Adam Cagliarini & David Gruen & Christopher Thompson - rdp2000-04 Keynes and Australia
by Donald J Markwell - rdp2000-03 Some Structural Causes of Japan’s Banking Problems
by Luke Gower - rdp2000-02 Forecasting Australian Economic Activity Using Leading Indicators
by Andrea Brischetto & Graham Voss - rdp2000-01 The Efficient Market Hypothesis: A Survey
by Meredith Beechey & David Gruen & James Vickery
1999
- rdp1999-12 Unemployment and Skills in Australia
by James Vickery - rdp1999-11 A Structural Vector Autoregression Model of Monetary Policy in Australia
by Andrea Brischetto & Graham Voss - rdp1999-10 The Implications of Uncertainty for Monetary Policy
by Geoffrey Shuetrim & Christopher Thompson - rdp1999-09 Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility
by Marianne Gizycki & Brenton Goldsworthy - rdp1999-08 Inflation Targeting and Output Stabilisation
by Guy Debelle - rdp1999-07 Job-search Methods, Neighbourhood Effects and the Youth Labour Market
by Alexandra Heath - rdp1999-06 Two Depressions, One Banking Collapse
by Chay Fisher & Christopher Kent - rdp1999-05 Trends in the Australian Banking System: Implications for Financial System Stability and Monetary Policy
by Christopher Kent & Guy Debelle - rdp1999-04 Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix
by James Engel & Marianne Gizycki - rdp1999-03 Householders’ Inflation Expectations
by Andrea Brischetto & Gordon de Brouwer - rdp1999-02 Reservation Wages and the Duration of Unemployment
by Alexandra Heath & Troy Swann - rdp1999-01 The Phillips Curve in Australia
by David Gruen & Adrian Pagan & Christopher Thompson
1998
- rdp9812 An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?
by Jeffrey C. Fuhrer - rdp9811 Effective Real Exchange Rates and Irrelevant Nominal Exchange-rate Regimes
by Christopher Kent & Rafic Naja - rdp9810 The Distribution and Measurement of Inflation
by Jonathan Kearns - rdp9809 Estimating Output Gaps
by Gordon de Brouwer - rdp9808 What Moves Yields in Australia?
by Frank Campbell & Eleanor Lewis - rdp9807 Inflation Targeting in a Small Open Economy
by Nargis Bharucha & Christopher Kent - rdp9806 Policy Rules for Open Economies
by Laurence Ball - rdp9805 The Origin of the Asian Financial Turmoil
by Morris Goldstein & John Hawkins - rdp9804 Stylised Facts of the Australian Labour Market
by Guy Debelle & Troy Swann - rdp9803 Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
by Gordon de Brouwer & Luci Ellis - rdp9802 Systematic Risk Characteristics of Corporate Equity
by Geoffrey Shuetrim - rdp9801 Labour Market Adjustment: Evidence on Interstate Labour Mobility
by Guy Debelle & James Vickery
1997
- rdp9709 Asset-price Bubbles and Monetary Policy
by Christopher Kent & Philip Lowe - rdp9708 Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
by Colleen Cassidy & Marianne Gizycki - rdp9707 Internationalisation and Pricing Behaviour: Some Evidence for Australia
by James O’Regan & Jenny Wilkinson - rdp9706 Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
by Guy Debelle & James Vickery - rdp9705 The Response of the Current Account to Terms of Trade Shocks: A Panel-data Study
by Christopher Kent - rdp9704 Financial Aggregates as Conditioning Information for Australian Output and Inflation
by Ellis W. Tallman & Naveen Chandra - rdp9703 The Implementation of Monetary Policy in Australia
by Ric Battellino & John Broadbent & Philip Lowe - rdp9702 The Lags of Monetary Policy
by David Gruen & John Romalis & Naveen Chandra - rdp9701 Inflation Regimes and Inflation Expectations
by Joseph E. Gagnon
1996
- rdp9612 External Influences on Output: An Industry Analysis
by Gordon de Brouwer & John Romalis - rdp9611 A Markov-switching Model of Inflation in Australia
by John Simon - rdp9610 Share Prices and Investment
by Michael Andersen & Robert Subbaraman - rdp9609 Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
by Tro Kortian & James O’Regan - rdp9608 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
by Alison Tarditi - rdp9607 Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles
by Nicolas de Roos & Bill Russell - rdp9606 The Information Content of Financial Aggregates in Australia
by Ellis W. Tallman & Naveen Chandra - rdp9605 The Evolving Structure of the Australian Financial System
by Malcolm Edey & Brian Gray - rdp9604 Issues in Modelling Monetary Policy
by Malcolm Edey & John Romalis - rdp9603 Australia’s Retirement Income System: Implications for Saving and Capital Markets
by Malcolm Edey & John Simon - rdp9602 Consumption and Liquidity Constraints in Australia and East Asia: Does Financial Integration Matter?
by Gordon de Brouwer - rdp9601 Why Does the Australian Dollar Move so Closely with the Terms of Trade?
by David Gruen & Tro Kortian
1995
- rdp9513 Financial Market Volatility and the World-wide Fall in Inflation
by David Gruen - rdp9512 Consumption, Investment and International Linkages
by Guy Debelle & Bruce Preston - rdp9511 Superannuation and Saving
by Steven Morling & Robert Subbaraman - rdp9510 Modelling Inflation in Australia
by Gordon de Brouwer & Neil R. Ericsson - rdp9509 Australian Wage and Price Inflation: 1971-1994
by Lynne Cockerell & Bill Russell - rdp9508 Are Terms of Trade Rises Inflationary?
by David Gruen & Jacqueline Dwyer - rdp9507 Macroeconomic Policies and Growth
by Palle Andersen & David Gruen - rdp9506 The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies
by Gordon de Brouwer - rdp9505 Labour-productivity Growth and Relative Wages: 1978-1994
by Philip Lowe - rdp9504 The Link between the Cash Rate and Market Interest Rates
by Philip Lowe - rdp9503 Monetary Policy Goals for Inflation in Australia
by Guy Debelle & Glenn Stevens - rdp9502 Price Stickiness and Inflation
by Richard De Abreu Lourenco & David Gruen - rdp9501 Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature
by Tro Kortian
1994
- rdp9411 Demand Shocks, Inflation and the Business Cycle
by Richard De Abreu Lourenco & Philip Lowe - rdp9410 An Empirical Examination of the Fisher Effect in Australia
by Frederic S. Mishkin & John Simon - rdp9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
by Marianne Gizycki & Brian Gray - rdp9408 The Supervisory Treatment of Banks’ Market Risk
by Stephanie Weston & Brian Gray - rdp9407 Explaining Import Price Inflation: A Recent History of Second Stage Pass-through
by Jacqueline Dwyer & Ricky Lam - rdp9406 Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability
by Robert Andrew & John Broadbent - rdp9405 External Debt and Liabilities of Industrial Countries
by Mark Rider - rdp9404 Wage Dispersion and Labour Market Institutions: A Cross Country Study
by Michael Coelli & Jerome Fahrer & Holly Lindsay - rdp9403 Capital Constraints and Employment
by Jerome Fahrer & John Simon - rdp9402 The Influence of Financial Factors on Corporate Investment
by Karen Mills & Steven Morling & Warren Tease - rdp9401 Resource Flows to the Traded Goods Sector
by Jacqueline Dwyer & Christine Groeger
1993
- rdp9315 The Provision of Financial Services – Trends, Prospects and Implications
by Warren Tease & Jenny Wilkinson - rdp9314 The Demand for Money in Australia: New Tests on an Old Topic
by Gordon de Brouwer & Irene Ng & Robert Subbaraman - rdp9313 The Determinants of Corporate Leverage: A Panel Data Analysis
by Geoffrey Shuetrim & Philip Lowe & Steve Morling - rdp9312 A Re-examination of the Determinants of Australia’s Imports
by Jacqueline Dwyer & Christopher Kent - rdp9311 Agency Costs, Balance Sheets and the Business Cycle
by Philip Lowe & Thomas Rohling - rdp9310 Explaining the Recent Performance of Australia’s Manufactured Exports
by Gordon Menzies & Geoffrey Heenan - rdp9309 Alternative Concepts of the Real Exchange Rate: A Reconciliation
by Jacqueline Dwyer & Philip Lowe - rdp9308 Balance Sheet Restructuring and Investment
by Karen Mills & Steve Morling & Warren Tease - rdp9307 Explaining Forward Discount Bias: Is it Anchoring?
by David W.R. Gruen & Marianne C. Gizycki - rdp9306 Inventories and the Business Cycle
by Darren Flood & Philip Lowe - rdp9305 The Unemployment/Vacancy Relationship in Australia
by Jerome Fahrer & Andrew Pease - rdp9304 Exchange Rate Pass-through: The Different Responses of Importers and Exporters
by Jacqueline Dwyer & Christopher Kent & Andrew Pease - rdp9303 The 1893 Bank Crashes and Monetary Aggregates
by David T. Merrett - rdp9302 A Decade of Australian Banking Risk: Evidence from Share Prices
by Marianne Gizycki & Mark Levonian - rdp9301 The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities
by Paul D. McNelis
1992
- rdp9216 The Evolution of Corporate Financial Structure: 1973–1990
by Philip Lowe & Geoffrey Shuetrim - rdp9215 The Evolution of Employment and Unemployment in Australia
by Jerome Fahrer & Alexandra Heath - rdp9214 The Cash Market in Australia
by Bob Rankin - rdp9213 The Impact of Financial Intermediaries on Resource Allocation and Economic Growth
by Philip Lowe - rdp9212 Changes in the Characteristics of the Australian Business Cycle: Some Lessons for Monetary Policy from the 1980s and Early 1990s
by Adrian Blundell-Wignall & Michele Bullock - rdp9211 Dividends and Taxation: A Preliminary Investigation
by Tim Callen & Steven Morling & Jill Pleban - rdp9210 A Contingent Claim Analysis of Risk-based Capital Standards for Banks
by Mark Levonian & Sarah Kendall - rdp9209 Financial Liberalisation and Consumption Behaviour
by Adrian Blundell-Wignall & Frank Browne & Stefano Cavaglia & Alison Tarditi - rdp9208 Credit Supply and Demand and the Australian Economy
by Adrian Blundell-Wignall & Marianne Gizycki - rdp9207 Indicators of Inflationary Pressure
by Michael Coelli & Jerome Fahrer - rdp9206 Loan Rate Stickiness: Theory and Evidence
by Philip Lowe & Thomas Rohling - rdp9205 Measuring the Cost of Capital in Australia
by Nigel Dews & John Hawkins & Tracey Horton - rdp9204 The Term Structure of Interest Rates, Real Activity and Inflation
by Philip Lowe - rdp9203 Real Exchange Rates and the Globalisation of Financial Markets
by Adrian Blundell-Wignall & Frank Browne - rdp9202 Some Tests of Competition in the Australian Housing Loan Market
by Jerome Fahrer & Thomas Rohling - rdp9201 The Impact of Real and Nominal Shocks on Australian Real Exchange Rates
by Philip Lowe
1991
- rdp9112 The Role of Superannuation in the Financial Sector and in Aggregate Saving: A Review of Recent Trends
by Malcolm Edey & Robin Foster & Ian Macfarlane - rdp9111 Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter
by Alison Tarditi & Gordon Menzies - rdp9110 Resource Convergence and Intra-industry Trade
by Philip Lowe - rdp9109 Estimates of Private Sector Wealth
by Tim Callen - rdp9108 Australia’s Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?
by David W.R. Gruen & Jenny Wilkinson - rdp9107 The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?
by Anthony J. Richards - rdp9106 The Direction of Australian Investment from 1985/86 to 1988/89
by Christopher Kent & Patricia Scott - rdp9105 Inflation in Australia: Causes, Inertia and Policy
by Jerome Fahrer & Justin Myatt - rdp9104 The Cross-country Relationship between Interest Rates and Inflation over Three Decades
by Michele Bullock & Mark Rider - rdp9103 The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?
by David W.R. Gruen & Gordon D. Menzies - rdp9102 Indicators of Economic Activity: A Review
by Malcolm Edey & Jill Pleban - rdp9101 The Effect of Steady Inflation on Interest Rates and the Real Exchange Rate in a World with Free Capital Flows
by David W.R. Gruen
1990
- rdp9013 A Select Bibliography of Published Research by the Reserve Bank of Australia: 1969 – 1990
by Suzanna Chiang & Michael Power - rdp9012 Some Calculations on Inflation and Corporate Taxation in Australia
by Heidi Willmann - rdp9011 Inflation and Corporation Taxation in Australia
by Chris Ryan - rdp9010 Volatility of the Australian Dollar Exchange Rate
by Lindsay F. Boulton & Mardi H. Dungey & Melissa B. Parkin - rdp9009 An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy
by Jerome Fahrer & Lynne-Ellen Shori - rdp9008 Financial Deregulation and the Monetary Transmission Mechanism
by Jerome Fahrer & Tom Rohling - rdp9007 Operating Objectives for Monetary Policy
by Malcolm L. Edey - rdp9006 Wage Contracts, Sticky Prices and Exchange Rate Volatility: Evidence from Nine Industrial Countries
by Jerome Fahrer - rdp9005 Real Exchange Rates and Australian Export Competitiveness
by Matthew T. Jones & Jenny Wilkinson - rdp9004 Saving and Investment in the 1980s
by Malcolm Edey & Mark Britten-Jones - rdp9003 The Balance of Payments in the 1980s
by Warren Tease - rdp9002 Public Sector Growth and the Current Account in Australia: A Longer Run Perspective
by Warwick J. McKibbin & Steven R. Morling - rdp9001 Is Pitchford Right? Current Account Adjustment, Exchange Rate Dynamics and Macroeconomic Policy
by Jerome Fahrer
1989
- rdp8910 An Analysis of the Determinants of Imports
by Tracey Horton & Jenny Wilkinson - rdp8909 Optimal Wage Indexation, Monetary Policy and the Exchange Rate Regime
by Jerome Fahrer - rdp8908 Capital Flows and Exchange Rate Determination
by I.J. Macfarlane & W.J. Tease - rdp8907 Tax Policy and Housing Investment in Australia
by Mark Britten-Jones & Warwick J. McKibbin - rdp8906 A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
by Jeremy Smith & David W.R. Gruen - rdp8905 Monetary Policy Instruments: A Theoretical Analysis
by Malcolm L. Edey