Relevant bibliographies by topics / Monetary policy Australia Econometric models

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Academic literature on the topic 'Monetary policy Australia Econometric models'

Author: Grafiati
Published: 10 December 2022
Last updated: 31 July 2025

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Journal articles on the topic "Monetary policy Australia Econometric models"

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Reifschneider, David L., David J. Stockton, and David W. Wilcox. "Econometric models and the monetary policy process." Carnegie-Rochester Conference Series on Public Policy 47 (December 1997): 1–37. http://dx.doi.org/10.1016/s0167-2231(98)00002-5.

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Taylor, John B. "Econometric models and the monetary policy process." Carnegie-Rochester Conference Series on Public Policy 47 (December 1997): 39–42. http://dx.doi.org/10.1016/s0167-2231(98)00003-7.

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Baranovskyi, O. I., M. O. Kuzheliev, D. M. Zherlitsyn, O. S. Sokyrko, and A. V. Nechyporenko. "ECONOMETRIC MODELS OF MONETARY POLICY EFFECTIVENESS IN UKRAINE." Financial and credit activity: problems of theory and practice 3, no. 30 (2019): 226–35. http://dx.doi.org/10.18371/fcaptp.v3i30.179546.

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Turobjonovna, Kurbonbekova Mohichekhra. "SIGNIFICANCE OF MONETARY INSTRUMENTS IN REGULATING THE ACTIVITIES OF BANKS." European International Journal of Multidisciplinary Research and Management Studies 4, no. 6 (2024): 59–73. http://dx.doi.org/10.55640/eijmrms-04-06-10.

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In this article, the impact of monetary policy instruments on the activity of commercial banks, in particular on bank liquidity, loan percentage and loan portfolio, is analyzed on the basis of econometric models. He used two different models in the econometric analysis assessing the impact of monetary policy instruments on commercial banks. The first model is a least square model, while the second is a structural vector autoregression model. In studying the impact of the monetary policy of the Central Bank on the activity of commercial banks, it analyzed two different types of banks.
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Dobronravova, E. P. "Industry effects of monetary policy in Russia: Econometric analysis." Journal of the New Economic Association 55, no. 3 (2022): 45–60. http://dx.doi.org/10.31737/2221-2264-2022-55-3-3.

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This paper presents the econometric analysis of the heterogenous effects of monetary policy on industrial output and producer prices in manufacturing sector in Russia. The estimation of the differences in the impulce responses to the interest rate shock is conducted using structural VAR-models, the analysis of key industrial characteristics, explaining differences through monetary transmission channes, is based on principal components and correlations. Our findings reveal the strongest response to monetary policy in such industries as manufacture of rubber and plastic products, manufacture of
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Solodovnikov, S. V., and Yu V. Bolyachin. "Evaluating the Impact of Monetary Policy on Regional Investment Dynamics: A Classification of Evaluation Models." AlterEconomics 20, no. 2 (2023): 437–62. http://dx.doi.org/10.31063/altereconomics/2023.20-2.8.

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The evaluation of the impact of monetary policy on investment is an important area of economic research. This paper reviews the literature on the subject and identifies the evolution of research methods used to assess the impact of monetary policy on investment and other macro indicators. The early studies could only determine the presence or absence of territorial heterogeneity, but did not identify the factors causing this heterogeneity. As the research expanded, better models were developed, and new variables were included to improve the specification of econometric models. Currently, vecto
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Anufrieva, A. P. "Development and evolution of mathematical and econometric models for the analysis of macroeconomic processes (including historical perspective) and their forecasting." Vestnik Universiteta, no. 8 (October 8, 2024): 119–27. http://dx.doi.org/10.26425/1816-4277-2024-8-119-127.

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Practical usefulness of factor-vector autoregression has been considered, which makes it possible to study macroeconomic processes impact on the monetary policy state, to conduct full-scale monitoring and to identify economic growth impact on monetary policy. Publications devoted to the issues of unstable economic development and mathematical models describing the process of economic dynamics under conditions of high inflation and unstable development have been analyzed. The basic scenario in economy has been given. Monetary policy impact on macroeconomic variables using vector autoregressive
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Fabris, Nikola. "Challenges for Modern Monetary Policy." Journal of Central Banking Theory and Practice 7, no. 2 (2018): 5–24. http://dx.doi.org/10.2478/jcbtp-2018-0010.

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Abstract The first central banks were founded in the XVII century and monetary policy has been evolving ever since. Knowledge on monetary economy has improved significantly over the last couple of decades and a consensus has been reached in a number of areas. As a result, hyperinflations have been extremely rare over the past decades. The global financial crisis challenged traditional monetary policy that was based on the approach involving one instrument (reference interest rate) and one goal (price stability). It is obvious that we need a new approach to monetary policy and I believe that ch
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Kartaev, Filipp, and Natalia Kozlova. "Econometric Assessment of Monetary Policy Impact on the Dynamics of the Russian Stock Market." Moscow University Economics Bulletin 2016, no. 1 (2016): 22–43. http://dx.doi.org/10.38050/01300105201612.

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The article provides the analysis of the impact of monetary policy shock generated by the Bank of Russia on the Russian stock market yield dynamics. We have estimated the features and duration of the effect using SVAR models and monthly data for the period from 2005 to 2013. We examine a wide range of proxies for the monetary conditions: the key interest rate, monetary aggregate M2, the refinancing rate and the interbank lending rate.
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Nikolaychuk, Sergiy, and Yurii Sholomytskyi. "Using Macroeconomic Models for Monetary Policy in Ukraine." Visnyk of the National Bank of Ukraine, no. 233 (September 29, 2015): 54–64. http://dx.doi.org/10.26531/vnbu2015.233.054.

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An important precondition for successful implementation of inflation targeting is the ability of the central bank to forecast inflation given the fact that the inflation forecast has become an intermediate target. Certainly, this means there should be clear understanding of the monetary policy transmission mechanism functioning within the bank, because it is precisely through transmission channels that a central bank has to ensure convergence of its inflation forecast to the target. And it is almost impossible to pursue inflation targeting without a set of macroeconomic models that describes t
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Dissertations / Theses on the topic "Monetary policy Australia Econometric models"

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Paul, Pascal. "Essays on financial stability and monetary policy." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:49999782-6173-4e2b-8645-cab0b1561595.

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This thesis consists of three self-contained chapters. Chapter I. The first chapter develops a dynamic general equilibrium model which includes financial intermediation and endogenous financial crises. Consistent with the data, financial crises occur out of prolonged (credit) boom periods and are initiated by a moderate adverse shock. The mechanism which gives rise to boom-bust episodes around financial crises is based on an interaction between the maturity mismatch of the financial sector and an agency problem which results in procyclical lending. I show how to model these features in a tract
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Shelley, Gary L. "A switching analysis of United States monetary policy." Diss., Virginia Tech, 1991. http://hdl.handle.net/10919/39969.

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Boumediene, Farid Jimmy. "Determinacy and learning stability of economic policy in asymmetric monetary union models." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/972.

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This thesis examines determinacy and E-stability of economic policy in monetary union models. Monetary policy takes the form of either a contemporaneous or a forecast based interest rate rule, while fiscal policy follows a contemporaneous government spending rule. In the absence of asymmetries, the results from the closed economy literature on learning are retained. However, when introducing asymmetries into monetary union frameworks, the determinacy and E-stability conditions for economic policy differ from both the closed and open economy cases. We find that a monetary union with heterogeneo
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Bokan, Nikola. "On taxes, labour market distortions and product imperfections." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/3053.

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This thesis aims to provide new and useful insights into the effects that various tax, labour and product market reforms have on the overall economic performance. Additionally, it aims also to provide insights about the optimal monetary and fiscal policy behaviour within the economy characterized with various real labour market frictions. We analyze the benefits of tax reforms and their effectiveness relative to product or other labour market reforms. A general equilibrium model with imperfect competition, wage bargaining and different forms of tax distortions is applied in order to analyze th
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Lenza, Michèle. "Essays on monetary policy, saving and investment." Doctoral thesis, Universite Libre de Bruxelles, 2007. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210659.

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This thesis addresses three relevant macroeconomic issues: (i) why<p>Central Banks behave so cautiously compared to optimal theoretical<p>benchmarks, (ii) do monetary variables add information about<p>future Euro Area inflation to a large amount of non monetary<p>variables and (iii) why national saving and investment are so<p>correlated in OECD countries in spite of the high degree of<p>integration of international financial markets.<p><p>The process of innovation in the elaboration of economic theory<p>and statistical analysis of the data witnessed in the last thirty<p>years has greatly enric
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Enzinger, Sharn Emma 1973. "The economic impact of greenhouse policy upon the Australian electricity industry : an applied general equilibrium analysis." Monash University, Centre of Policy Studies, 2001. http://arrow.monash.edu.au/hdl/1959.1/8383.

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Adam, Christopher S. "The demand for money, asset substitution and the inflation tax in a liberalizing economy : an econometric analysis for Kenya." Thesis, University of Oxford, 1992. http://ora.ox.ac.uk/objects/uuid:037dcc1e-edff-4096-89cb-6d24a70742d8.

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This thesis develops empirical econometric models of the private sector aggregate demand for real and financial assets in Kenya over the period 1973 to 1990. Single-equation error-correction models of the demand for money are estimated using systems cointegration methods developed by Johansen (1988). The models are found to be statistically stable functions throughout the period, and are capable of encompassing existing studies. Across a range of monetary aggregates, including a Divisia index aggregate for broad money, the models describe demand for money functions in which inflation and illeg
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Wan, Lai Shan. "Macroeconomic modelling and policy simulation for the Chinese economy." HKBU Institutional Repository, 2002. http://repository.hkbu.edu.hk/etd_ra/335.

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Cimadomo, Jacopo. "Essays on systematic and unsystematic monetary and fiscal policies." Doctoral thesis, Universite Libre de Bruxelles, 2008. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210474.

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The active use of macroeconomic policies to smooth economic fluctuations and, as a<p>consequence, the stance that policymakers should adopt over the business cycle, remain<p>controversial issues in the economic literature.<p>In the light of the dramatic experience of the early 1930s’ Great Depression, Keynes (1936)<p>argued that the market mechanism could not be relied upon to spontaneously recover from<p>a slump, and advocated counter-cyclical public spending and monetary policy to stimulate<p>demand. Albeit the Keynesian doctrine had largely influenced policymaking during<p>the two decades f
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Horvath, Michal. "Optimal monetary and fiscal policy in economies with multiple distortions." Thesis, St Andrews, 2008. http://hdl.handle.net/10023/438.

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Books on the topic "Monetary policy Australia Econometric models"

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Karagedikli, Özer. Do inflation targeting central banks behave asymmetrically?: Evidence from Australia and New Zealand. Economics Dept., Reserve Bank of New Zealand, 2004.

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Khan, Aubhik. Optimal monetary policy. National Bureau of Economic Research, 2002.

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Flood, Robert P. Monetary policy strategies. National Bureau of Economic Research, 1988.

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B, Taylor John, ed. Monetary policy rules. University of Chicago Press, 1999.

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Davig, Troy. Endogenous monetary policy regime change. National Bureau of Economic Research, 2006.

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Kashyap, A. K. Monetary policy and bank lending. National Bureau of Economic Research, 1993.

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Davig, Troy. Endogenous monetary policy regime change. Research Division, Federal Reserve Bank of Kansas City, 2006.

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Michael, Woodford. Optimal monetary policy inertia. National Bureau of Economic Research, 1999.

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Mishkin, Frederic S. The channels of monetary transmissions: Lessons for monetary policy. National Bureau of Economic Research, 1996.

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Leeper, Eric Michael. Modest policy interventions. National Bureau of Economic Research, 2002.

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Book chapters on the topic "Monetary policy Australia Econometric models"

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"US monetary policy and econometric modeling: tales from the FOMC transcripts 1984–1991." In Empirical Models and Policy Making. Routledge, 2003. http://dx.doi.org/10.4324/9780203130490-40.

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Morgan, Marys. "Explanatory strategies for monetary policy analysis." In Macroeconomics and the Real World. Oxford University PressOxford, 2000. http://dx.doi.org/10.1093/oso/9780198297956.003.0008.

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Abstract ‘Theories’ and ‘evidence’ combine in several different explanatory strategies in these two papers. Ben McCallum’s paper uses the categories to explain the history of the changing ideas about monetary policy analysis over the last three decades. In so doing, he reveals something of the way theory and evidence are used in models for making monetary policy. David Hendry uses the categories in providing an econometric analysis of inflation to cover the long-run history. But this description gives no sense of just how differently these two papers use the resources of theory, evidence, and
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Krishna Pasupuleti, Murali. "Applied Econometrics: Advanced Techniques in Quantitative Economics." In Econometrics and Quantitative Economics. National Education Services, 2024. http://dx.doi.org/10.62311/nesx/31483.

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Abstract: Applied econometrics is a crucial aspect of quantitative economics, providing the tools and techniques necessary to empirically analyze economic data and test theoretical models. This research article explores advanced techniques in econometrics, including time series analysis, panel data methods, and instrumental variable approaches. Through comprehensive analysis, the study identifies key methodologies, significant research findings, and practical applications of these techniques in various economic fields. The findings highlight the importance of robust econometric methods in addr
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Bergström, Villy, and Anders Vredin. "Introduction." In Measuring and Interpreting Business Cycles. Oxford University PressOxford, 1994. http://dx.doi.org/10.1093/oso/9780198288596.003.0001.

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Abstract Business-cycle research has had its ups and downs during this century. Recently, in the prolonged boom after the US recovery in the early 1980s, cycles seemed to have been overcome by the capitalist system. (At least, many people behaved as if they thought that there would never be a downturn again.) Earlier, especially between the world wars, cycles were the subject of intense research, because the developed capitalist economies were fluctuating heavily. In the inter-war period research was conducted in the same vein as the research undertaken for the papers presented in this volume.
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Dimitriou, Dimitrios, Alexandros Tsioutsios, Theodore Simos, and Dimitris Kenourgios. "Do the interest rates really relate to economic growth? The case of Greece." In Economic Recessions - Navigating Economies in a Volatile World and the Path for Economic Resilience and Development [Working Title]. IntechOpen, 2024. http://dx.doi.org/10.5772/intechopen.1004523.

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We empirically investigate the relationship between the economic growth and various monetary variables, focusing on the Greek economy. Using monthly data on the Industrial Production Index (IPI) as a proxy for economic growth, along with 10-year bond yields, 10-year bond spreads, and 3-month and 12-month interest rates, we aim to incorporate them into a multivariate GARCH-DCC econometric framework. Specifically, we examine the DCCs’ behavior during the memoranda period, pandemic period and a stable period. Our main result is that in almost all cases, the economic growth is not affected by chan
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Conference papers on the topic "Monetary policy Australia Econometric models"

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Schütze, Florian, and Sami Diaf. "Estimating Policy Uncertainty Within Monetary Policy Debates." In CARMA 2023 - 5th International Conference on Advanced Research Methods and Analytics. Universitat Politècnica de València, 2023. http://dx.doi.org/10.4995/carma2023.2023.16419.

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Studying policy uncertainty contained in collections of documents has been a major task for political researchers and economists, who aim at measuring this degree exclusively with wordlists and topic models to feed further econometric inferences or test hypotheses. Such bag-of-word applications constrain the analysis and cannot render a clear picture of uncertainty drivers and their persistence, even if semi-supervised strategies may offer coherent improvements at the topic level. This work proposes a semantic search strategy, using Top2vec, to identify sources of uncertainty, at the debate le
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Lleshaj, Llesh. "Volatility Estimation of Euribor and Equilibrium Forecasting." In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.2021.171.

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Euribor rates (Euro Interbank Offered Rate) rates are considered to be the most important reference rates in the European money market. The interest rates do provide the basis for the price and interest rates of all kinds of financial products like interest rate swaps, interest rate futures, saving accounts and mortgages. Since September 2014, this index has per­formed with negative rates. In recent years, several European central banks have imposed negative interest rates on commercial banks, as the only way to stimulate their nations’ economies. Under these circumstances, the purpose of this
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Reports on the topic "Monetary policy Australia Econometric models"

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Rincón-Torres, Andrey Duván, Andrés Felipe Salas-Ávila, and Juan Manuel Julio-Román. Inflation Expectations: Rationality, Disagreement and the Role of the Loss Function in Colombia. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1262.

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We study the behaviour of three quantitative sample surveys and a non sample inflation expectation report for Colombia. We found that expectations in Colombia; (i) are not strongly, i.e. a la Muth, rational because they show cross-section disagreement, (ii) expectations, however, show some features of weak rationality, (iii) expectations disagreement is time varying and relate to inflation, inflation changes and the output gap, thus suggesting a staggered information flow to agents, (iv) the forecast error loss function employed by agents is not symmetric and increasingly penalizes higher expe
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Blackman, Allen, Jorge Bonilla, and Laura Villalobos. Quantifying COVID-19’s Silver Lining: Avoided Deaths from Air Quality Improvements in Bogotá. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003787.

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In cities around the world, Covid-19 lockdowns have improved outdoor air quality, in some cases dramatically. Even if only temporary, these improvements could have longer-lasting effects on policy by making chronic air pollution more salient and boosting political pressure for change. To that end, it is important to develop objective estimates of both the air quality improvements associated with Covid-19 lockdowns and the benefits these improvements generate. We use panel data econometric models to estimate the effect of Bogotás lockdown on fine particulate pollution, epidemiological models to
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Chipeniuk, Karsten, Gulnara Nolan, and Matt Nolan. HANK and the Transmission of Shocks to Demand and Supply. Reserve Bank of Australia, 2025. https://doi.org/10.47688/rdp2025-04.

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In this paper we study the propagation of demand and supply shocks in a heterogeneous agent New Keynesian model. Calibrating the model to Australia, we explore how inequality in the model affects shock transition, as well as how shocks impact individuals differently across the distribution. Contrary to much of the literature, with a single asset in the model we find a dampening in the response of the real economy to a monetary policy shock, driven by falling consumption in the extremes of the distribution. This dampening is likely due to the high holdings of liquid assets by many households in
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