Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
Search Results
Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
Each unemployment rate ‘bin’ is 10 basis points wide (e.g. all unemployment rates 5 per cent but <5.1 per cent constitute a single bin), and for each of these ... This lets us include a kink in the Phillips curve at some threshold unemployment rate,.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
See 2 more results from "RDP 2021-09"
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
These bounds permit greater volatility in market rates in windows with greater volatility in the cash rate. ... Figure 2: Repo Detections at Placebo Rates. Against spread to cash rate or to negative of cash rate, log scale.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
See 2 more results from "RDP 2018-09"
Concluding Comments
1 Jan 1987
RDP
8701
stable relationship with income and interest rates, since they would be less affected by re-intermediation. ... that the conventional approach to the relationship between monetary aggregates, interest rates and economic activity has not yet yielded
https://www.rba.gov.au/publications/rdp/1987/8701/concluding-comments.html
See 2 more results from "RDP 8701"
The Slowdown in US Productivity Growth: Breaks and Beliefs
1 Oct 2016
RDP
2016-08
Counterfactual interest rates tracked the federal funds rate closely until the late 1980s. ... Without the slowdown in productivity growth, US interest rates would not have been nearly so low in the mid 2000s.
https://www.rba.gov.au/publications/rdp/2016/2016-08/full.html
See 5 more results from "RDP 2016-08"
Empirical Estimates
31 Dec 2003
RDP
2003-03
With our disaggregated approach to modelling the trade balance, we have multiple real exchange rates and therefore solve directly for the nominal effective exchange rate (the TWI, abbreviated with E. ... WD solve for a real exchange rate, but one has
https://www.rba.gov.au/publications/rdp/2003/2003-03/empirical-estimates.html
See 1 more results from "RDP 2003-03"
Influences on Private Capital Accumulation
1 Apr 1987
RDP
8704
If the data in Figure 3.2 can be taken as indicative of trends throughout the economy rates of utilisation of existing capital are currently still quite low by historical standards. ... This latter point has been somewhat controversial. According to the
https://www.rba.gov.au/publications/rdp/1987/8704/influences-on-private-capital-accumulation.html
See 3 more results from "RDP 8704"
Long-term Trends in Relative Prices and Openness
1 Oct 1997
RDP
9707
These include:. increasing international competition;. the depreciation of the aggregate real exchange rate;. ... The differential responses of industries to the exchange rate movements in the mid to late 1980s broadly correspond with Lattimore's (1988)
https://www.rba.gov.au/publications/rdp/1997/9707/long-term-trends.html
See 1 more results from "RDP 9707"
Interpreting Nominal Wage Changes
31 Dec 2000
RDP
2000-08
However, at issue is whether or not the observed falls in pay are indicative of reporting error. ... As it turns out, wage rates for skilled jobs in large firms are over-represented in the survey.
https://www.rba.gov.au/publications/rdp/2000/2000-08/interpreting-nominal-wage-changes.html
Fads, Irrational Bubbles, and Noise Traders
1 Mar 1995
RDP
9501
Examination of forecasts and recommendations of leading exchange rate forecasting services during mid 1980s, when the US dollar was generally perceived to be overvalued, supported this conclusion. ... Allen and Taylor (1990) document that the formation
https://www.rba.gov.au/publications/rdp/1995/9501/fads-irrational-bubbles-and-noise-traders.html
Relative Prices and Resource Shifts
1 Jun 1990
RDP
9003
Figure 19 EXCHANGE RATES. The perceived increase in the rate of return to Australian capital and the rise in domestic expenditure in the late 1970s/early 1980s contributed to a nominal ... As a result of the above factors the real exchange rate remained,
https://www.rba.gov.au/publications/rdp/1990/9003/relative-prices-and-resource-shifts.html
See 4 more results from "RDP 9003"