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1 Jan 2020
RDP
2020-01
Benjamin Beckers
in risk premia in large business lending rates is met by an 8 basis point cut to the cash rate. ... Table 2: Estimated Policy Rules with Credit Spreads and Expected Cash Rate Changes.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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1 Dec 1992
RDP
9214
Bob Rankin
In practice, it is the unofficial cash rate which is targeted by the Bank (though, as explained later, the unofficial and official cash rates are about equal). ... take action to keep cash rates close to the announced target rate r.
https://www.rba.gov.au/publications/rdp/1992/9214/determination-of-cash-rates.html
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21 Dec 2022
RDP
2022-08
Anthony Brassil
Figure 8: Cash Rate Pass-through to Banks' Lending Rates. Source: Brassil, Major and Rickards (2022). ... rate. So cash rate reductions remain an effective policy tool during large downturns and at low interest rates.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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31 Mar 1999
RDP
1999-03
Andrea Brischetto and Gordon de Brouwer
ABS Cat. No. 6202.03, Table 2. From 1990 onwards, the target cash rate. ... Prior to 1990, the unofficial 11am call cash rate. Reserve Bank of Australia Bulletin, Table F.1.
https://www.rba.gov.au/publications/rdp/1999/1999-03/appendix-b.html
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21 Jul 1997
Conferences
Gordon de Brouwer and James O'Regan
2.53. Δ cash rate. 0.73. 0.91. 1.06. 1.32. 1.71. Autocorrelation (1). ... Δ cash rate. 0.73. 0.29. 0.39. 0.50. 0.60. Autocorrelation (2). 0.65.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html
10 Jul 1992
Conferences
Doug McTaggart
In addition, because housing loan interest costs are not deductible, and because nominal housing loan rates might rise in excess of the rate inflation due to the tax-adjusted Fisher effect ... Suppose borrowers and lenders face different marginal tax
https://www.rba.gov.au/publications/confs/1992/mctaggart.html
1 Feb 2020
RDP
2020-02
Calvin He and Gianni La Cava
In the baseline models, the stance of monetary policy is measured by the cash rate target, as published in RBA statistical table F1 (Interest Rates and Yields – Money Market). ... Carroll et al 2017). Therefore, their discount rates may be relatively
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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23 Mar 2021
RDP
2021-04
Calvin He
Consistent with standard models, unexpected increases in the cash rate cause equity prices to fall (Figure 3). ... The absolute value of the effect is much smaller when using the cash rate as the independent variable.
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html
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9 Jul 1996
Conferences
Malcolm Edey and Brian Gray
These concerns partly reflected the fact that key lending rates fell less than one-for-one with cash rates during the extended period of cash-rate reductions in the early 1990s, ... Secondly, abstracting from cyclical movements, both deposit and lending
https://www.rba.gov.au/publications/confs/1996/edey-gray.html
21 Jul 1997
Conferences
Frank Smets
appreciation by raising interest rates as the exchange rate signals a rise in the demand for home goods which may lead to inflationary pressures. ... The estimate of the parameter γ implies that the Australian cash rate is raised by around 25 basis
https://www.rba.gov.au/publications/confs/1997/smets.html