Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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Asset Prices, Credit Constraints, and Macroeconmoic Fluctuations
2 Dec 2009
Research Workshop
PDF
368KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/zha.pdf
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
PDF
627KB
Commodity prices are widely viewed as an importantinfluence on the real exchange rate due to the large share of commodities inAustralia’s export basket. ... 18 Consistent with this hypothesis, if we replace our preferred import price index with one
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
Appendix D: Further Robustness Tests and Results
28 Jan 2020
RDP
2020-01
commodity price index (in logs), the nominal trade-weighted exchange rate index (nominal TWI, in logs), and the US federal funds rate (Jacobs and Rayner 2012). ... d) Cumulative policy shock ordered first. (e) Baseline SVAR augmented by RBA index of
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-d.html
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
As a consequence, following Sims (1992), the literature typically adds additional ‘information’ variables such as commodity prices to the simple,. ... Commodity prices are posited to have additional predictive content for inflation ( 0γ > ), and as
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
6 Oct 2022
RDP
PDF
2224KB
and demand, with 1ty log price and 2ty log quantity. The sign restrictions require price and quantity. ... 2,1,0 is then the response of quantity to a supply shock that raises price by 1 per cent (i.e.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
Our analysis is restricted to the non-primary non-financial private sector. The primary sector (agriculture and mining) is excluded as we expect that commodity prices, rather than monetary policy, are ... Beckers B (2020), ‘Credit Spreads, Monetary
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
50. -25. 0. 25. 50. 75. Real TWI. 2012. Index. %. Index. %. 20031994198519761967. 2001/02 average = 100. ACCI-Westpac difficulty variable (net balance). ... External sector. The external sector is captured by the log of Australia’s major trading
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
An Estimated Small Open Economy Model with Labour Market Frictions
13 Dec 2012
Research Workshop
PDF
787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Profit maximisation by the final goods producers implies the following aggregate price index:. ... and price growth in world commodity prices.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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