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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Identification and Inference under Narrative Restrictions
26 Oct 2023
RDP
2023-07
Research Discussion Paper – RDP 2023-07 Identification and Inference under Narrative Restrictions. Raffaella Giacomini. , Toru Kitagawa. and Matthew Read. October 2023. 1.10. MB. 1. Introduction. Understanding the dynamic causal effects of
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html
Empirical Application: Dynamic Effects of US Monetary Policy
26 Oct 2023
RDP
2023-07
The reduced-form VAR is the same as in Uhlig (2005). The model's variables are real GDP, the GDP deflator, a commodity price index, total reserves, non-borrowed reserves (all ... deflator, the commodity price index and non-borrowed reserves are
https://www.rba.gov.au/publications/rdp/2023/2023-07/empirical-application-dynamic-effects-of-us-monetary-policy.html