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).
Search Results
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
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
m. RBA Index of Commodity Prices, $A All Items; end-month value of month prior to Board meeting. ... RBA statistical table: I2 Commodity Prices.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
As a consequence, following Sims (1992), the literature typically adds additional ‘information’ variables such as commodity prices to the simple, small-scale monetary policy VAR models to better capture the central ... But the Bank monitors a wider
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
Biased Romer and Romer Estimates – The Role of Credit Spreads
28 Jan 2020
RDP
2020-01
As a consequence, following Sims (1992), the literature typically adds additional ‘information’ variables such as commodity prices to the simple, small-scale monetary policy VAR models to better capture the central ... But the Bank monitors a wider
https://www.rba.gov.au/publications/rdp/2020/2020-01/biased-romer-and-romer-estimates-the-role-of-credit-spreads.html