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RBA Glossary definition for bill rate

bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.

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The Interest Rate Equations

1 May 1986 RDP 8602
Robert G. Trevor
The T-Bill rate equation also exhibits breaks between Periods 23 and 4 and between Periods 4 and 5. ... Table 8: Parameter Estimates. 1. Model&. Period. Federal Funds Rate. T-Bill Rate.
https://www.rba.gov.au/publications/rdp/1986/8602/interest-rate-equations.html

Appendix

1 May 1986 RDP 8602
Robert G. Trevor
T-Bill Rate. H. 0. m,. k. F. 2. FR. 3. A. ... Table 8: Parameter Estimates. 1. Model&. Period. Federal Funds Rate. T-Bill Rate.
https://www.rba.gov.au/publications/rdp/1986/8602/appendix.html

Concluding Comments

1 May 1986 RDP 8602
Robert G. Trevor
1979. The differences for the T-bill rate are more substantial. The modified model provides evidence of a significant fall in the response of this interest rate following the October 1982 ... Secondly, breaks in both the formation of expectations and in
https://www.rba.gov.au/publications/rdp/1986/8602/concluding-comments.html

The Estimation Technique

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 3. ... expected changes, the Federal Funds interest rate and 3-month T-Bill yield just before the announcement (and their two lagged values), and the changes to these
https://www.rba.gov.au/publications/rdp/1986/8602/estimation-technique.html

The Model

1 May 1986 RDP 8602
Robert G. Trevor
The parameter β measures the announcement effect. Studies of short term rates have typically used measures of the change in the one-day Federal Funds rate and in the coupon-equivalent ... yield of a three-month Treasury Bill as the interest rate
https://www.rba.gov.au/publications/rdp/1986/8602/model.html