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RBA Glossary definition for interest rate
interest rate – The term used to describe the cost of borrowing money or the return to the owner of the funds which are invested or lent out. It is usually expressed as a percent per annum of the amount of money borrowed, lent or invested.
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Appendix A: Data Sources
1 Nov 1996
RDP
9608
The world short interest rate is calculated as the weighted arithmetic average of short interest rates (3-month Treasury Bills) from the United States, Canada and the United Kingdom. ... Real interest rates for the exchange rate section are calculated by
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
A Behavioural Model of the Australian Long-Term Interest Rate
1 Nov 1996
RDP
9608
A Behavioural Model of the Australian Long-Term Interest Rate. Alison Tarditi. ... Table 3: Real Long Interest Rate Model. Dependent variable: Δr. Explanatory variable.
https://www.rba.gov.au/publications/rdp/1996/9608/behavioural-model-of-the-australian-long-term-interest-rate.html
The Macroeconomic Model Approach
1 Nov 1996
RDP
9608
year) interest rates are above domestic rates, the current value of the exchange rate must be below its equilibrium value. ... This shock raises domestic income. A proportion of the higher domestic income is spent on non-tradeable goods; this places
https://www.rba.gov.au/publications/rdp/1996/9608/macroeconomic-model-approach.html
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Nov 1996
RDP
9608
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9608.html
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Nov 1996
RDP
9608
Research Discussion Paper – RDP 9608 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations.
https://www.rba.gov.au/publications/rdp/1996/9608/
Conclusion
1 Nov 1996
RDP
9608
Interest rates and exchange rates now form part of the transmission mechanism by which policy changes feed through to the broader economy. ... Theoretical discussions of interest and exchange rate markets typically characterise expectations as forward
https://www.rba.gov.au/publications/rdp/1996/9608/conclusion.html
Appendix B: The Behavioural Model of the Australian Real Exchange Rate – Integration Tests and Diagnostics
1 Nov 1996
RDP
9608
Table B.4: A Comparison of the Statistical Significance of Competing Measures of Interest Rates in the Real Exchange Rate Equation. ... as a proportion of GDP; and the real long interest rate differential.
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-b.html
Introduction
1 Nov 1996
RDP
9608
Download the Paper 171. KB. More than two decades have passed since the initial relaxation of domestic interest rate controls in Australia and just over one decade since the float of ... Interest rates and exchange rates now constitute two of the most
https://www.rba.gov.au/publications/rdp/1996/9608/introduction.html
References
1 Nov 1996
RDP
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1994), ‘The Link Between the Cash Rate and Market Interest Rates’, Reserve Bank of Australia Research Discussion Paper No. ... 267–276. Mishkin, F. (1994), ‘The Predictive Power of Interest Rate Spreads: Evidence from Six Industrialised
https://www.rba.gov.au/publications/rdp/1996/9608/references.html
A Behavioural Model of the Australian Real Exchange Rate
1 Nov 1996
RDP
9608
As customarily measured – using 12-months-ended inflation rates – real short-term interest rate differentials would reflect the prevailing stance of domestic, relative to foreign, monetary policy; but they would fail ... worth noting straight away.
https://www.rba.gov.au/publications/rdp/1996/9608/behavioural-model-of-the-australian-real-exchange-rate.html