Search: Index of Commodity Prices

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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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DSGE Reno: Adding a Housing Block to a Small Open Economy Model

1 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
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

Appendix A: Data Sources for Estimation

6 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
ABS Cat No 5302.0. Sectoral wages: Quarterly growth in the wage price index for each sector. ... Source: RBA statistical table F11 Exchange Rates. Resource prices: Quarterly average percentage change in the RBA non-rural commodity price index measured in
https://www.rba.gov.au/publications/rdp/2018/2018-04/appendix-a.html

Estimation

6 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
and price growth in world commodity prices. ... nominal and real exchange rates; commodity prices; domestic interest rates; and foreign and domestic aggregate inflation and GDP.
https://www.rba.gov.au/publications/rdp/2018/2018-04/estimation.html

The Model

6 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
Profit maximisation by the final goods producers implies the following aggregate price index:. ... Commodity prices are assumed to follow an exogenous autoregressive process, which depends on its own shock and on the foreign demand shock:.
https://www.rba.gov.au/publications/rdp/2018/2018-04/the-model.html