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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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Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates

1 Oct 1987 RDP 8708
Malcolm L. Edey
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8708.html

Interest rates in a sticky-price monetary model

1 Oct 1987 RDP 8708
Malcolm L. Edey
RDP 8708: Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates 3. ... Interest rates in a sticky-price monetary model. Malcolm L. Edey. October 1987.
https://www.rba.gov.au/publications/rdp/1987/8708/interest-rates-in-a-sticky-price-monetary-model.html

Interest rates in a model of intertemporal optimisation

1 Oct 1987 RDP 8708
Malcolm L. Edey
RDP 8708: Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates 2. ... Download the Paper 452. KB. This section uses the intertemporal asset pricing model of Lucas (1978) to derive empirically testable equations for the
https://www.rba.gov.au/publications/rdp/1987/8708/interest-rates-in-a-model-of-intertemporal-optimisation.html

Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates

1 Oct 1987 RDP 8708
Malcolm L. Edey
Research Discussion Paper – RDP 8708 Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates.
https://www.rba.gov.au/publications/rdp/1987/8708/

Conclusions

1 Oct 1987 RDP 8708
Malcolm L. Edey
RDP 8708: Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates 5. ... determinant of the real interest rate in the consumption risk model, does not have this property.
https://www.rba.gov.au/publications/rdp/1987/8708/conclusions.html

References

1 Oct 1987 RDP 8708
Malcolm L. Edey
RDP 8708: Risk Effects Versus Monetary Effects in the Determination of Short-Term Interest Rates References. ... Download the Paper 452. KB. Blanchard, O.J. (1981) “Output, the Stock Market and Interest Rates”,.
https://www.rba.gov.au/publications/rdp/1987/8708/references.html

Empirical Results

1 Oct 1987 RDP 8708
Malcolm L. Edey
The M1 definition of money is used in each case. Daily data on Eurocurrency deposit rates published in the Financial Times were used to obtain interest rate data corresponding to the ... Quarterly National Accounts. ). (b) Real interest rates are rate on
https://www.rba.gov.au/publications/rdp/1987/8708/empirical-results.html

Introduction

1 Oct 1987 RDP 8708
Malcolm L. Edey
of unanticipated movements in the money supply and in the steady state inflation rate on nominal interest rates. ... significant contribution to the explanation of interest rate behaviour over the sample period.
https://www.rba.gov.au/publications/rdp/1987/8708/introduction.html