Search: exchange rates
RBA Glossary definition for exchange rates
exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.
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Appendix A: The RBA79 model
1 Sep 1979
RDP
7903
d. household expenditure. E. exchange rate ($A/$US). F. net Australian capital owned by overseas residents. ... QE. synthetic variable for expectations about the exchange rate, 1972-6. QER.
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html
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Real Exchange Rate Model
31 Dec 2005
RDP
2005-09
It is interesting to examine what the evolution of the real exchange rate would be if the current account deficit was optimal, reflecting expectations of growth in the US's share ... T. /Q. t. , where. is the CPI real exchange rate (defined so that a
https://www.rba.gov.au/publications/rdp/2005/2005-09/real-exchange-rate-model.html
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Appendix: RBII Specification
1 Nov 1984
RDP
8403
E. exchange rate ($A/SUS). F. net Australian private capital owned by overseas residents. ... QER. synthetic variable for timing of exchange rate change 1972, 1973, 1974, 1976.
https://www.rba.gov.au/publications/rdp/1984/8403/appendix.html
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The Balance of Payments | Conference – 1990
21 Jun 1990
Conferences
With flexible exchange rates, capital mobility and static exchange rate expectations, both the nominal and real exchange rate will appreciate. ... Macfarlane and Tease (1989) find that policy reaction to exchange rate changes makes it difficult to
https://www.rba.gov.au/publications/confs/1990/tease.html
Appendix A. The Model
1 Jun 1977
RDP
7702
exchange rate ($A/$us). F. net Australian capital owned by overseas residents. ... QA. dummy variable for requests to limit advances, 1961. QE. dummy variable for exchange rate expectations, 1972–5.
https://www.rba.gov.au/publications/rdp/1977/7702/appendix-a.html
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Exchange Rate Volatilities and Correlations
1 Mar 1993
RDP
9301
and US dollar/Japanese yen exchange rates appear in Figures 9 through 13. ... t. ' δ. t. '] are the time-varying coefficients of the contemporaneous foreign exchange rates and lagged own rate, and ε.
https://www.rba.gov.au/publications/rdp/1993/9301/exchange-rate-volatilities-correlations.html
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Appendix A: A Small Macroeconomic Model of Australia
31 Dec 2002
RDP
2002-01
where e is the nominal exchange rate and wp represents world export prices. ... We assume unitary pass-through of movements in the exchange rate and world prices.
https://www.rba.gov.au/publications/rdp/2002/2002-01/appendix-a.html
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Appendix 1: RBII Specification
1 Aug 1984
RDP
8401
E. exchange rate ($A/$US). F. net Australian private capital owned by overseas residents. ... QER. synthetic variable for timing of exchange rate changes, 1972, 1793, 1974, 1976.
https://www.rba.gov.au/publications/rdp/1984/8401/appendix-1.html
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Discussion on Papers by Charles Wyplosz and Andrew Coleman | Conference – 2001
24 Jul 2001
Conferences
I think it is probably true to say that real exchange rates are more volatile, and ‘unreasonably’ so, for floating exchange rate economies than for regions within currency unions. ... Past research has struggled to show that exchange rate volatility
https://www.rba.gov.au/publications/confs/2001/wyplosz-coleman-disc.html
Appendix D: Data Sources and Definitions
1 Aug 1993
RDP
9310
It is the geometric weighted average of the bilateral real exchange rates for 22 of Australia's major trading partners. ... The bilateral real exchange rates are estimated using each country's consumer price index as the price deflator.
https://www.rba.gov.au/publications/rdp/1993/9310/appendix-d.html
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