Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
Search Results
Introduction
1 Sep 1998
RDP
9810
In any given quarter, components of the CPI may be subject to transitory price movements, due simply to volatility or sharp exchange rate movements that are likely to be reversed over ... In either case, such movements in prices are not indicative of the
https://www.rba.gov.au/publications/rdp/1998/1998-10/introduction.html
See 2 more results from "RDP 9810"
Indicative Models of Inflation
1 Jul 1992
RDP
9207
The inflation rate between periods t and t1 is assumed to be a linear function of the price gap existing in t1, plus a distributed lag of past inflation rates:. ... This is not necessarily because changes in the growth rate of currency cause changes in
https://www.rba.gov.au/publications/rdp/1992/9207/indicative-models-of-inflation.html
See 2 more results from "RDP 9207"
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
Second, there has been a pervasive decline in economic dynamism since the mid-2000s (e.g. ... Second, the inclusion of the state unemployment rate directly controls for state-level business cycles.
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
See 1 more results from "RDP 2023-03"
The Role of Credit Supply in the Australian Economy
6 Jun 2012
RDP
2012-02
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-02.html
See 2 more results from "RDP 2012-02"
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
The model is currently specified to be invariant to fiscal policy, the level of the cash rate and exchange rates, which are therefore omitted to keep it simple. ... Indicative of this, there has historically been a tight relationship between the
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
See 2 more results from "RDP 2022-03"
The Real Effects of Debt Covenants: Evidence from Australia
25 Oct 2022
RDP
2022-05
However, the conditional rate is potentially subject to bias due to selective reporting. ... Changes in interest rates directly affect (variable-rate or floating) interest payments on outstanding debt and, in turn, the interest coverage ratio.
https://www.rba.gov.au/publications/rdp/2022/2022-05/full.html
See 1 more results from "RDP 2022-05"
Robustness Exercises
3 Jan 2023
RDP
2022-09
I therefore consider replacing GDP. t. in the VAR with the unemployment rate, UR. ... The restrictions are otherwise the same as in Restriction (6) and the response of the unemployment rate is left unrestricted.
https://www.rba.gov.au/publications/rdp/2022/2022-09/robustness-exercises.html
See 1 more results from "RDP 2022-09"
Appendix A: Data Description
13 Dec 2022
RDP
2022-07
We draw mostly on data collected under the EFS collection, which have been available since mid-2019. ... These banks did not access the TFF and had very volatile growth rates.
https://www.rba.gov.au/publications/rdp/2022/2022-07/appendix-a.html
See 3 more results from "RDP 2022-07"
Results
1 Jan 1992
RDP
9201
This clouds the interpretation of the results achieved using the AUD/USD rate and may well be responsible for the different results achieved using the two exchange rates. ... Unlike the decompositions for the real exchange rates, the estimation technique
https://www.rba.gov.au/publications/rdp/1992/9201/results.html
See 1 more results from "RDP 9201"
Introduction
1 May 1987
RDP
8702
In Section 2 an examination of the volatility of daily interest rates is presented. ... The behaviour of these rates along with amount of financial churning undertaken by the two central banks is indicative of the role played by interest rates.
https://www.rba.gov.au/publications/rdp/1987/8702/introduction.html