Search: interest rate
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.
Search Results
Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter
19 Apr 2007
RDP
PDF
487KB
In particular, the relationship between the real exchange rate and real interest rates has fallen under scrutiny since the late 1980s. ... One way of accessing real interest rate data is to use long-term (typically ten-year) real interest rates across
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9111.pdf
A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
19 Nov 2012
RDP
PDF
1760KB
nominal or real interest rates. Thus,. iA = jUS - E ( S I 8 ) rp. ... 18 The interest rates are 3 month Treasury bill rates for Australia, US and Canada; the 6 month Treasury bill rate for Italy, and 3 month Eurocurrency rates for Japan, West
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf
Housing Construction Cycles and Interest Rates
11 Oct 2004
RDP
PDF
185KB
4 We use policy interest rates in all our modelsfor cross-country comparability, even though this is not the mortgage rate thathouseholds actually pay. ... Because the inflation rate is already in the short-run dynamicsto capture the effects of relative
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-08.pdf
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
benchmark. In Australia, between 1997 and mid 2007, advertised interest rates on mortgages broadly tracked movements in the cash rate. ... Consequently, when interest rates decline, households may take the opportunity to make additional prepayments on
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
A. reduction of the policy interest rate stimulates investment by: increasing aggregate demand;. ... change on investment. Indeed, a negative relationship between investment and interest rates is.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts
19 Nov 2012
RDP
PDF
1213KB
The tendency for interest rates and other financial prices to respond to these. ... The interest rate response generally depends on the relationships between real output, interest rates and money.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8602.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
It also enables the scenario to incorporate changes in interest rates or fiscal policy, if desired. ... 13 To simplify the modelling, we assume interest rates on business loans do not change.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Read me file for Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
10 Dec 2023
RDP
PDF
160KB
RDP 2023-09 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-09/rdp-2023-09-read-me.pdf
News and Interest Rate Expectations: A Study of Six Central Banks
30 Nov 2004
RDP
PDF
885KB
The efficient market hypothesis suggests that interest rate futures incorporate all relevant information about future interest rates that is available at any point in time. ... Days to rollover for each futures contract are captured. 10 GARCH models of
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-10.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
as it will mean lower potential growth and real neutral interest rates, increasing the likelihood that. ... Jenner 2019). This low level of non-mining investment occurred despite declines in interest rates.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf