Search: Index of Commodity Prices
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).
Search Results
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
5. The Effect of Financialisation on Commodity Risk Premiums 15. 5.1 On- and Off-index Commodities 16. ... 16. 5.1 On- and Off-index Commodities. The degree of financialisation of commodity markets has differed between commodities.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
PDF
1706KB
from the wage price index (WPI) shows clear evidence of a scarcity of wage cuts and an abundance. ... consumer price index (CPI) are only available at the state and territory or capital city level.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
the 2000s, supported by high commodities prices, but have since reversed much of that (relative). ... kept per-share prices down even as their market capitalisation (and the broader share price index,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
THE 1930'S AND THE 1980'S: SOME FACTS P.D. Jonson ...
23 Feb 2017
RDP
PDF
1608KB
For the later episode, prices of wool and wheat are again given but an index of the price of metals replaces that of gold. ... Graph 7. INDEX COMMODITY PRICE INDICES INDEX. 450 209 AND 30S 1921/22 = 100 706 AND 80$ 1971/72 100 - 450.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8303.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
PDF
2157KB
That is, commodity prices are an important element of Z in Equation (1). ... effect. Approximately half the estimates in the survey by Rusnak et al (2013) allow for commodity prices, and of these, half still report a price puzzle.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
Missing Growth from Creative Destruction Philippe Aghion, Antonin Bergeaud ...
20 Nov 2018
Research Workshop
PDF
339KB
U.S. Consumer Price Index (CPI), over 3% of items exit the market each month. ... Bils and Klenow, 2004). In the Producer Price Index (PPI) the figure is over 2%.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-huiyu-li.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
4.6 National Accounts Aggregates 24. 4.7 Prices and Wages 24. 4.7.1 Wage price index 25. ... For example, data for the wage price index is. available only from 1997.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
1878KB
The housing price index is deflated by the (trimmed mean). consumer price index to arrive at a real measure. ... where:. it h itp p is the log difference in the real dwelling price index for region i from quarter t to.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
Competition, Markups, and the Gains from International Trade
12 Dec 2011
Research Workshop
PDF
455KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/edmond.pdf
Optimal Automatic Stabilizers
17 Jan 2017
Research Workshop
PDF
592KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-mckay.pdf