Search: Treasury adjustable rate bonds
RBA Glossary definition for Treasury adjustable rate bonds
Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.
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Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
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193KB
8. 12. 16. Real exchange rates Index. %%. Australia 90-day bank bill rate. ... in late 1997 and 1998 is evident in Figure 4, which shows the spread betweenthe returns on Chilean corporate bonds and the rates on US treasury bills.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
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627KB
Equations 8. 2.1 Output Gap 8. 2.2 Real Exchange Rate 11. ... denotes the foreign real interest rate (proxied by a GDP-weighted average of realshort-term policy rates in the G3 economies);pcomis the RBA index of commodityprices in foreign currency
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
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1014KB
where Rt is the long-term bond rate, p are rates of change of. ... bond rate. This is suggestive of sluggish adjustment of. Australian interest rates to U.S.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf
Inflation Targeting: A Victim of Its Own Success?
23 Aug 2015
RDP
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932KB
Previous frameworks, such as fixed exchange rate regimes and money demand targeting, had broken down and the even higher inflation and interest rates experienced in the 1970s were very much an ... year’s inflation rate: the coefficient θt on long-term
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-09.pdf
The Demand for Money in Australia: New Tests on an Old Topic
30 Nov 2009
RDP
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135KB
taxrate calculated as the ratio of net householddisposable income to total householdincome), a risk variable (the standard erroron 15-year Treasury bond yields) andalternatively the quarterly change in GDPand GNE deflators. ... Equation GNE Bill Rate 2
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9314.pdf
A Small Model of the Australian Macroeconomy
1 Dec 2009
RDP
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534KB
The real exchange rate is determined by the terms of trade and the differentialbetween domestic and foreign real interest rates. ... Potential output. Foreign realinterest rates. Bond market inflationexpectations. Foreignexport prices. Oil prices.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-05.pdf
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
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1257KB
falls in the cash rate and in aggregate indicators of business lending rates. ... alongside the cash rate and aggregate indicators of business lending rates (Figure 1).
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
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1710KB
rates and the persistence of aggregate output’s response to monetary policy shocks. ... household i has invested in one-period risk-free nominal bonds; Rt is the nominal interest rate.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
Australia's Retirement Income System: Implications for Saving and Capital Markets
23 Apr 2010
RDP
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144KB
The tax benefit wasparticularly valuable for taxpayers on high marginal tax rates, but was. ... These factors provide a useful qualitative explanation for the behaviour of aggregatecontribution rates.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9603.pdf
The Lags of Monetary Policy
1 Dec 2009
RDP
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246KB
Asa rule, short-term real interest rates change only gradually, so that the current realinterest rate is quite strongly correlated with interest rates in the recent past. ... 3 As a check of robustness, we also estimated the regression using the yield
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9702.pdf