Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for the. ... First, I also. use the US BAA corporate to 10-year US Treasury bond yield spread ( US BAAtcs ) and the US VIX. (
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
A Model of the Australian Housing Market
5 Mar 2019
RDP
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1639KB
government bonds. From 1997 r is estimated as:. r vmr bond cash bond cash inflation where vmr is the (package or average discounted) ... government bond yield, cash is the cash rate, inflation is 10-year inflation
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
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236KB
indexed bonds, although this time series is not long enough to include in ourestimation. ... Indexed bonds. Melbourne Institute (median). Underlying inflation. 1997199319891985198119771973196919651961. In the first alternative specification, the model is
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
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170KB
Change from 18 December 1990. 10-year bond. 10-year bond. Cash rate. ... 4.1 The Real Bond Yield Fundamentals in Brief. I begin with of.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
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627KB
Secondly, it continues to include norational (model-consistent) expectations, although a forward-looking componentof inflation expectations is allowed for through the inclusion of bond marketinflation expectations in the model’s unit ... c,h,exGSTt )/4
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
A Small Model of the Australian Macroeconomy
1 Dec 2009
RDP
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534KB
In theequation for unit labour costs, there are both backward- and forward-lookingexpectations, with the latter derived from the bond market. ... thenominal and indexed 10-year bond yields.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-05.pdf
Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
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193KB
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. ... Memo items:. Chile Australia. Share of private sector offshore bonds in local currency: 100 76.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
Inflation Regimes and Inflation Expectations
1 Dec 2009
RDP
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173KB
loweringlong-term inflation expectations implicit in bond yields down to the official targetrange for inflation. ... For example, in Canada the inflation premium betweennominal and indexed bonds was 3 per cent at year-end 1996, while
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9701.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
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2093KB
Cash ci represents cash and highly liquid low-return securities such as government bonds, whereas.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf