Search: exchange rates
RBA Glossary definition for exchange rates
exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.
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Appendix F: Real Exchange Rate Shocks are AR(1)
1 Jun 1993
RDP
9307
RDP 9307: Explaining Forward Discount Bias: Is it Anchoring? Appendix F: Real Exchange Rate Shocks are AR(1). ... Firstly, real exchange rate shocks are uncorrelated with the forward discount by assumption.
https://www.rba.gov.au/publications/rdp/1993/9307/appendix-f.html
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Appendix B: Real Exchange Rate Model B
1 May 1996
RDP
9601
Download the Paper 204. KB. This appendix explains how the preferred specifications for real exchange rate model B are determined. ... Specifically, we have the following real exchange rate models:. Note that model (B8) is simply exchange rate model A.
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-b.html
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Interest Rates and Exchange Rate Expectations in the RBA76 Model
1 Oct 1977
RDP
1977-06
Research Discussion Paper – RDP 1977-06 Interest Rates and Exchange Rate Expectations in the RBA76 Model.
https://www.rba.gov.au/publications/rdp/1977/7706/
An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy
19 Nov 2012
RDP
PDF
729KB
interest rates and the $A/$US exchange rate contemporaneously,. but not vice versa. ... relationships between Australian and U.S. interest rates, and the. $A/$US exchange rate.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9009.pdf
Data Appendix
1 Oct 1989
RDP
8906
Sharp Associates ‘Currency Exchange Rates Data Base’, and are the noon buying price in $US in New York. ... We use the Friday close spot rate in the wholesale market, and the Friday one month forward average of buy and sell rates (quoted in the
https://www.rba.gov.au/publications/rdp/1989/8906/data-appendix.html
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Appendix A: The RBA79 model
1 Sep 1979
RDP
7903
d. household expenditure. E. exchange rate ($A/$US). F. net Australian capital owned by overseas residents. ... QE. synthetic variable for expectations about the exchange rate, 1972-6. QER.
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html
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Appendix: RBII Specification
1 Nov 1984
RDP
8403
E. exchange rate ($A/SUS). F. net Australian private capital owned by overseas residents. ... QER. synthetic variable for timing of exchange rate change 1972, 1973, 1974, 1976.
https://www.rba.gov.au/publications/rdp/1984/8403/appendix.html
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Real Exchange Rate Model
31 Dec 2005
RDP
2005-09
It is interesting to examine what the evolution of the real exchange rate would be if the current account deficit was optimal, reflecting expectations of growth in the US's share ... T. /Q. t. , where. is the CPI real exchange rate (defined so that a
https://www.rba.gov.au/publications/rdp/2005/2005-09/real-exchange-rate-model.html
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Appendix A. The Model
1 Jun 1977
RDP
7702
exchange rate ($A/$us). F. net Australian capital owned by overseas residents. ... QA. dummy variable for requests to limit advances, 1961. QE. dummy variable for exchange rate expectations, 1972–5.
https://www.rba.gov.au/publications/rdp/1977/7702/appendix-a.html
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Effective Real Exchange Rates and Irrelevant Nominal Exchange-rate Regimes
1 Dec 2009
RDP
PDF
140KB
EFFECTIVE REAL EXCHANGE RATES AND IRRELEVANTNOMINAL EXCHANGE-RATE REGIMES. Christopher Kent and Rafic Naja. ... Appendix: Nominal Exchange-rate Regimes 20. References 21. EFFECTIVE REAL EXCHANGE RATES AND IRRELEVANTNOMINAL EXCHANGE-RATE REGIMES.
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9811.pdf