Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
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Resource Flows to the Traded Goods Sector
30 Nov 2009
RDP
PDF
74KB
mid 1980s, capital expenditure on leased equipment was recorded byowner, rather than by the end user. ... The disaggregated data used in the estimation are only available for theperiod since the mid-1980s.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9401.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
the 1980s, and the floating of the exchange rate and abolition of capital controls in 1983. ... 5 The controls included limits on interest rates for bank lending and borrowing and on terms to.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data
4 Feb 2015
RDP
PDF
728KB
The likelihood of entering arrearsincreases with the contract interest rate, which is consistent with lenders settinghigher interest rates for riskier borrowers. ... Notably, the 90+ day arrears rate for the sample is similarto arrears rates calculated
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-13.pdf
Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
Guy Debelle and James Vickery. ‘The relation between unemployment and the rate of change of wage rates istherefore likely to be highly non-linear.’. ... 16 We use the rate of change in West Texas intermediate oil prices.
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
These bounds permit greater volatility in market rates in windows with greater volatility in the cash rate. ... Figure 2: Repo Detections at Placebo Rates. Against spread to cash rate or to negative of cash rate, log scale.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Stylised Facts of the Australian Labour Market
1 Dec 2009
RDP
PDF
484KB
This rise. 1 Unemployment rates in Figure 1 are calculated as the average unemployment rate for the. ... It is alsoevident that the unemployment rates for both categories are lower than the aggregateunemployment rate.
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9804.pdf
The Balance of Payments in the 1980s
19 Nov 2012
RDP
PDF
2310KB
These factors placed upward pressure on income, expenditure and the real exchange rate. ... With flexible. exchange rates, capital mobility and static exchange rate expectations both the.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9003.pdf
The Slowdown in US Productivity Growth: Breaks and Beliefs
1 Oct 2016
RDP
2016-08
Counterfactual interest rates tracked the federal funds rate closely until the late 1980s. ... Without the slowdown in productivity growth, US interest rates would not have been nearly so low in the mid 2000s.
https://www.rba.gov.au/publications/rdp/2016/2016-08/full.html
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Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
38. 6. Incorporating Unconventional Monetary Policy 41 6.1 Policy Rates and Longer-term Rates 44 6.2 Long- and Short-term Real Interest Rate Differentials 45. ... To this end, large parts of the theoretical and empirical exchange rate literature are
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf
A Multi-sector Model of the Australian Economy
14 May 2015
RDP
PDF
1314KB
t νt), where Rt and R. t are the gross nominal interest rates. ... Import volumes also contract following a positive monetary policy shock, as theeffects of higher interest rates on domestic demand overwhelm the substitutioneffects associated with the
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-07.pdf