Search: Real interest rate
RBA Glossary definition for Real interest rate
Real interest rate – The real interest rate refers to the cost of borrowing money (i.e. the nominal interest rate) net of inflation. It takes account of the fact that part of the nominal interest that borrowers pay to lenders represents compensation for anticipated inflation. The remaining �real� component better reflects the economic cost of borrowing and the return to lending.
RBA Glossary definition for interest rate
interest rate – The term used to describe the cost of borrowing money or the return to the owner of the funds which are invested or lent out. It is usually expressed as a percent per annum of the amount of money borrowed, lent or invested.
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Appendix: Data Sources and Methods
1 Aug 1988
RDP
8805
Bulletin. ; historical series are available on the Bulletin Database. The monthly data are averaged for each quarter, to form a better representation of the average interest rate prevailing in the quarter. ... Data for real interest rates are calculated
https://www.rba.gov.au/publications/rdp/1988/8805/appendix.html
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Measuring Monetary Policy when the Nominal Short-Term Interest Rate is Zero: A Dynamic Stochastic Genearl Equilibrium Approach
30 Nov 2009
Research Workshop
PDF
347KB
Reserve Bank of Australia Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/kitamura.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
policy. Expectations for real interest rates, particularly a long way into the future, provide. ... rates, which some use as a measure of the neutral real interest rate, have declined somewhat over.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Data Description
21 Jun 2023
RDP
2023-05
To examine the impact of interest rates on banks' profitability, we rely on confidential bank-level data. ... NIMs and ROAs against the change in interest rates for the mean bank in all countries.
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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Australia’s Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?
30 Nov 2009
RDP
PDF
530KB
These graphs provide some evidence that in the most recent period, relatively high Australian real interest rates have tended to keep the real exchange rate high. ... Mishkin (1987) agrees with their conclusions and states even more strongly that
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9108.pdf
Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates
19 Nov 2012
RDP
PDF
451KB
that the real interest rate is expressed as a deviation from a steady state. ... of these real interest rates can only be reconciled with the pure consumption.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8708.pdf
Results
31 Dec 2005
RDP
2005-04
so that the parameter δ gives the marginal sensitivity of the bubble's probability of bursting to changes in the real interest rate, at the sceptic's benchmark settings. ... in their responsiveness to real interest rates – with values of β = 0.5 and 1
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.html
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
A. reduction of the policy interest rate stimulates investment by: increasing aggregate demand;. ... change on investment. Indeed, a negative relationship between investment and interest rates is.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Appendix A: Data Details
12 Sep 2014
RDP
2014-06
equals Real interest rate (r). 3.3. Council rates. 0.3. plus repairs. ... A.7 Expected Inflation. To present interest rates and expected appreciation in real terms we need a measure of inflation expectations.
https://www.rba.gov.au/publications/rdp/2014/2014-06/appendix-a.html
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Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
13 Dec 2012
Research Workshop
PDF
867KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/swanson-williams.pdf