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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Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
10-year bond rate less the world real interest rate. δ, the weight that wage and price setters place on the forward-looking component ofinflation expectations, is 0.09 for the ... 10-year bond rate less the world real interest rate. Only the first of
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
Banks’ use of interest rates to target credit growth has been less studied. ... controls, given that the cash rate is a very strong determinant of mortgage rates.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
N2R. Two-year government bond rate. Per cent. Nominal. RBA, Yieldbroker. NBR. ... price growth, growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
Variable. Definition. Source. cr. t. Cash rate set at Board meeting in month t. ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10-year Treasury constant maturity, obtained from FRED; end-month value of month prior to
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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Introduction
31 Dec 2011
RDP
2011-01
Footnotes. The income stream from an inflation-indexed bond is adjusted by the rate of inflation and maintains its value in real terms. ... Terms and conditions of Treasury inflation-indexed bonds are available at
https://www.rba.gov.au/publications/rdp/2011/2011-01/introduction.html
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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
1 Feb 2018
RDP
2018-02
Considering first an ATSM of nominal interest rates, we assume that the one-period nominal interest rate (r. ... average interest rate expected to prevail over the life of the bond, resulting in a negative term premium.
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html
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Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
0.86. 1.89. 2.59. 2.69. 2.96. 4.42. Long-term bonds. 2-year treasury bonds. ... 1.06. 1.59. 1.68. 1.68. 1.82. 0.77. 5-year treasury bonds. 1.08. 1.54.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
asset prices, credit, money, interest rates and the exchange rate. Subsequently, many policy. ... unemployment rate which is, as expected, positive). However, among the other measures of.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
Core Inflation: Datastream, USCPXFDEF, JPCPXFFDF, EMESHARMF, EMCP.F. Definition:. Yield on the conventional Australian 10-year bond less the yield on Treasury capital indexed bonds of similar maturity. ... Treasury capital indexed bond yields:
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
23 Mar 2021
RDP
2021-03
Aus. 1974:Q4. 2020:Q3. LV. Interest rates and spreads. 3. Overnight cash rate (OCR). ... 2020:Q3. FD. 14. 3-year Treasury bond (TB) yield. FRED. US. 1959:Q3.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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