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21 Jun 2023
RDP
2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
Starting with the impact on banks' interest margins, several studies identify a nonlinear relationship between interest rates and NIMs, with the marginal impact of a cut to the cash rate larger ... In fact, for France, Norway and Poland a further
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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21 Jul 1997
Conferences
Frank Smets
of a short-term interest rate and the exchange rate – as an operating target. ... The estimate of the parameter γ implies that the Australian cash rate is raised by around 25 basis points for every 1 per cent rise in output above the OECD's
https://www.rba.gov.au/publications/confs/1997/smets.html
13 Dec 2022
RDP
2022-07
Sharon Lai, Kevin Lane and Laura Nunn
On 19 March 2020, the RBA introduced a range of measures to lower funding costs and encourage the provision of credit, thereby supporting economic activity: a reduction in the cash rate ... In November 2020, the cost of new funding under the TFF was
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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12 Jan 2022
RDP
PDF
1774KB
Suthakar 2021; Hack and Nicholls 2021). With deposit rates unable to move below zero, cash rate. ... components: changes in the cash rate, changes in banks’ debt/deposit funding spreads and.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
18 Aug 2003
Conferences
Charles Bean
It ensures that inflation will be brought back to target, but at a rate that recognises the consequences for activity. ... The target is for an inflation rate for the underlying CPI of 2–3 per cent ‘over the cycle’.
https://www.rba.gov.au/publications/confs/2003/bean.html
12 Sep 2019
RDP
PDF
1464KB
Note: (a) Discounted variable rates on owner-occupier housing loans; spread to cash rate. ... at the overnight cash rate target. In recent years this assumption improves net returns relative to.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
27 Feb 2018
RDP
2018-02
Jonathan Hambur and Richard Finlay
na. na. σ. cash rate. 0.0037. (0.0001). na. na. na. na. ... Specifically, we estimated a model of nominal rates using the methodology outlined in Adrian et al (2013), but extended to include cash rate forecasts.
https://www.rba.gov.au/publications/rdp/2018/2018-02/results.html
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29 Dec 2022
RDP
PDF
1886KB
draw some useful inferences about the effects of changes in the cash rate. ... zero-coupon forward rates) to further purge the cash rate of variation that is anticipated by financial.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
29 Dec 2022
Conferences
PDF
1166KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil-presentation.pdf
1 Mar 2019
RDP
2019-01
Trent Saunders and Peter Tulip
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... So long-term interest rates enter the user cost. However, housing prices seem to also respond to variable mortgage rates in the short run, possibly because
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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