Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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6 December 2022 | Minutes of the Monetary Policy Meeting of the Board
20 Dec 2022
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 6 December 2022
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2022/2022-12-06.html
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
As a consequence, following Sims (1992), the literature typically adds additional ‘information’ variables such as commodity prices to the simple,. ... Commodity prices are posited to have additional predictive content for inflation ( 0γ > ), and as
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
6 Oct 2022
RDP
PDF
2224KB
and demand, with 1ty log price and 2ty log quantity. The sign restrictions require price and quantity. ... 2,1,0 is then the response of quantity to a supply shock that raises price by 1 per cent (i.e.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
Our analysis is restricted to the non-primary non-financial private sector. The primary sector (agriculture and mining) is excluded as we expect that commodity prices, rather than monetary policy, are ... Beckers B (2020), ‘Credit Spreads, Monetary
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
50. -25. 0. 25. 50. 75. Real TWI. 2012. Index. %. Index. %. 20031994198519761967. 2001/02 average = 100. ACCI-Westpac difficulty variable (net balance). ... External sector. The external sector is captured by the log of Australia’s major trading
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
An Estimated Small Open Economy Model with Labour Market Frictions
13 Dec 2012
Research Workshop
PDF
787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Profit maximisation by the final goods producers implies the following aggregate price index:. ... and price growth in world commodity prices.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Sources of Chinese Demand for Resource Commodities
6 Dec 2010
Research Workshop
PDF
455KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/roberts.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
5. The Effect of Financialisation on Commodity Risk Premiums 15. 5.1 On- and Off-index Commodities 16. ... 16. 5.1 On- and Off-index Commodities. The degree of financialisation of commodity markets has differed between commodities.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf